| Name | Abbr Name | ID | Category | Group | Description | Pedigree |
|---|---|---|---|---|---|---|
| AdditionalTermBondRefGrp | BondRef | 4000 | Common | Y | The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap. | Added EP161 |
| AdditionalTermGrp | AddtnlTrm | 4001 | Common | Y | The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms. | Added EP161 |
| AffectedMarketSegmentGrp | AfctdMktSeg | 2200 | Common | Y | List of market segments that have been affected by a mass action. | Added EP131 |
| AffectedOrdGrp | AfctdOrd | 2001 | OrderMassHandling | Y | Added FIX.4.4 Updated EP131 | |
| AlgoSystemModuleGrp | AlgoSysModl | 2276 | Testing | Y | AlgoSystemModuleGrp is a repeating group used to provide information regarding the modules of a system for algorithmic trading. | Added EP292 |
| AllocAckGrp | AllocAck | 2002 | Allocation | Y | This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. | Added FIX.4.4 Updated EP196 |
| AllocCommissionDataGrp | CommData | 1071 | Common | Y | The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account. | Added EP204 |
| AllocGroupSubQtyAttributeGrp | AllocSubQtyAttr | 2273 | Allocation | Y | This repeating group is used to identify attributes of trades in subgroups of an average pricing group. | Added EP285 |
| AllocGroupSubQtyGrp | AllocSubQty | 2272 | Allocation | Y | This repeating group is used to identify subgroups of an average pricing group. The total and remaining quantities of the average pricing group are split into sub-quantities based on trade attributes. | Added EP285 |
| AllocGrp | Alloc | 2003 | Allocation | Y | The AllocGrp component conveys the details of each account when a trade (or block trade) is allocated into one or more accounts. | Added FIX.4.4 Updated EP291 |
| AllocRegulatoryTradeIDGrp | RegTrdID | 2221 | Common | Y | The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed. | Added EP161 Updated EP162 |
| AllocTrdRegTimestamps | TrdRegTS | 2275 | Allocation | Y | The AllocTrdRegTimestamps component block is used to convey trading or regulatory timestamps associated with an allocation for one account. | Added EP291 |
| ApplIDReportGrp | ApplIDRptGrp | 2117 | Application | Y | Added EP-1 | |
| ApplIDRequestAckGrp | ApplIDReqAckGrp | 2116 | Application | Y | Added EP-1 | |
| ApplIDRequestGrp | ApplIDReqGrp | 2115 | Application | Y | Added EP-1 | |
| ApplicationSequenceControl | ApplSeqCtrl | 1057 | Common | N | The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. | Added EP-1 |
| AssetAttributeGrp | AssetAttrb | 2241 | Common | Y | The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset. | Added EP169 |
| AttachmentGrp | Attchmnt | 2234 | Common | Y | The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046]. The AttachmentGrp is intended to be used to attach documents in other formats, such as PDF, TIFF, and Microsoft Word, for example to a FIX message. Note when the AttachmentGrp is used within a business message, such as the TradeCaptureReport(35=AE), the attachment should supplement the data already contained in the business message It is not intended to replace the content of the business message. The standard fields within the business message should be populated, even if they duplicate data expressed within the attachment(s). | Added EP167 |
| AttachmentKeywordGrp | Keywd | 2235 | Common | Y | The AttachmentKeywordGrp component provides a place to associate keywords with an attachment document to support the current approach of tagging to support metadata. | Added EP167 |
| AttrbGrp | Attrb | 2074 | Common | Y | Added FIX.4.4 | |
| AuctionTypeRuleGrp | AuctTypRule | 2253 | Common | Y | The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example. | Added EP195 |
| AveragePriceDetail | AvgPxDetl | 1075 | Common | N | The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period. | Added EP240 |
| BaseTradingRules | BaseTrdgRules | 2131 | Common | N | Trading rules that are applicable to a market, market segment or individual security independent of a trading session. | Added EP-1 Updated EP195 |
| BidCompReqGrp | CompReq | 2004 | ProgramTrading | Y | Added FIX.4.4 | |
| BidCompRspGrp | CompRsp | 2005 | ProgramTrading | Y | Added FIX.4.4 | |
| BidDescReqGrp | DescReq | 2006 | ProgramTrading | Y | Added FIX.4.4 | |
| BusinessCenterGrp | BizCtr | 4084 | Common | Y | BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere. | Added EP161 |
