The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.
Each trade match report can contain any number of trades for any number of instruments. This component contains all instruments together with all of the trade sides (possibly more than two) that occurred for each instrument within the same match event.
Pedigree Added EP150
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 1889 | NoInstrmtMatchSides |
| Component(-) | Instrument | Instrmt | Required if NoInstrmtMatchSides(1889) > 0. | Added EP150 |
| 55 | Symbol | 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. | Added FIX.4.3 | |
| 65 | SymbolSfx | Sfx | Used in Fixed Income with a value of WIto indicate When Issuedfor a security to be reissued under an old CUSIP or ISIN or with a value of CDto indicate a EUCP with lump-sum interest rather than discount price. | Added FIX.4.3 | |
| 48 | SecurityID | ID | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | Added FIX.4.3 | |
| 22 | SecurityIDSource | Src | Conditionally required when SecurityID(48) is specified. | Added FIX.4.3 Updated EP161 |
| Component(-) | SecAltIDGrp | AID | Number of alternate Security Identifiers | Added FIX.4.4 |
| Repeating Group 454 | NoSecurityAltID | Number of SecurityAltID (455) entries. |
| 455 | SecurityAltID | AltID | Added FIX.4.4 | ||
| 456 | SecurityAltIDSource | AltIDSrc | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 460 | Product | Prod | Indicates the type of product the security is associated with (high-level category) | Added FIX.4.3 | |
| 1227 | ProductComplex | ProdCmplx | Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc | Added FIX.5.0 | |
| 1151 | SecurityGroup | SecGrp | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added FIX.5.0 | |
| 461 | CFICode | CFI | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added FIX.4.3 | |
| 2891 | UPICode | UPI | Added EP266 | ||
| 167 | SecurityType | 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 FIX.4.3 | |
| 762 | SecuritySubType | SubTyp | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. | Added FIX.4.4 | |
| 200 | MaturityMonthYear | MMY | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | Added FIX.4.3 | |
| 541 | MaturityDate | MatDt | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&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. For NDFs this represents the fixing date of the contract. | Added FIX.4.3 Updated EP82 | |
| 1079 | MaturityTime | MatTm | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | Added FIX.4.4 Updated EP82 | |
| 966 | SettleOnOpenFlag | SettlOnOpenFlag | Indicator to determine if Instrument is Settle on Open. | Added FIX.4.4 | |
| 1049 | InstrmtAssignmentMethod | AsgnMeth | Added FIX.4.4 | ||
| 965 | SecurityStatus | Status | Gives the current state of the instrument | Added FIX.4.4 | |
| 224 | CouponPaymentDate | CpnPmt | Date interest is to be paid. Used in identifying Corporate Bond issues. | Added FIX.4.3 | |
| 1449 | RestructuringType | RestrctTyp | Added EP83 | ||
| 1450 | Seniority | Snrty | Added EP83 | ||
| 1451 | NotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1452 | OriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1457 | AttachmentPoint | AttchPnt | Added EP83 | ||
| 1458 | DetachmentPoint | DetchPnt | Added EP83 | ||
| 1739 | ObligationType | ObligTyp | Added EP119 | ||
| 2210 | AssetGroup | AssetGrp | Added EP192 | ||
| 1938 | AssetClass | AssetClss | Required if AssetSubClass(1939) is specified. | Added EP161 Updated EP235 | |
| 1939 | AssetSubClass | AssetSubClss | Required if AssetType(1940) is specified. | Added EP161 Updated EP235 | |
| 1940 | AssetType | AssetTyp | Required if AssetSubType(2735) is specified. | Added EP161 Updated EP235 | |
| 2735 | AssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | SecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 1976 | NoSecondaryAssetClasses | Number of secondary asset classes in the repeating group. |
| 1977 | SecondaryAssetClass | Clss | Required if NoSecondaryAssetClasses(1976) > 0. | Added EP161 | |
| 1978 | SecondaryAssetSubClass | SubClss | Required if SecondaryAssetType(1979) is specified. | Added EP161 Updated EP235 | |
| 1979 | SecondaryAssetType | Typ | Required if SecondaryAssetSubType(2741) is specified. | Added EP161 Updated EP235 | |
| 2741 | SecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | AssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2304 | NoAssetAttributes | The number of asset attribute entries in the group. |
| 2305 | AssetAttributeType | Typ | Required if NoAssetAttributes(2304) > 0. | Added EP169 | |
| 2306 | AssetAttributeValue | Val | Added EP169 | ||
| 2307 | AssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 1941 | SwapClass | SwapClss | Added EP161 | ||
| 1575 | SwapSubClass | SwapSubClss | Added EP169 | ||
| 1942 | NthToDefault | NthDflt | Conditionally required when MthToDefault(1943) is specified. | Added EP161 | |
| 1943 | MthToDefault | MthDflt | Added EP161 | ||
| 1944 | SettledEntityMatrixSource | SettldMtrxSrc | Added EP161 | ||
| 1945 | SettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP161 | ||
| 1946 | CouponType | CpnTyp | Added EP161 | ||
| 1947 | TotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1948 | CouponFrequencyPeriod | CpnPeriod | Conditionally required when CouponFrequencyUnit(1949) is specified. | Added EP161 | |
| 1949 | CouponFrequencyUnit | CpnUnit | Conditionally required when CouponFrequencyPeriod(1948) is specified. | Added EP161 | |
| 1950 | CouponDayCount | CpnDayCnt | Added EP161 | ||
| 2879 | CouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1951 | ConvertibleBondEquityID | CnvrtBondEqtyID | Added EP161 | ||
| 1952 | ConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when ConvertibleBondEquityID(1951) is specified. | Added EP161 | |
| 1953 | ContractPriceRefMonth | PxRefMo | Added EP161 | ||
| 1954 | LienSeniority | LienSnrty | Added EP161 | ||
| 1955 | LoanFacility | LoanFclty | Added EP161 | ||
| 1956 | ReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 1957 | IndexSeries | NdxSeries | Added EP161 | ||
| 1958 | IndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 1959 | IndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 1960 | IndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 1577 | SettlRateIndex | SettlNdx | Added EP169 | ||
| 1580 | SettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 1581 | OptionExpirationDesc | ExpDesc | Added EP169 | ||
| 1678 | EncodedOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. | Added EP169 | |
| 1697 | EncodedOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 225 | IssueDate | Issued | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added FIX.4.3 | |
| 239 | RepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 226 | RepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 227 | RepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 228 | Factor | Fctr | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | Added FIX.4.3 | |
| 255 | CreditRating | CrdRtg | Added FIX.4.3 | ||
| 543 | InstrRegistry | Rgstry | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added FIX.4.3 | |
| 470 | CountryOfIssue | IssuCtry | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 | |
| 471 | StateOrProvinceOfIssue | StPrv | A two-character state or province abbreviation. | Added FIX.4.3 | |
| 472 | LocaleOfIssue | Lcl | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | Added FIX.4.3 | |
| 240 | RedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 202 | StrikePrice | StrkPx | Used for derivatives, such as options and covered warrants | Added FIX.4.3 | |
| 2578 | OrigStrikePrice | OrigStrkPx | Added EP195 | ||
| 2577 | StrikePricePrecision | StrkPxPrcsn | Added EP195 | ||
| 947 | StrikeCurrency | StrkCcy | Used for derivatives | Added FIX.4.4 | |
| 967 | StrikeMultiplier | StrkMult | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added FIX.4.4 | |
| 968 | StrikeValue | StrkValu | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added FIX.4.4 | |
| 1698 | StrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 1866 | StrikeIndex | StrkNdx | Added EP169 | ||
| 2600 | StrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2001 | StrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2601 | StrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 1478 | StrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP92 | ||
| 1479 | StrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. | Added EP92 Updated EP224 | |
| 1480 | StrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP92 | ||
| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP92 | ||
| 206 | OptAttribute | OptAt | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | Added FIX.4.3 | |
| 231 | ContractMultiplier | Mult | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal(e.g. contracts vs. shares) amount. | Added FIX.4.3 | |
| 1435 | ContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2353 | TradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1439 | FlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 969 | MinPriceIncrement | MinPxIncr | Minimum price increment for the instrument. Could also be used to represent tick value. | Added FIX.4.4 | |
| 1146 | MinPriceIncrementAmount | MinPxIncrAmt | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] | Added FIX.5.0 | |
| 996 | UnitOfMeasure | UOM | 0 | Added FIX.4.4 | |
| 1147 | UnitOfMeasureQty | UOMQty | Added FIX.5.0 | ||
| 1716 | UnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 1191 | PriceUnitOfMeasure | PxUOM | Added FIX.5.0 | ||
| 1192 | PriceUnitOfMeasureQty | PxUOMQty | Added FIX.5.0 | ||
| 1717 | PriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 1193 | SettlMethod | SettlMeth | Conditionally required if SettlSubMethod(2579) is specified. | Added FIX.5.0 Updated EP195 | |
| 2579 | SettlSubMethod | SettlSubMeth | Added EP195 | ||
| 1194 | ExerciseStyle | ExerStyle | Type of exercise of a derivatives security | Added FIX.5.0 | |
| 1482 | OptPayoutType | OptPayoutTyp | Added EP92 | ||
| 1195 | OptPayoutAmount | OptPayAmt | Conditionally required if OptPayoutType(1482) = 3 (Binary). | Added FIX.5.0 Updated EP169 | |
| 2753 | ReturnTrigger | RtnTrgr | Added EP238 | ||
| 1196 | PriceQuoteMethod | PxQteMeth | Method for price quotation | Added FIX.5.0 | |
| 1197 | ValuationMethod | ValMeth | Indicates type of valuation method used. | Added FIX.5.0 Updated EP83 | |
| 2002 | ValuationSource | ValSrc | Added EP169 | ||
| 2140 | ValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1524 | PriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 1198 | ListMethod | ListMeth | Indicates whether the instruments are pre-listed only or can also be defined via user request | Added FIX.5.0 | |
| 1199 | CapPrice | CapPx | Used to express the ceiling price of a capped call | Added FIX.5.0 | |
| 1200 | FloorPrice | FlrPx | Used to express the floor price of a capped put | Added FIX.5.0 | |
| 201 | PutOrCall | PutCall | Used to express option right | Added FIX.4.4 | |
| 2681 | InTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). | Added EP224 | |
| 2685 | ContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1244 | FlexibleIndicator | FlexInd | Used to indicate if a security has been defined as flexible according to non-standardmeans. Analog to CFICode Standard/Non-standard indicator | Added FIX.5.0 | |