| CashSettlDate | SettlDt | 4318 | Common | N | The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. | Added EP208 |
| CashSettlDateBusinessCenterGrp | BizCtr | 4319 | Common | Y | CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component. | Added EP208 |
| CashSettlDealerGrp | Dlr | 4083 | Common | Y | CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation. | Added EP161 |
| CashSettlTermGrp | CashSettlTrm | 4002 | Common | Y | The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments. | Added EP161 |
| ClearingAccountTypeGrp | ClrAcctTyp | 2225 | SecuritiesReferenceData | Y | The ClearingAccountTypeGrp component is used specify the type of clearing account types. | Added EP160 |
| ClearingPriceParametersGrp | ClrPxPrm | 2258 | Common | Y | This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures. | Added EP195 |
| ClrInstGrp | ClrInst | 2007 | Common | Y | Added FIX.4.4 | |
| CollInqQualGrp | Qual | 2008 | CollateralManagement | Y | Added FIX.4.4 | |
| CollateralAmountGrp | CollAmt | 2191 | Common | Y | The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included. | Added EP117 Updated EP179 |
| CollateralReinvestmentGrp | CollRnvstmnt | 2266 | Common | Y | The CollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. CollateralType(1704)=CASH). | Added EP254 Updated EP257 |
| CommissionData | Comm | 1000 | Common | N | The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. | Added FIX.4.3 Updated EP204 |
| CommissionDataGrp | CommData | 1070 | Common | Y | The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed. | Added EP204 |
| CompIDReqGrp | CIDReq | 2009 | Common | Y | Added FIX.4.4 | |
| CompIDStatGrp | CIDStat | 2010 | Common | Y | Added FIX.4.4 | |
| ComplexEventAveragingObservationGrp | AvgngObsvtn | 4142 | Common | Y | The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations. | Added EP169 |
| ComplexEventCreditEventGrp | CrdEvnt | 4143 | Common | Y | The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events. | Added EP169 |
| ComplexEventCreditEventQualifierGrp | EvntQual | 4144 | Common | Y | The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event. | Added EP169 |
| ComplexEventCreditEventSourceGrp | EvntSrc | 4150 | Common | Y | The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| ComplexEventDateBusinessCenterGrp | BizCtr | 4148 | Common | Y | The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| ComplexEventDates | EvntDts | 2146 | Common | Y | The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times. | Added EP92 |
| ComplexEventPeriodDateGrp | Dt | 4145 | Common | Y | The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option. | Added EP169 |
| ComplexEventPeriodGrp | Period | 4146 | Common | Y | The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature. | Added EP169 |
| ComplexEventRateSourceGrp | RtSrc | 4147 | Common | Y | The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources. | Added EP169 |
| ComplexEventRelativeDate | ReltvDt | 4149 | Common | N | The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. | Added EP169 |
| ComplexEventScheduleGrp | Sched | 4151 | Common | Y | The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature. | Added EP169 |
| ComplexEventTimes | EvntTms | 2147 | Common | Y | The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | Added EP92 |
| ComplexEvents | CmplxEvnt | 2145 | Common | Y | The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events. | Added EP92 Updated EP208 |
| ContAmtGrp | ContAmt | 2011 | Common | Y | Added FIX.4.4 | |
| ContraGrp | Contra | 2012 | Common | Y | Added FIX.4.4 | |
| CpctyConfGrp | Cpcty | 2013 | Confirmation | Y | Added FIX.4.4 Updated EP97 | |
| DateAdjustment | DtAdjmt | 4085 | Common | N | DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. | Added EP161 |
| DeliveryScheduleGrp | DlvrySched | 4152 | Common | Y | The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream. | Added EP169 |
| DeliveryScheduleSettlDayGrp | Day | 4153 | Common | Y | The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days. | Added EP169 |
| DeliveryScheduleSettlTimeGrp | Tm | 4154 | Common | Y | The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period. | Added EP169 |
| DeliveryStream | DlvryStrm | 4155 | Common | N | The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. | Added EP169 |
| DeliveryStreamCommoditySourceGrp | CmdtySrc | 4157 | Common | Y | The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity. | Added EP169 |
| DeliveryStreamCycleGrp | Cycle | 4156 | Common | Y | The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| DerivativeEventsGrp | Evnt | 2106 | Common | Y | Added EP-1 | |
| DerivativeInstrument | DerivInstrmt | 2140 | Common | N | Added EP-1 | |
| DerivativeInstrumentAttribute | Attrb | 2136 | Common | Y | Added EP-1 | |
| DerivativeInstrumentParties | Pty | 2141 | Common | Y | Added EP-1 | |
| DerivativeInstrumentPartySubIDsGrp | Sub | 2104 | Common | Y | Added EP-1 | |
| DerivativeSecurityAltIDGrp | AID | 2105 | Common | Y | Added EP-1 | |
| DerivativeSecurityDefinition | DerivSecDef | 2133 | Common | N | Added EP-1 | |
| DerivativeSecurityXML | SecXML | 1061 | Common | N | Added EP-1 | |
| DisclosureInstructionGrp | DisclsrInst | 2203 | Common | Y | Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not. | Added EP131 |
| DiscretionInstructions | DiscInstr | 1001 | Common | N | The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. | Added FIX.4.4 |
| DisplayInstruction | DsplyInstr | 1029 | Common | N | The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. | Added EP-1 |
| DividendAccrualFloatingRate | AcrlFloat | 4320 | Common | N | The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. | Added EP208 |
| DividendAccrualPaymentDate | AcrlPmtDt | 4322 | Common | N | The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. | Added EP208 |
| DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | 4321 | Common | Y | DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| DividendConditions | DividendConds | 4323 | Common | N | The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. | Added EP208 |
| DividendFXTriggerDate | FXTrgrDt | 4324 | Common | N | The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. | Added EP208 |
| DividendFXTriggerDateBusinessCenterGrp | BizCtr | 4325 | Common | Y | DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| DividendPeriodBusinessCenterGrp | BizCtr | 4425 | Common | Y | DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| DividendPeriodGrp | Period | 4326 | Common | Y | DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap. | Added EP208 |
| DlvyInstGrp | DlvInst | 2075 | Common | Y | Added FIX.4.4 | |
| EntitlementAttribGrp | Attrib | 2197 | PartiesReferenceData | Y | conveys a list of one or more attributes related to an entitlement. An entitlement may contain an EntitlementType, which states what can be done at a gross level, e.g. that a party can make markets. It may be limited further within EntitlementGrp, e.g. that such market making is allowed only for a list of stocks. The EntitlementAttribGrp contains fine details clarifying or limiting the EntitlementType, e.g. that such market making must be conducted with a specific minimum quote size and a specific maximum spread. | Added EP129 |
| EntitlementGrp | Entlmnt | 2196 | PartiesReferenceData | Y | Conveys a list of entitlements for one specific party, or relationship between two parties. Each entitlement may be further limited or clarified using optional fields and components. | Added EP129 |
| EntitlementTypeGrp | EntlmntTyp | 2244 | PartiesReferenceData | Y | The EntitlementTypeGrp conveys a list of entitlement types. | Added EP173 |
| EvntGrp | Evnt | 2070 | Common | Y | The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events. | Added FIX.4.4 Updated EP208 |
| ExecAllocGrp | AllExc | 2014 | Common | Y | This repeating group is used to identify individual executions or trades, including key fields such as quantity and price of the execution or trade, that are part of the allocation. | Added FIX.4.4 Updated EP279 |
| ExecCollGrp | CollExc | 2015 | CollateralManagement | Y | Added FIX.4.4 | |
| ExecInstRules | ExecInstRules | 2126 | Common | Y | Added EP-1 | |
| ExecutionAggregationGrp | ExecAggrtn | 1079 | Common | Y | Identifies the fills being aggregated together. | Added EP247 |
| ExpirationQty | Qty | 1027 | PositionMaintenance | Y | The ExpirationQty component block identified the expiration quantities and type of expiration. | Added EP-1 Updated EP97 |
| ExtraordinaryEventGrp | ExtrordEvnt | 4327 | Common | Y | The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract. | Added EP208 |
| FillsGrp | FillsGrp | 2112 | SingleGeneralOrderHandling | Y | Added EP-1 | |