| 1242 | FlexProductEligibilityIndicator | FlexProdElig | Used to indicate if a product or group of product supports the creation of flexible securities | Added FIX.5.0 | |
| 2575 | BlockTradeEligibilityIndicator | BlckTrdEligInd | Added EP195 | ||
| 2574 | LowExercisePriceOptionIndicator | LowExerPxOptInd | Added EP195 | ||
| 997 | TimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added FIX.4.4 | |
| 223 | CouponRate | CpnRt | For Fixed Income. | Added FIX.4.3 | |
| 207 | SecurityExchange | Exch | Can be used to identify the security. | Added FIX.4.3 | |
| 970 | PositionLimit | PosLmt | Position Limit for the instrument. | Added FIX.4.4 | |
| 971 | NTPositionLimit | NTPosLmt | Near-term Position Limit for the instrument. | Added FIX.4.4 | |
| 106 | Issuer | Issr | Added FIX.4.3 | ||
| 348 | EncodedIssuerLen | EncIssrLen | Must be set if EncodedIssuer(349) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 349 | EncodedIssuer | EncIssr | Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2737 | FinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2714 | FinancialInstrumentFullName | FullName | Added EP232 | ||
| 2715 | EncodedFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. | Added EP232 | |
| 2716 | EncodedFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 107 | SecurityDesc | Desc | Added FIX.4.3 | ||
| 350 | EncodedSecurityDescLen | EncSecDescLen | Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 351 | EncodedSecurityDesc | EncSecDesc | Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | SecurityXML | SecXML | Embedded XML document describing the instrument. | Added FIX.5.0 Updated EP145 |
| 1184 | SecurityXMLLen | SecXMLLen | Must be provided if SecurityXML(1185) field is specified and must immediately precede it. | Added FIX.5.0 Updated EP145 | |
| 1185 | SecurityXML | SecXML | Added FIX.5.0 Updated EP145 | ||
| 1186 | SecurityXMLSchema | Schema | Added FIX.5.0 Updated EP145 |
| end Component |
| 691 | Pool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 667 | ContractSettlMonth | CSetMo | Must be present for MBS/TBA | Added FIX.4.4 | |
| 875 | CPProgram | CPPgm | The program under which a commercial paper is issued | Added FIX.4.4 | |
| 876 | CPRegType | CPRegT | The registration type of a commercial paper issuance | Added FIX.4.4 |
| Component(-) | EvntGrp | Evnt | Number of repeating EventType group entries. | Added FIX.4.4 |
| Repeating Group 864 | NoEvents | Number of repeating EventType entries. |
| 865 | EventType | EventTyp | Required if NoEvents(864) > 0. | Added FIX.4.4 Updated EP161 | |
| 866 | EventDate | Dt | Conditionally required when EventTime(1145) is specified. | Added FIX.4.4 Updated EP161 | |
| 1145 | EventTime | Tm | Added FIX.5.0 Updated EP132 | ||
| 1827 | EventTimeUnit | TmUnit | Conditionally required when EventTimePeriod(1826) is specified. | Added EP132 Updated EP161 | |
| 1826 | EventTimePeriod | TmPeriod | Conditionally required when EventTimeUnit(1827) is specified. | Added EP132 Updated EP161 | |
| 2340 | EventMonthYear | MoYr | Added EP161 | ||
| 867 | EventPx | Px | Added FIX.4.4 | ||
| 868 | EventText | Txt | Added FIX.4.4 Updated EP161 | ||
| 1578 | EncodedEventTextLen | EncTxtLen | Must be set if EncodedEventText(1579) field is specified and must immediately precede it. | Added EP161 | |
| 1579 | EncodedEventText | EncTxt | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 873 | DatedDate | Dated | If different from IssueDate | Added FIX.4.4 | |
| 874 | InterestAccrualDate | IntAcrl | If different from IssueDate and DatedDate | Added FIX.4.4 |
| Component(-) | InstrumentParties | Pty | Used to identify the parties related to a specific instrument. | Added FIX.4.4 Updated EP195 |
| Repeating Group 1018 | NoInstrumentParties | Identifies the number of parties identified with an instrument |
| 1019 | InstrumentPartyID | ID | Required if NoInstrumentParties(1018) > 0. Identification of the party. | Added FIX.4.4 Updated EP204 | |
| 1050 | InstrumentPartyIDSource | Src | Required if NoInstrumentParties(1018) > 0. Used to identify classification source. | Added FIX.4.4 Updated EP204 | |
| 1051 | InstrumentPartyRole | R | Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). | Added FIX.4.4 Updated EP204 | |
| 2378 | InstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | InstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added FIX.4.4 Updated EP169 |
| Repeating Group 1052 | NoInstrumentPartySubIDs | Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries |
| 1053 | InstrumentPartySubID | ID | Added FIX.4.4 | ||
| 1054 | InstrumentPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1687 | ShortSaleRestriction | ShrtRstctn | Added EP120 |
| Component(-) | ComplexEvents | CmplxEvnt | Added EP92 |
| Repeating Group 1483 | NoComplexEvents | Number of complex event occurrences. |
| 1484 | ComplexEventType | Typ | Required if NoComplexEvents(1483) > 0. | Added EP92 Updated EP169 | |
| 2117 | ComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2118 | ComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2119 | ComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 1485 | ComplexOptPayoutAmount | OptPayAmt | Added EP92 | ||
| 2120 | ComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2121 | ComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2122 | ComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 1486 | ComplexEventPrice | Px | Added EP92 | ||
| 2123 | ComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 1487 | ComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP92 | ||
| 1488 | ComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP92 | ||
| 1489 | ComplexEventPriceTimeType | PxTmTyp | Added EP92 | ||
| 1490 | ComplexEventCondition | Cond | Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. | Added EP92 Updated EP169 |
| Component(-) | ComplexEventDates | EvntDts | Added EP92 Updated EP169 |
| Repeating Group 1491 | NoComplexEventDates | Number of complex event date occurrences for a given complex event. |
| 1492 | ComplexEventStartDate | StartDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 | |
| 1493 | ComplexEventEndDate | EndDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 |
| Component(-) | ComplexEventTimes | EvntTms | Added EP92 |
| Repeating Group 1494 | NoComplexEventTimes | Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. |
| 1495 | ComplexEventStartTime | StartTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 | |
| 1496 | ComplexEventEndTime | EndTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2124 | ComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2125 | ComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2126 | ComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2127 | ComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2407 | ComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2408 | ComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2128 | ComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2129 | ComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2130 | ComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2131 | ComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2132 | ComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | ComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41013 | NoComplexEventRateSources | The number of rate sources in the repeating group. |
| 41014 | ComplexEventRateSource | RtSrc | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41015 | ComplexEventRateSourceType | RtSrcTyp | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41016 | ComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41017 | ComplexEventReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41020 | ComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41021 | ComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41022 | ComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. | Added EP169 | |
| 41023 | ComplexEventDateOffsetUnit | OfstUnit | Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. | Added EP169 | |
| 41024 | ComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41025 | ComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP169 |
| Component(-) | ComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP169 |
| Repeating Group 41018 | NoComplexEventDateBusinessCenters | The number of business centers in the repeating group. |
| 41019 | ComplexEventDateBusinessCenter | Ctr | Required if NoComplexEventDateBuisinessCenters(41018) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41026 | ComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41027 | ComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41028 | ComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | ComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41010 | NoComplexEventPeriods | The number of periods in the repeating group. |
| 41011 | ComplexEventPeriodType | Typ | Required if NoComplexEventPeriods(41010) > 0. | Added EP169 | |
| 41012 | ComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | ComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41031 | NoComplexEventSchedules | Number of schedules in the repeating group. |
| 41032 | ComplexEventScheduleStartDate | StartDt | Required if NoComplexEventSchedules(41031) > 0. | Added EP169 | |
| 41033 | ComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41034 | ComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. | Added EP169 | |
| 41035 | ComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. | Added EP169 | |
| 41036 | ComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41007 | NoComplexEventPeriodDateTimes | The number of entries in the date-time repeating group. |
| 41008 | ComplexEventPeriodDate | Dt | Required if NoComplexEventPeriodDateTimes(41007) > 0. | Added EP169 | |
| 41009 | ComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 40994 | NoComplexEventAveragingObservations | The number of averaging observations in the repeating group. |
| 40995 | ComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoComplexEventAveragingObservations(40994) > 0. | Added EP169 | |
| 40996 | ComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2133 | ComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2134 | ComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2135 | ComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2136 | ComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2137 | ComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | ComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41029 | NoComplexEventCreditEventSources | Number of event sources in the repeating group. |
| 41030 | ComplexEventCreditEventSource | Src | Required if NoComplexEventCreditEventSources(41029) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 40997 | NoComplexEventCreditEvents | The number of credit events specified in the repeating group. |
| 40998 | ComplexEventCreditEventType | Typ | Required if NoComplexEventCreditEvents(40996) > 0. | Added EP169 | |
| 40999 | ComplexEventCreditEventValue | Val | Added EP169 | ||
| 41000 | ComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41001 | ComplexEventCreditEventPeriod | Period | Conditionally required when ComplexEventCreditEventUnit(41002) is specified. | Added EP169 | |
| 41002 | ComplexEventCreditEventUnit | Unit | Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. | Added EP169 | |
| 41003 | ComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41004 | ComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | ComplexEventCreditEventQualifierGrp | EvntQual | Added EP169 |