| FinancingContractualDefinitionGrp | CtrctlDef | 4003 | Common | Y | The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade. | Added EP161 |
| FinancingContractualMatrixGrp | CtrctlMtrx | 4004 | Common | Y | The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type. | Added EP161 Updated EP192 |
| FinancingDetails | FinDetls | 1002 | Common | N | Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. | Added FIX.4.4 Updated EP161 |
| FinancingTermSupplementGrp | TrmSupplmnt | 4005 | Common | Y | The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades. | Added EP161 |
| FlexProductEligibilityGrp | FlexProdElig | 2254 | Common | Y | The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities. | Added EP195 |
| FloatingRateIndex | RtNdx | 2264 | Common | N | Used to identify the rate index for a floating rate coupon. | Added EP235 Updated EP240 |
| FundingSourceGrp | FndngSrc | 2267 | Common | Y | This component is used to specify the funding source(s) used to finance a margin loan or collateralized loan. | Added EP254 |
| HopGrp | Hop | 2085 | Session | Y | Added EP-1 Updated EP95 | |
| IOIQualGrp | Qual | 2024 | Indication | Y | Added FIX.4.4 | |
| IndexRollMonthGrp | NdxRollMo | 2262 | Common | Y | Used for specifying multiple roll months in a given year for an index. | Added EP235 |
| InstrmtGrp | Inst | 2017 | Common | Y | Added FIX.4.4 | |
| InstrmtLegExecGrp | Exec | 2018 | Common | Y | Added FIX.4.4 | |
| InstrmtLegGrp | Leg | 2019 | Common | Y | Added FIX.4.4 Updated EP192 | |
| InstrmtLegIOIGrp | IOI | 2020 | Common | Y | Added FIX.4.4 | |
| InstrmtLegSecListGrp | SecL | 2021 | Common | Y | Added FIX.4.4 | |
| InstrmtMDReqGrp | InstReq | 2022 | Common | Y | Added FIX.4.4 | |
| InstrmtMatchSideGrp | InstrmtMtchSide | 2217 | TradeCapture | Y | The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side. | Added EP150 |
| InstrmtStrkPxGrp | StrkPX | 2023 | ProgramTrading | Y | Added FIX.4.4 | |
| Instrument | Instrmt | 1003 | Common | N | The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. | Added FIX.4.3 |
| InstrumentExtension | InstrmtExt | 1004 | Common | N | The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. | Added FIX.4.4 |
| InstrumentLeg | Leg | 1005 | Common | N | The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. | Added FIX.4.3 |
| InstrumentParties | Pty | 1032 | Common | Y | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. | Added EP-1 |
| InstrumentPtysSubGrp | Sub | 2093 | Common | Y | Added EP-1 | |
| InstrumentScope | InstrmtScope | 2162 | Common | N | Used to specify the instrument | Added EP105 Updated EP106 |
| InstrumentScopeGrp | InstrmtScope | 2178 | Common | Y | Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies. | Added EP105 Updated EP195 |
| InstrumentScopeSecurityAltIDGrp | AID | 2163 | Common | Y | Alternative SecurityIDs for an instrument specified in the InstrumentScope. | Added EP105 Updated EP106 |
| LegAdditionalTermBondRefGrp | BondRef | 4186 | Common | Y | The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap. | Added EP169 |
| LegAdditionalTermGrp | AddtnlTrm | 4187 | Common | Y | The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms. | Added EP169 |
| LegAssetAttributeGrp | AssetAttrb | 2242 | Common | Y | The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset. | Added EP169 |
| LegBenchmarkCurveData | BnchmkCurve | 1006 | Common | N | The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. | Added FIX.4.4 |
| LegBusinessCenterGrp | BizCtr | 4086 | Common | Y | LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. | Added EP161 |
| LegCashSettlDate | SettlDt | 4328 | Common | N | The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. | Added EP208 |
| LegCashSettlDateBusinessCenterGrp | BizCtr | 4329 | Common | Y | LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| LegCashSettlDealerGrp | Dlr | 4189 | Common | Y | LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation. | Added EP169 |
| LegCashSettlTermGrp | CashSettlTrm | 4190 | Common | Y | The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms. | Added EP169 |
| LegComplexEventAveragingObservationGrp | AvgngObsvtn | 4191 | Common | Y | LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations. | Added EP169 |
| LegComplexEventCreditEventGrp | CrdEvnt | 4192 | Common | Y | The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events. | Added EP169 |
| LegComplexEventCreditEventQualifierGrp | Qual | 4193 | Common | Y | The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event. | Added EP169 |
| LegComplexEventCreditEventSourceGrp | EvntSrc | 4199 | Common | Y | LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| LegComplexEventDateBusinessCenterGrp | BizCtr | 4197 | Common | Y | LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegComplexEventDates | EvntDts | 2237 | Common | Y | The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times. | Added EP169 |
| LegComplexEventPeriodDateGrp | Dt | 4194 | Common | Y | LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option. | Added EP169 |
| LegComplexEventPeriodGrp | Period | 4195 | Common | Y | LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature. | Added EP169 |
| LegComplexEventRateSourceGrp | RtSrc | 4196 | Common | Y | LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources. | Added EP169 |
| LegComplexEventRelativeDate | ReltvDt | 4198 | Common | N | LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. | Added EP169 |
| LegComplexEventScheduleGrp | Sched | 4200 | Common | Y | LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature. | Added EP169 |
| LegComplexEventTimes | EvntTms | 2238 | Common | Y | The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | Added EP169 |
| LegComplexEvents | CmplxEvnt | 2236 | Common | Y | The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events. | Added EP169 Updated EP208 |
| LegDateAdjustment | DtAdjmt | 4087 | Common | N | LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. | Added EP161 |
| LegDeliveryScheduleGrp | DlvrySched | 4203 | Common | Y | The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream. | Added EP169 |
| LegDeliveryScheduleSettlDayGrp | Day | 4204 | Common | Y | The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days. | Added EP169 |
| LegDeliveryScheduleSettlTimeGrp | Tm | 4205 | Common | Y | The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods. | Added EP169 |
| LegDeliveryStream | DlvryStrm | 4206 | Common | N | The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. | Added EP169 |
| LegDeliveryStreamCommoditySourceGrp | CmdtySrc | 4209 | Common | Y | The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity. | Added EP169 |
| LegDeliveryStreamCycleGrp | Cycle | 4208 | Common | Y | The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| LegDividendAccrualFloatingRate | AcrlFloat | 4331 | Common | N | The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. | Added EP208 |
| LegDividendAccrualPaymentDate | AcrlPmtDt | 4332 | Common | N | The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. | Added EP208 |
| LegDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | 4330 | Common | Y | LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| LegDividendConditions | DividendConds | 4333 | Common | N | The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. | Added EP208 |
| LegDividendFXTriggerDate | FXTrgrDt | 4334 | Common | N | The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. | Added EP208 |
| LegDividendFXTriggerDateBusinessCenterGrp | BizCtr | 4335 | Common | Y | LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| LegDividendPeriodBusinessCenterGrp | BizCtr | 4426 | Common | Y | LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| LegDividendPeriodGrp | Period | 4336 | Common | Y | LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap. | Added EP208 |
| LegEvntGrp | Evnt | 2231 | Common | Y | The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events. | Added EP161 Updated EP208 |
| LegExtraordinaryEventGrp | ExtrordEvnt | 4337 | Common | Y | The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract. | Added EP208 |
| LegFinancingContractualDefinitionsGrp | CtrctlDef | 4315 | Common | Y | The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade. | Added EP192 |
| LegFinancingContractualMatrixGrp | CtrctlMtrx | 4317 | Common | Y | The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type. | Added EP192 |
| LegFinancingDetails | FinDetls | 2251 | Common | N | Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. | Added EP192 |
| LegFinancingTermSupplementGrp | TrmSupplmnt | 4316 | Common | Y | The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades. | Added EP192 |
| LegInstrumentParties | Pty | 2239 | Common | Y | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block. | Added EP169 |