| Repeating Group 41005 | NoComplexEventCreditEventQualifiers | The number of qualifiers in the repeating group. |
| 41006 | ComplexEventCreditEventQualifier | Qual | Required if NoComplexEventCreditEventQualifiers(41005) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2597 | ComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2598 | ComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2599 | ComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2138 | ComplexEventXID | XID | Added EP169 | ||
| 2139 | ComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 1787 | RefTickTableID | RefTickTblID | Spread table code referred by the security or symbol. | Added EP130 | |
| 2141 | StrategyType | StrtTyp | Added EP169 | ||
| 2142 | CommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2143 | SettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2752 | DeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2144 | InstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2145 | InstrumentRoundingPrecision | RndPrcsn | Added EP169 | ||
| 2576 | InstrumentPricePrecision | PxPrcsn | Added EP195 |
| Component(-) | DateAdjustment | DtAdjmt | Added EP161 |
| 40921 | BusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | BusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40278 | NoBusinessCenters | Number of business centers in the repeating group. |
| 40471 | BusinessCenter | Ctr | Required if NoBusinessCenters(40278) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40922 | DateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | PricingDateTime | PxngDtTm | Added EP169 |
| 41232 | PricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41233 | PricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41230 | NoPricingDateBusinessCenters | Number of business centers in the repeating group. |
| 41231 | PricingDateBusinessCenter | Ctr | Required if NoPricingDateBusinessCenters(41230) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41234 | PricingDateAdjusted | Dt | Added EP169 | ||
| 41235 | PricingTime | Tm | Added EP169 | ||
| 41236 | PricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | MarketDisruption | MktDsrptn | Added EP169 |
| 41087 | MarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | MarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41092 | NoMarketDisruptionEvents | Number of disruption events in the repeating group. |
| 41093 | MarketDisruptionEvent | Evnt | Required if NoMarketDisruptionEvents(41092) > 0. | Added EP169 | |
| 40991 | MarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41088 | MarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | MarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41094 | NoMarketDisruptionFallbacks | Number of fallbacks in the repeating group. |
| 41095 | MarketDisruptionFallbackType | Typ | Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40992 | MarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | MarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41096 | NoMarketDisruptionFallbackReferencePrices | Number of fallback reference securities in the repeating group. |
| 41097 | MarketDisruptionFallbackUnderlierType | Typ | Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. | Added EP169 | |
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. | Added EP169 | |
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. | Added EP169 | |
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it | Added EP169 | |
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41103 | MarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41104 | MarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41105 | MarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41089 | MarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41090 | MarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in MarketDisruptionEventGrp. | Added EP169 | |
| 41091 | MarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | OptionExercise | OptExer | Added EP169 |
| 41106 | ExerciseDesc | Desc | Added EP169 | ||
| 41107 | EncodedExerciseDescLen | EncDescLen | Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. | Added EP169 | |
| 41108 | EncodedExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41109 | AutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41110 | AutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41111 | ExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41112 | ManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41113 | FallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41114 | LimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41115 | ExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42590 | SettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | SettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42777 | SettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42778 | SettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. | Added EP208 |
| Component(-) | SettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. | Added EP208 |
| Repeating Group 42775 | NoSettlMethodElectionDateBusinessCenters | Number of business centers in the repeating group. |
| 42776 | SettlMethodElectionDateBusinessCenter | Ctr | Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42779 | SettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42780 | SettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. | Added EP208 | |
| 42781 | SettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. | Added EP208 | |
| 42782 | SettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42783 | SettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | OptionExerciseDates | Dts | Added EP169 |
| 41118 | OptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. | Added EP169 |
| Component(-) | OptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. | Added EP169 |
| Repeating Group 41116 | NoOptionExerciseBusinessCenters | Number of business centers in the repeating group. |
| 41117 | OptionExerciseBusinessCenter | Ctr | Required if NoOptionExerciseBusinessCenters(41116) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41137 | NoOptionExerciseDates | Number of dates in the repeating group. |
| 41138 | OptionExerciseDate | Dt | Required if NoOptionExerciseDates(41137) > 0. | Added EP169 | |
| 41139 | OptionExerciseDateType | 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 |
| 41119 | OptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41120 | OptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. | Added EP169 | |
| 41121 | OptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. | Added EP169 | |
| 41122 | OptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. | Added EP169 | |
| 41123 | OptionExerciseFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. | Added EP169 | |
| 41124 | OptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41125 | OptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41126 | OptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. | Added EP169 | |
| 41127 | OptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. | Added EP169 | |
| 41128 | OptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41129 | OptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41130 | OptionExerciseSkip | Skip | Added EP169 | ||
| 41131 | OptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41132 | OptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41133 | OptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41134 | OptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41135 | OptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41136 | OptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseExpiration | Exp | Added EP169 |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Component(-) | OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Repeating Group 41140 | NoOptionExerciseExpirationDateBusinessCenters | Number of business centers in the repeating group. |
| 41141 | OptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41152 | NoOptionExerciseExpirationDates | Number of fixed exercise expiration dates in the repeating group. |
| 41153 | OptionExerciseExpirationDate | Dt | Required if NoOptionExpirationDates(41152) > 0. | Added EP169 | |
| 41154 | OptionExerciseExpirationDateType | 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 |
| 41143 | OptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41144 | OptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. | Added EP169 | |
| 41145 | OptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. | Added EP169 | |
| 41146 | OptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. | Added EP169 | |
| 41147 | OptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. | Added EP169 | |
| 41148 | OptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 | |
| 41149 | OptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41150 | OptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41151 | OptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42591 | MakeWholeDate | Dt | Added EP208 | ||
| 42592 | MakeWholeAmount | Amt | Added EP208 | ||
| 42593 | MakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42594 | MakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42595 | MakeWholeRecallSpread | Spread | Added EP208 | ||
| 42596 | MakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42597 | MakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | StreamGrp | Strm | Added EP161 |
| Repeating Group 40049 | NoStreams | Number of swap streams in the repeating group. |
| 40050 | StreamType | Typ | Required if NoStreams(40049) > 0. | Added EP161 | |
| 41303 | StreamXID | XID | Added EP169 | ||
| 40051 | StreamDesc | Desc | Added EP161 | ||
| 42784 | StreamVersion | Ver | Added EP208 | ||
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40052 | StreamPaySide | PaySide | Added EP161 | ||
| 40053 | StreamReceiveSide | RcvSide | Added EP161 | ||
| 41305 | StreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40054 | StreamNotional | Notl | Added EP161 | ||
| 40055 | StreamCurrency | Ccy | Added EP161 | ||
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42787 | StreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. | Added EP169 | |
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. | Added EP169 | |
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41310 | StreamTotalNotional | TotNotl | Added EP169 | ||
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | StreamCommodity | Cmdty | Added EP169 |
| 41251 | StreamCommodityBase | Base | Added EP169 | ||
| 41252 | StreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41253 | StreamCommoditySecurityID | ID | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. | Added EP169 | |
| 41254 | StreamCommoditySecurityIDSource | Src | Conditionally required when StreamCommoditySecurityID(41253) is specified. | Added EP169 |
| Component(-) | StreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41277 | NoStreamCommodityAltIDs | Number of alternate security identifers. |
| 41278 | StreamCommodityAltID | AltID | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 | |
| 41279 | StreamCommodityAltIDSource | AltIDSrc | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41255 | StreamCommodityDesc | Desc | Added EP169 | ||
| 41256 | EncodedStreamCommodityDescLen | EncDescLen | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. | Added EP169 | |
| 41257 | EncodedStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42587 | StreamCommodityDeliveryPricingRegion | 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(-) | StreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41237 | NoStreamAssetAttributes | Number of asset attribute entries in the group. |
| 41238 | StreamAssetAttributeType | Typ | Required if NoStreamAssetAttributes(41237) > 0. | Added EP169 | |
| 41239 | StreamAssetAttributeValue | Val | Added EP169 | ||
| 41240 | StreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41258 | StreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41259 | StreamCommodityCurrency | Ccy | Added EP169 | ||
| 41260 | StreamCommodityExchange | Exch | Added EP169 | ||
| 41261 | StreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41262 | StreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41263 | StreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41264 | StreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | StreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41280 | NoStreamCommodityDataSources | Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. |
| 41281 | StreamCommodityDataSourceID | ID | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 | |
| 41282 | StreamCommodityDataSourceIDType | Typ | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41265 | StreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41266 | StreamCommodityNearbySettlDayPeriod | Period | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. | Added EP169 | |
| 41267 | StreamCommodityNearbySettlDayUnit | Unit | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. | Added EP169 | |
| 41268 | StreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. | Added EP169 |
| Component(-) | StreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. | Added EP169 |
| Repeating Group 41249 | NoStreamCommoditySettlBusinessCenters | Number of business centers in the repeating group. |
| 41250 | StreamCommoditySettlBusinessCenter | Ctr | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41270 | StreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41271 | StreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41272 | StreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. | Added EP169 | |
| 41273 | StreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. | Added EP169 | |
| 41274 | StreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | StreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41289 | NoStreamCommoditySettlPeriods | Number of commodity settlement periods in the repeating group. |
| 41290 | StreamCommoditySettlCountry | Ctry | Required if NoStreamCommoditySettlPeriods(41289) > 0. | Added EP169 | |
| 41291 | StreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41292 | StreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41293 | StreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. | Added EP169 | |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. | Added EP169 | |
| 41297 | StreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41299 | StreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | StreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41283 | NoStreamCommoditySettlDays | Number of days in the repeating group. |
| 41284 | StreamCommoditySettlDay | Day | Required if NoStreamCommoditySettlDays(41283) > 0. | Added EP169 | |
| 41285 | StreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | StreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41286 | NoStreamCommoditySettlTimes | Number of hour ranges in the repeating group. |
| 41287 | StreamCommoditySettlStart | Start | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41288 | StreamCommoditySettlEnd | End | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41588 | StreamCommoditySettlTimeType | 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 |
| 41301 | StreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41275 | StreamCommodityXID | XID | Added EP169 | ||
| 41276 | StreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | StreamEffectiveDate | EfctvDt | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40908 | StreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. | Added EP161 |
| Component(-) | StreamEffectiveBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. | Added EP161 |
| Repeating Group 40960 | NoStreamEffectiveBusinessCenters | Number of business centers in the repeating group. |
| 40909 | StreamEffectiveDateBusinessCenter | Ctr | Required if NoStreamEffectiveBusinessCenters(40960) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40910 | StreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40911 | StreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. | Added EP161 | |
| 40912 | StreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. | Added EP161 | |
| 40913 | StreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40914 | StreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamTerminationDate | TrmtnDt | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40066 | StreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. | Added EP161 |
| Component(-) | StreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. | Added EP161 |
| Repeating Group 40961 | NoStreamTerminationDateBusinessCenters | Number of business centers in the repeating group. |
| 40067 | StreamTerminationDateBusinessCenter | Ctr | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40068 | StreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40069 | StreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. | Added EP161 | |
| 40070 | StreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. | Added EP161 | |
| 40071 | StreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40072 | StreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40073 | StreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 Updated EP169 |
| Component(-) | StreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40958 | NoStreamCalculationPeriodBusinessCenters | Number of business centers in the repeating group. |
| 40074 | StreamCalculationPeriodBusinessCenter | Ctr | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | StreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41241 | NoStreamCalculationPeriodDates | Number of calculation period dates in the repeating group. |
| 41242 | StreamCalculationPeriodDate | Dt | Required if NoStreamCalculationPeriodDates(41241) > 0. | Added EP169 | |
| 41243 | StreamCalculationPeriodDateType | 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 |
| 40075 | StreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Component(-) | StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40959 | NoStreamFirstPeriodStartDateBusinessCenters | Number of business centers in the repeating group. |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40078 | StreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40082 | StreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. | Added EP161 | |
| 40083 | StreamCalculationFrequencyUnit | FreqUnit | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. | Added EP161 | |
| 40084 | StreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. | Added EP161 | |
| 41246 | StreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41247 | StreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. | Added EP169 | |
| 41248 | StreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. | Added EP169 |
| end Component |
| Component(-) | PaymentStream | PmtStrm | Added EP161 |
| Component(-) | PaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Component(-) | PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Repeating Group 40947 | NoPaymentStreamPaymentDateBusinessCenters | Number of business centers in the repeating group. |
| 40752 | PaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41220 | NoPaymentStreamPaymentDates | Number of payment dates in the repeating group. |
| 41221 | PaymentStreamPaymentDate | Dt | Required if NoPaymentStreamPaymentDates(41220) > 0. | Added EP169 | |
| 41222 | PaymentStreamPaymentDateType | 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 |
| 40753 | PaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. | Added EP161 | |
| 40754 | PaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. | Added EP161 | |
| 40755 | PaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates | Added EP161 | |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. | Added EP161 Updated EP208 | |
| 40760 | PaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. | Added EP161 Updated EP208 | |
| 40920 | PaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | PaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | OfstPeriod | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. | Added EP208 | |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. | Added EP208 | |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | PaymentStreamResetDates | ResetDts | Added EP161 |
| 40761 | PaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40948 | NoPaymentStreamResetDateBusinessCenters | Number of business centers in the repeating group. |
| 40763 | PaymentStreamResetDateBusinessCenter | Ctr | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40764 | PaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. | Added EP161 | |
| 40765 | PaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. | Added EP161 | |
| 40766 | PaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. | Added EP161 | |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. | Added EP161 | |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. | Added EP161 | |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40774 | PaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40950 | NoPaymentStreamFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40776 | PaymentStreamFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40777 | PaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. | Added EP161 | |
| 40778 | PaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. | Added EP161 | |
| 40779 | PaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40780 | PaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. | Added EP161 Updated EP208 | |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. | Added EP161 Updated EP208 | |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | PaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42660 | NoPaymentStreamFixingDates | Number of fixing dates in the repeating group. |
| 42661 | PaymentStreamFixingDate | Dt | Required if NoPaymentStreamFixingDates(42660) > 0. | Added EP208 | |
| 42662 | PaymentStreamFixingDateType | 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(-) | PaymentStreamFixedRate | Fixed | Added EP161 |
| 40784 | PaymentStreamRate | Rt | Mutually exclusive with PaymentStreamFixedAmount(40785). | Added EP161 | |
| 40785 | PaymentStreamFixedAmount | Amt | Mutually exclusive with PaymentStreamRate(40784). | Added EP161 | |
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40787 | PaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41190 | PaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | PaymentStreamFloatingRate | Float | Added EP161 |
| 40789 | PaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40790 | PaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43090 | PaymentStreamRateIndexID | NdxID | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |
| 43091 | PaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |
| 40791 | PaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |
| 40792 | PaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |
| 41194 | PaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. | Added EP169 | |
| 41195 | PaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. | Added EP169 | |
| 41196 | PaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41197 | PaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41198 | PaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41199 | PaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41200 | PaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40793 | PaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40794 | PaymentStreamRateSpread | Spread | Added EP161 | ||
| 41203 | PaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41205 | PaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41206 | PaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40795 | PaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40796 | PaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40797 | PaymentStreamCapRate | CapRt | Added EP161 | ||
| 40798 | PaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40799 | PaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40800 | PaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40801 | PaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40802 | PaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40803 | PaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41207 | PaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41208 | PaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40804 | PaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40805 | PaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40806 | PaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40807 | PaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41209 | PaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |
| 41210 | PaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42664 | PaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |
| 42666 | PaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41213 | PaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41214 | PaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41215 | PaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41216 | PaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41217 | PaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41192 | NoPaymentStreamPricingBusinessCenters | Number of business centers in the repeating group. |
| 41193 | PaymentStreamPricingBusinessCenter | Ctr | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41227 | NoPaymentStreamPricingDays | Number of pricing days in the repeating group. |
| 41228 | PaymentStreamPricingDayOfWeek | DayOfWk | Required if NoPaymentStreamPricingDays(41227) > 0. | Added EP169 | |
| 41229 | PaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41224 | NoPaymentStreamPricingDates | Number of pricing dates in the repeating group. |
| 41225 | PaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41224) > 0. | Added EP169 | |
| 41226 | PaymentStreamPricingDateType | 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 |
| 40808 | PaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |
| 40809 | PaymentStreamInflationLagUnit | LagUnit | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |
| 40810 | PaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40811 | PaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40812 | PaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40813 | PaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40814 | PaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40815 | PaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40816 | PaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42667 | PaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | PaymentStreamFormula | Frmla | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42688 | PaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | PaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42683 | NoPaymentStreamFormulas | Number of formulas in the repeating group. |
| 43109 | PaymentStreamFormulaLength | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP259 | ||
| 42684 | PaymentStreamFormula | Frmla | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP208 | |
| 42685 | PaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamFormulaImage | Img | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when PaymentStreamFormulaImage(42653) is specified. | Added EP208 | |
| 42653 | PaymentStreamFormulaImage | FrmlaImg | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | DividendConditions | DividendConds | Added EP208 |
| 42245 | DividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42246 | DividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42247 | DividendAmountType | AmtTyp | Added EP208 | ||
| 42248 | DividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | DividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42274 | NoDividendPeriods | Number of entries in the DividendPeriodGrp component. |
| 42275 | DividendPeriodSequence | Seq | Required if NoDividendPeriods(42274) > 0. | Added EP208 | |
| 42276 | DividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42277 | DividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42278 | DividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42279 | DividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42280 | DividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | DividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42294 | NoDividendPeriodBusinessCenters | Number of entries in the DividendPeriodBusinessCenterGrp. |
| 42295 | DividendPeriodBusinessCenter | Ctr | Required if NoDividendPeriodBusinessCenters(42294) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42281 | DividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42282 | DividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42283 | DividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. | Added EP208 | |
| 42284 | DividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. | Added EP208 | |
| 42285 | DividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42286 | DividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42287 | DividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42288 | DividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42289 | DividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. | Added EP208 | |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. | Added EP208 | |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42292 | DividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42293 | DividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42249 | ExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42250 | ExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42251 | ExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42252 | ExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | DividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42266 | DividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. | Added EP208 | |
| 42267 | DividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. | Added EP208 | |
| 42268 | DividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42269 | DividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42270 | DividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Component(-) | DividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Repeating Group 42272 | NoDividendFXTriggerDateBusinessCenters | Number of entries in the DividendFXTriggerDateBusinessCenterGrp. |
| 42273 | DividendFXTriggerDateBusinessCenter | Ctr | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42271 | DividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | DividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42253 | DividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | DividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42239 | DividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. | Added EP208 | |
| 42240 | DividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. | Added EP208 | |
| 42241 | DividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42242 | DividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Component(-) | DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42236 | NoDividendAccrualPaymentDateBusinessCenters | Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. |
| 42237 | DividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42244 | DividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42254 | DividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42255 | DividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42256 | DividendCashPercentage | CshPctage | Added EP208 | ||
| 42257 | DividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42258 | NonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42259 | DividendComposition | Cmpstn | Added EP208 | ||
| 42260 | SpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42261 | MaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42262 | OptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42263 | AdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42264 | AllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42668 | ReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | ReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42735 | NoReturnRates | Number of iterations in the return rate repeating group. |
| 42736 | ReturnRatePriceSequence | PxSeq | Required if NoReturnRates(42735) > 0. | Added EP208 | |
| 42737 | ReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42738 | ReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42739 | ReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | ReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42765 | NoReturnRatePrices | Number of iterations in the return rate price repeating group. |
| 42766 | ReturnRatePriceBasis | PxBasis | Required if NoReturnRatePrices(42765) > 0. | Added EP208 | |
| 42767 | ReturnRatePrice | Px | Added EP208 | ||
| 42768 | ReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42769 | ReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | ReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42731 | NoReturnRateFXConversions | Number of iterations in the return rate FX conversion repeating group. |
| 42732 | ReturnRateFXCurrencySymbol | CcySym | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42733 | ReturnRateFXRate | FxRt | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42734 | ReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42742 | ReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42743 | ReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42744 | ReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42745 | ReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42746 | ReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42747 | ReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with ReturnRateQuoteTime(42749). | Added EP208 | |
| 42749 | ReturnRateQuoteTime | QteTm | Mutually exclusive with ReturnRateQuoteTimeType(42748). | Added EP208 | |