| LegInstrumentPtysSubGrp | Sub | 2240 | Common | Y | Added EP169 | |
| LegMarketDisruption | MktDsrptn | 4210 | Common | N | The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. | Added EP169 |
| LegMarketDisruptionEventGrp | Evnt | 4211 | Common | Y | The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events. | Added EP169 |
| LegMarketDisruptionFallbackGrp | Fallbck | 4212 | Common | Y | The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions. | Added EP169 |
| LegMarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | 4213 | Common | Y | The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions | Added EP169 |
| LegOptionExercise | OptExer | 4214 | Common | N | The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. | Added EP169 Updated EP211 |
| LegOptionExerciseBusinessCenterGrp | BizCtr | 4215 | Common | Y | LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegOptionExerciseDateGrp | Dt | 4217 | Common | Y | The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise. | Added EP169 |
| LegOptionExerciseDates | Dts | 4216 | Common | N | The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. | Added EP169 |
| LegOptionExerciseExpiration | Exp | 4219 | Common | N | The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. | Added EP169 Updated EP211 |
| LegOptionExerciseExpirationDateBusinessCenterGrp | BizCtr | 4218 | Common | Y | LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegOptionExerciseExpirationDateGrp | Dt | 4220 | Common | Y | The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration. | Added EP169 |
| LegOptionExerciseMakeWholeProvision | MakeWhole | 4428 | Common | N | LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. | Added EP208 |
| LegOrdGrp | Ord | 2025 | Common | Y | Added FIX.4.4 Updated EP171 | |
| LegPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | 4088 | Common | Y | LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentScheduleFixingDayGrp | FixngDay | 4221 | Common | Y | The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days. | Added EP169 |
| LegPaymentScheduleGrp | PmtSched | 4043 | Common | Y | The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream. | Added EP161 Updated EP271 |
| LegPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | 4089 | Common | Y | LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentScheduleRateSourceGrp | RtSrc | 4044 | Common | Y | LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources. | Added EP161 |
| LegPaymentStream | PmtStrm | 4035 | Common | N | The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. | Added EP161 |
| LegPaymentStreamCompoundingDateGrp | CmpndgDt | 4338 | Common | Y | LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates. | Added EP208 |
| LegPaymentStreamCompoundingDates | CmpndgDts | 4339 | Common | N | LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. | Added EP208 |
| LegPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | 4340 | Common | Y | LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegPaymentStreamCompoundingEndDate | EndDt | 4341 | Common | N | LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. | Added EP208 |
| LegPaymentStreamCompoundingFloatingRate | CmpndgFloat | 4342 | Common | N | LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. | Added EP208 |
| LegPaymentStreamCompoundingStartDate | StartDt | 4343 | Common | N | LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. | Added EP208 |
| LegPaymentStreamFinalPricePaymentDate | FnlPxPmt | 4345 | Common | N | LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. | Added EP208 |
| LegPaymentStreamFixedRate | Fixed | 4038 | Common | N | LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. | Added EP161 |
| LegPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | 4094 | Common | Y | LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamFixingDateGrp | FixngDt | 4346 | Common | Y | LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates. | Added EP208 |
| LegPaymentStreamFloatingRate | Float | 4039 | Common | N | LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. | Added EP161 Updated EP271 |
| LegPaymentStreamFormula | Frmla | 4347 | Common | N | LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. | Added EP208 |
| LegPaymentStreamFormulaImage | Img | 4344 | Common | N | LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. | Added EP208 |