| 42750 | ReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42753 | ReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | ReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42761 | NoReturnRateInformationSources | Number of iterations in the return rate information source repeating group. |
| 42762 | ReturnRateInformationSource | RtSrc | Required if NoReturnRateInformationSources(42761) > 0. | Added EP208 | |
| 42763 | ReturnRateReferencePage | RefPg | Added EP208 | ||
| 42764 | ReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42754 | ReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42755 | ReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | ReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42709 | NoReturnRateDates | Number of iterations in the return rate date repeating group. |
| 42710 | ReturnRateDateMode | Mode | Required if NoReturnRateDates(42709) > 0. | Added EP208 |
| Component(-) | ReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42772 | NoReturnRateValuationDates | Number of iterations in the return rate valuation date repeating group. |
| 42773 | ReturnRateValuationDate | Dt | Required if NoReturnRateValuationDates(42772) > 0. | Added EP208 | |
| 42774 | ReturnRateValuationDateType | 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 |
| 42711 | ReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42715 | ReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42716 | ReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42720 | ReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42721 | ReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42722 | ReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42726 | ReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | ReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42770 | NoReturnRateValuationDateBusinessCenters | Number of iterations in the return rate valuation date business center repeating group. |
| 42771 | ReturnRateValuationDateBusinessCenter | Ctr | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with ReturnRateValuationTime(42757). | Added EP208 | |
| 42757 | ReturnRateValuationTime | ValTm | Mutually exclusive with ReturnRateValuationTimeType(42756). | Added EP208 | |
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42669 | PaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42670 | PaymentStreamLinkClosingLevelIndicator | LinkClsngLvl | Added EP208 | ||
| 42671 | PaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42672 | PaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42673 | PaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42674 | PaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42675 | PaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42676 | PaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42677 | PaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42678 | PaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42679 | PaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42680 | PaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42681 | PaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42682 | PaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42605 | PaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | PaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | Number of business centers in the repeating group. |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42606 | NoPaymentStreamCompoundingDates | Number of dates in the repeating group. |
| 42607 | PaymentStreamCompoundingDate | Dt | Required if NoPaymentStreamCompoundingDates(42606) > 0. | Added EP208 | |
| 42608 | PaymentStreamCompoundingDateType | 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 |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. | Added EP208 | |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. | Added EP208 | |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | PaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. | Added EP208 | |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. | Added EP208 | |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42651 | PaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. | Added EP208 | |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. | Added EP208 | |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42627 | PaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. | Added EP208 | |
| 42616 | PaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. | Added EP208 | |
| 42617 | PaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. | Added EP208 | |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Repeating Group 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | Number of business centers in the repeating group. |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. | Added EP161 | |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. | Added EP161 | |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40825 | NoNonDeliverableFixingDates | Number of Fixing dates in the repeating group |
| 40826 | NonDeliverableFixingDate | Dt | Required if NoNonDeliverableFixingDates(40825) > 0. | Added EP161 | |
| 40827 | NonDeliverableFixingDateType | 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(-) | SettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40085 | NoSettlRateFallbacks | Number of settlement rate fallbacks in the repeating group |
| 40086 | SettlRatePostponementMaximumDays | MaxDays | Required if NoSettlRateFallbacks(40085) > 0. | Added EP161 |
| Component(-) | SettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40655 | SettlRateFallbackReferencePage | RefPg | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40088 | SettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40089 | SettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | PaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40828 | NoPaymentSchedules | Number of swap schedules in the repeating group |
| 40829 | PaymentScheduleType | Typ | Required if NoPaymentSchedules(40828) > 0. | Added EP161 | |
| 41164 | PaymentScheduleXID | XID | Added EP169 | ||
| 41165 | PaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40830 | PaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40831 | PaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40832 | PaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40833 | PaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40834 | PaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40835 | PaymentScheduleNotional | Notl | Added EP161 | ||
| 40836 | PaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40837 | PaymentScheduleRate | Rt | Added EP161 | ||
| 40838 | PaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40839 | PaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41166 | PaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41167 | PaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41168 | PaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41169 | PaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40840 | PaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40841 | PaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40842 | PaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40843 | PaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41170 | PaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41171 | PaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41173 | PaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40844 | PaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. | Added EP161 | |
| 40845 | PaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. | Added EP161 | |
| 40846 | PaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40847 | PaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40848 | PaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40849 | PaymentScheduleStepRelativeTo | StepReltv | Added EP161 |
| Component(-) | PaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40868 | NoPaymentScheduleRateSources | Number of swap schedule rate sources. |
| 40869 | PaymentScheduleRateSource | Src | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 | |
| 40870 | PaymentScheduleRateSourceType | Typ | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 Updated EP169 | |
| 40871 | PaymentScheduleReferencePage | RefPg | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) | Added EP161 |
| end Repeating Group |
| end Component |
| 40850 | PaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40851 | PaymentScheduleWeight | Wt | Added EP161 | ||
| 40852 | PaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40977 | NoPaymentScheduleFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40854 | PaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. | Added EP161 | |
| 40856 | PaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. | Added EP161 | |
| 40857 | PaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41174 | PaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41175 | PaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40858 | PaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | PaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41161 | NoPaymentScheduleFixingDays | Number of fixing days in the repeating group. |
| 41162 | PaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoPaymentScheduleFixingDays(41161) > 0. | Added EP169 | |
| 41163 | PaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41176 | PaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. | Added EP169 | |
| 41177 | PaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. | Added EP169 | |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. | Added EP169 Updated EP208 | |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. | Added EP169 Updated EP208 | |
| 40859 | PaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40860 | PaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | Number of business centers in the repeating group. |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. | Added EP161 | |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. | Added EP161 | |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40872 | NoPaymentStubs | Number of stubs in the repeating group |
| 40873 | PaymentStubType | Typ | Required if NoPaymentStubs(40872) > 0. | Added EP161 | |
| 40874 | PaymentStubLength | Lngth | Added EP161 |
| Component(-) | PaymentStubStartDate | StartDt | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42699 | PaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42705 | NoPaymentStubStartDateBusinessCenters | Number of business centers in the repeating group. |
| 42706 | PaymentStubStartDateBusinessCenter | Ctr | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42700 | PaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42701 | PaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. | Added EP208 | |
| 42702 | PaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. | Added EP208 | |
| 42703 | PaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42704 | PaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStubEndDate | EndDt | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42690 | PaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42696 | NoPaymentStubEndDateBusinessCenters | Number of business centers in the repeating group. |
| 42697 | PaymentStubEndDateBusinessCenter | Ctr | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42691 | PaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42692 | PaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. | Added EP208 | |
| 42693 | PaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. | Added EP208 | |
| 42694 | PaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42695 | PaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | DeliveryStream | DlvryStrm | Added EP169 |
| 41058 | DeliveryStreamType | Typ | Added EP169 |
| Component(-) | DeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41085 | NoDeliveryStreamCommoditySources | Number of commodity sources in the repeating group. |
| 41086 | DeliveryStreamCommoditySource | Src | Required if NoDeliveryStreamCommoditySources(41085) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41059 | DeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41060 | DeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41061 | DeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41062 | DeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42192 | DeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42193 | DeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41063 | DeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41064 | DeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41065 | DeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41066 | DeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41067 | DeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41218 | DeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | DeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41081 | NoDeliveryStreamCycles | Number of delivery cycles in the repeating group. |
| 41082 | DeliveryStreamCycleDesc | Desc | Required if NoDeliveryStreamCycles(41081) > 0. | Added EP169 | |
| 41083 | EncodedDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. | Added EP169 | |
| 41084 | EncodedDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41068 | DeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41069 | DeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41070 | DeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41071 | DeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41072 | DeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41073 | DeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41074 | DeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41075 | DeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41076 | DeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41077 | DeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41078 | DeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41079 | DeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41080 | DeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43094 | DeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | DeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41037 | NoDeliverySchedules | Number of delivery schedules in the repeating group. |
| 41038 | DeliveryScheduleType | Typ | Required if NoDeliverySchedules(41037) > 0. | Added EP169 | |
| 41039 | DeliveryScheduleXID | XID | Added EP169 | ||
| 41040 | DeliveryScheduleNotional | Notl | Added EP169 | ||
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41042 | DeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41043 | DeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41044 | DeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41046 | DeliveryScheduleToleranceType | TlrncTyp | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. | Added EP169 | |
| 41047 | DeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41048 | DeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41049 | DeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | DeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41051 | NoDeliveryScheduleSettlDays | Number of delivery schedules in the repeating group. |
| 41052 | DeliveryScheduleSettlDay | Day | Required if NoDeliveryScheduleSettlDays(41051) > 0. | Added EP169 | |
| 41053 | DeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | DeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41054 | NoDeliveryScheduleSettlTimes | Number of hour ranges in the repeating group. |
| 41055 | DeliveryScheduleSettlStart | Start | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41056 | DeliveryScheduleSettlEnd | End | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41057 | DeliveryScheduleSettlTimeType | 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 |
| 40056 | StreamText | Txt | Added EP161 | ||
| 40982 | EncodedStreamTextLen | EncTxtLen | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. | Added EP161 | |
| 40983 | EncodedStreamText | EncTxt | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionGrp | Prov | Added EP161 |
| Repeating Group 40090 | NoProvisions | Number of provisions in the repeating group. |
| 40091 | ProvisionType | Typ | Required if NoProvisions(40090) > 0. | Added EP161 | |
| 40092 | ProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40093 | ProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP161 |
| Component(-) | ProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP161 |
| Repeating Group 40957 | NoProvisionDateBusinessCenters | Number of business centers in the repeating group. |
| 40094 | ProvisionDateBusinessCenter | Ctr | Required if NoProvisionDateBusinessCenters(40957) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40095 | ProvisionDateAdjusted | Dt | Added EP161 | ||
| 40096 | ProvisionDateTenorPeriod | TenorPeriod | Conditionally required when ProvisionDateTenorUnit(40097) is specified. | Added EP161 | |
| 40097 | ProvisionDateTenorUnit | TenorUnit | Conditionally required when ProvisionDateTenorPeriod(40096) is specified. | Added EP161 | |
| 42707 | ProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42708 | ProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40098 | ProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40099 | ProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40100 | ProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | ProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40114 | ProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40115 | ProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40116 | ProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Component(-) | ProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Repeating Group 40953 | NoProvisionCashSettlValueDateBusinessCenters | Number of business centers in the repeating group. |
| 40117 | ProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40118 | ProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40119 | ProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. | Added EP161 | |
| 40120 | ProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. | Added EP161 | |
| 40121 | ProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40122 | ProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40123 | ProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Component(-) | ProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Repeating Group 40954 | NoProvisionOptionExerciseBusinessCenters | Number of business centers in the repeating group. |
| 40124 | ProvisionOptionExerciseBusinessCenter | Ctr | Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40142 | NoProvisionOptionExerciseFixedDates | Number of provision option exercise fixed dates in the repeating group. |
| 40143 | ProvisionOptionExerciseFixedDate | Dt | Required if NoProvisionOptionExerciseFixedDates (40142) > 0. | Added EP161 | |
| 40144 | ProvisionOptionExerciseFixedDateType | 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 |
| 40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. | Added EP161 | |
| 40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. | Added EP161 | |
| 40127 | ProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. | Added EP161 | |
| 40128 | ProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. | Added EP161 | |
| 40129 | ProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40130 | ProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40131 | ProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. | Added EP161 | |
| 40132 | ProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. | Added EP161 | |
| 40133 | ProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40134 | ProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40135 | ProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40138 | ProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40140 | ProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40145 | ProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40146 | ProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Component(-) | ProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Repeating Group 40955 | NoProvisionOptionExpirationDateBusinessCenters | Number of business centers in the repeating group. |
| 40147 | ProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40148 | ProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40149 | ProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. | Added EP161 | |
| 40150 | ProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. | Added EP161 | |
| 40151 | ProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40152 | ProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40153 | ProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40154 | ProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. | Added EP161 |
| Component(-) | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. | Added EP161 |
| Repeating Group 40956 | NoProvisionOptionRelevantUnderlyingDateBusinessCenters | Number of business centers in the repeating group. |
| 40157 | ProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. | Added EP161 | |
| 40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. | Added EP161 | |
| 40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40101 | ProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40102 | ProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40103 | ProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40104 | ProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40105 | ProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40106 | ProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40107 | ProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40163 | ProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Repeating Group 40952 | NoProvisionCashSettlPaymentDateBusinessCenters | Number of business centers in the repeating group. |
| 40164 | ProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40165 | ProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40166 | ProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. | Added EP161 | |
| 40167 | ProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. | Added EP161 | |
| 40168 | ProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40169 | ProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40170 | ProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40171 | NoProvisionCashSettlPaymentDates | Number of provision cash settlement payment dates in the repeating group. |
| 40172 | ProvisionCashSettlPaymentDate | Dt | Required if NoProvisionCashSettlPaymentDates (40171) > 0. | Added EP161 | |
| 40173 | ProvisionCashSettlPaymentDateType | 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 |
| 40108 | ProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40109 | ProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40110 | ProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40111 | ProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | ProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40112 | ProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41406 | ProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40113 | ProvisionText | Txt | Added EP161 | ||
| 40986 | EncodedProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP161 | |
| 40987 | EncodedProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| Component(-) | ProvisionParties | Pty | Added EP161 |
| Repeating Group 40174 | NoProvisionPartyIDs | Number of parties identified in the contract provision. |
| 40175 | ProvisionPartyID | ID | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40176 | ProvisionPartyIDSource | Src | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40177 | ProvisionPartyRole | R | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 2385 | ProvisionPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | ProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40178 | NoProvisionPartySubIDs | Number of sub-party IDs to be reported for the party. |
| 40179 | ProvisionPartySubID | ID | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 | |
| 40180 | ProvisionPartySubIDType | Typ | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | AdditionalTermGrp | AddtnlTrm | Added EP161 |
| Repeating Group 40019 | NoAdditionalTerms | Number of additional terms in the repeating group. |
| 40020 | AdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoAdditionalTerms(40019) > 0. | Added EP161 | |
| 40021 | AdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP161 |
| Component(-) | AdditionalTermBondRefGrp | BondRef | Added EP161 |
| Repeating Group 40000 | NoAdditionalTermBondRefs | Number of bonds in the repeating group. |
| 40001 | AdditionalTermBondSecurityID | ID | Required if NoAdditionalTermBondRefs(40000) > 0. | Added EP161 | |
| 40002 | AdditionalTermBondSecurityIDSource | Src | Conditionally required when AdditionalTermBondSecurityID(40001) is specified. | Added EP161 | |
| 40003 | AdditionalTermBondDesc | Desc | Added EP161 | ||
| 40004 | EncodedAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. | Added EP161 | |
| 40005 | EncodedAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40006 | AdditionalTermBondCurrency | Ccy | Added EP161 | ||
| 40007 | AdditionalTermBondIssuer | Issr | Added EP161 | ||
| 40008 | EncodedAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. | Added EP161 | |
| 40009 | EncodedAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40010 | AdditionalTermBondSeniority | Snrty | Added EP161 | ||
| 40011 | AdditionalTermBondCouponType | CpnTyp | Added EP161 | ||
| 40012 | AdditionalTermBondCouponRate | CpnRt | Added EP161 | ||
| 40013 | AdditionalTermBondMaturityDate | MatDt | Added EP161 | ||
| 40014 | AdditionalTermBondParValue | Par | Added EP161 | ||
| 40015 | AdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP161 | ||
| 40016 | AdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. | Added EP161 | |
| 40017 | AdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. | Added EP161 | |
| 40018 | AdditionalTermBondDayCount | DayCnt | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermGrp | ProtctnTrm | Added EP161 |
| Repeating Group 40181 | NoProtectionTerms | Number of protection terms in the repeating group. |
| 40182 | ProtectionTermNotional | Notl | Required if NoProtectionTerms(40181) > 0. | Added EP161 | |
| 40183 | ProtectionTermCurrency | Ccy | Added EP161 | ||
| 40184 | ProtectionTermSellerNotifies | Seller | Added EP161 | ||
| 40185 | ProtectionTermBuyerNotifies | Buyer | Added EP161 | ||
| 40186 | ProtectionTermEventBusinessCenter | BizCtr | Added EP161 | ||
| 40187 | ProtectionTermStandardSources | StdSrcs | Added EP161 | ||
| 40188 | ProtectionTermEventMinimumSources | MinSrcs | Added EP161 |
| Component(-) | ProtectionTermEventNewsSourceGrp | NewsSrc | Added EP161 |
| Repeating Group 40951 | NoProtectionTermEventNewsSources | Number of event news sources in the repeating group. |
| 40189 | ProtectionTermEventNewsSource | Src | Required if NoProtectionTermEventNewsSources(40951) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermEventGrp | Evnt | Added EP161 |
| Repeating Group 40191 | NoProtectionTermEvents | Number of protection term events in the repeating group. |
| 40192 | ProtectionTermEventType | Typ | Required if NoProtectionTermEvents(40191) > 0. | Added EP161 | |
| 40193 | ProtectionTermEventValue | Val | Added EP161 | ||
| 40194 | ProtectionTermEventCurrency | Ccy | Added EP161 | ||
| 40195 | ProtectionTermEventPeriod | Period | Conditionally required when ProtectionTermEventUnit(40196) is specified. | Added EP161 | |
| 40196 | ProtectionTermEventUnit | Unit | Conditionally required when ProtectionTermEventPeriod(40195) is specified. | Added EP161 | |
| 40197 | ProtectionTermEventDayType | DayTyp | Added EP161 | ||
| 40198 | ProtectionTermEventRateSource | RtSrc | Added EP161 |
| Component(-) | ProtectionTermEventQualifierGrp | Qual | Added EP161 |
| Repeating Group 40199 | NoProtectionTermEventQualifiers | Number of qualifiers in the repeating group. |
| 40200 | ProtectionTermEventQualifier | Qual | Required if NoProtectionTermEventQualifiers(40199) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermObligationGrp | Oblig | Added EP161 |
| Repeating Group 40201 | NoProtectionTermObligations | Number of obligations in the repeating group. |
| 40202 | ProtectionTermObligationType | Typ | Required if NoProtectionTermObligations(40201) > 0. | Added EP161 | |
| 40203 | ProtectionTermObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40190 | ProtectionTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | CashSettlTermGrp | CashSettlTrm | Added EP161 |
| Repeating Group 40022 | NoCashSettlTerms | Number of elements in the repeating group. |
| 40023 | CashSettlCurrency | Ccy | Required if NoCashSettlTerms(40022) > 0. | Added EP161 | |
| 40024 | CashSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP161 | ||
| 40916 | CashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP161 | ||
| 40917 | CashSettlNumOfValuationDates | NumValDts | Added EP161 | ||
| 40025 | CashSettlValuationTime | ValTm | Added EP161 | ||
| 40026 | CashSettlBusinessCenter | BizCtr | Added EP161 | ||
| 40027 | CashSettlQuoteMethod | QteMeth | Added EP161 | ||
| 40028 | CashSettlQuoteAmount | QteAmt | Added EP161 | ||
| 40029 | CashSettlQuoteCurrency | QteCcy | Added EP161 | ||
| 40030 | CashSettlMinimumQuoteAmount | MinQteAmt | Added EP161 | ||
| 40031 | CashSettlMinimumQuoteCurrency | MinQteCcy | Added EP161 |
| Component(-) | CashSettlDealerGrp | Dlr | Added EP161 |
| Repeating Group 40277 | NoCashSettlDealers | Number of dealers in the repeating group. |
| 40032 | CashSettlDealer | Dlr | Required if NoCashSettlDealers(40277) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 42216 | CashSettlPriceSource | PxSrc | Added EP208 | ||
| 42217 | CashSettlPriceDefault | PxDflt | Added EP208 | ||
| 40033 | CashSettlBusinessDays | BizDays | Added EP161 | ||
| 40034 | CashSettlAmount | Amt | Added EP161 |
| Component(-) | CashSettlDate | SettlDt | Added EP208 |
| 42207 | CashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42208 | CashSettlDateBusinessDayConvention | 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(-) | CashSettlDateBusinessCenterGrp | 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 42214 | NoCashSettlDateBusinessCenters | Number of business centers in the repeating group. |
| 42215 | CashSettlDateBusinessCenter | Ctr | Required if NoCashSettlDateBusinessCenters(42214) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42209 | CashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42210 | CashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when CashSettlDateOffsetUnit(42211) is specified. | Added EP208 | |
| 42211 | CashSettlDateOffsetUnit | OfstUnit | Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. | Added EP208 | |
| 42212 | CashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42213 | CashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 40035 | CashSettlRecoveryFactor | RcvryFctr | Added EP161 | ||
| 40036 | CashSettlFixedTermIndicator | FixedInd | Added EP161 | ||
| 40037 | CashSettlAccruedInterestIndicator | AcrdIntInd | Added EP161 | ||
| 40038 | CashSettlValuationMethod | ValMeth | Added EP161 | ||
| 40039 | CashSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PhysicalSettlTermGrp | PhysSettlTrm | Added EP161 |
| Repeating Group 40204 | NoPhysicalSettlTerms | Number of entries in the repeating group. |
| Component(-) | PhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoPhysicalSettlTerms(40204) > 0. | Added EP161 |
| Repeating Group 40209 | NoPhysicalSettlDeliverableObligations | Number of entries in the repeating group. |
| 40210 | PhysicalSettlDeliverableObligationType | Typ | Required if NoPhysicalSettlDeliverableObligations (40209) > 0. | Added EP161 | |
| 40211 | PhysicalSettlDeliverableObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40205 | PhysicalSettlCurrency | Ccy | Added EP161 | ||
| 40206 | PhysicalSettlBusinessDays | BizDays | Added EP161 | ||
| 40207 | PhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP161 | ||
| 40208 | PhysicalSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42296 | NoExtraordinaryEvents | Number of extraordinary events in the repeating group. |
| 42297 | ExtraordinaryEventType | Typ | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 | |
| 42298 | ExtraordinaryEventValue | Val | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2602 | ExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2603 | ExchangeLookAlike | ExchLookAlike | Added EP208 |
| end Component |
| Component(-) | InstrmtLegGrp | Leg | LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). | Added EP150 |
| Repeating Group 555 | NoLegs | Number of InstrumentLeg repeating group instances. |
| Component(-) | InstrumentLeg | Leg | Required if NoLegs(555) > 0. | Added FIX.4.4 Updated EP192 |
| 600 | LegSymbol | Sym | Added FIX.4.3 | ||
| 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 | Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description |
| 605 | LegSecurityAltID | SecAltID | Added FIX.4.4 | ||
| 606 | LegSecurityAltIDSource | SecAltIDSrc | Added FIX.4.4 |
| 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 FIX.5.0 | ||
| 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 | Number of secondary asset classes in the repeating group. |
| 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 | Number of asset attribute entries in the group. |
| 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 | ||
| 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 FIX.4.4 | ||
| 1224 | LegUnitOfMeasureQty | UOMQty | Added FIX.5.0 | ||
| 1720 | LegUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 1421 | LegPriceUnitOfMeasure | PxUOM | Added FIX.5.0 | ||
| 1422 | LegPriceUnitOfMeasureQty | PxUOMQty | Added FIX.5.0 | ||
| 1721 | LegPriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2192 | LegSettlMethod | SettlMeth | Added EP169 | ||
| 1001 | LegTimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added FIX.4.4 | |
| 1420 | LegExerciseStyle | ExerStyle | Added FIX.5.0 | ||
| 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 | ||
| 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 spe |