| LegPaymentStreamFormulaMathGrp | Math | 4348 | Common | Y | LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived. | Added EP208 Updated EP253 |
| LegPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | 4093 | Common | Y | LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamNonDeliverableFixingDateGrp | FixngDt | 4041 | Common | Y | LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates. | Added EP161 Updated EP253 |
| LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | 4090 | Common | Y | LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | 4042 | Common | N | LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. | Added EP161 |
| LegPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | 4040 | Common | N | LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. | Added EP161 |
| LegPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | 4091 | Common | Y | LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamPaymentDateGrp | PmtDt | 4223 | Common | Y | The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments. | Added EP169 |
| LegPaymentStreamPaymentDates | PmtDts | 4036 | Common | N | The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. | Added EP161 Updated EP208 |
| LegPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | 4222 | Common | Y | LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegPaymentStreamPricingDateGrp | PxngDt | 4224 | Common | Y | The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates. | Added EP169 |
| LegPaymentStreamPricingDayGrp | PxngDay | 4225 | Common | Y | The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days. | Added EP169 |
| LegPaymentStreamResetDateBusinessCenterGrp | BizCtr | 4092 | Common | Y | LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamResetDates | ResetDts | 4037 | Common | N | The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. | Added EP161 |
| LegPaymentStubEndDate | EndDt | 4349 | Common | N | LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. | Added EP208 |
| LegPaymentStubEndDateBusinessCenterGrp | BizCtr | 4350 | Common | Y | LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegPaymentStubGrp | PmtStub | 4045 | Common | Y | The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream. | Added EP161 |
| LegPaymentStubStartDate | StartDt | 4351 | Common | N | LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. | Added EP208 |
| LegPaymentStubStartDateBusinessCenterGrp | BizCtr | 4352 | Common | Y | LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegPhysicalSettlDeliverableObligationGrp | DlvrblOblig | 4227 | Common | Y | The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations. | Added EP169 |
| LegPhysicalSettlTermGrp | PhysSettlTrm | 4226 | Common | Y | The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms. | Added EP169 |
| LegPositionAmountData | Amt | 2187 | TradeCapture | Y | Added EP107 | |
| LegPreAllocGrp | PreAll | 2026 | Common | Y | Added FIX.4.4 | |
| LegPricingDateBusinessCenterGrp | BizCtr | 4228 | Common | Y | LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegPricingDateTime | PxngDtTm | 4229 | Common | N | The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. | Added EP169 Updated EP208 |
| LegProtectionTermEventGrp | Evnt | 4232 | Common | Y | The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events. | Added EP169 |
| LegProtectionTermEventNewsSourceGrp | NewsSrc | 4230 | Common | Y | LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| LegProtectionTermEventQualifierGrp | Qual | 4233 | Common | Y | The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event. | Added EP169 |
| LegProtectionTermGrp | ProtctnTrm | 4231 | Common | Y | The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details. | Added EP169 |
| LegProtectionTermObligationGrp | Oblig | 4234 | Common | Y | The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations. | Added EP169 |
| LegProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | 4095 | Common | Y | LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionCashSettlPaymentDates | CashSettlPmtDts | 4052 | Common | N | The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. | Added EP161 Updated EP208 |
| LegProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | 4047 | Common | Y | The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision. | Added EP161 |
| LegProvisionCashSettlQuoteSource | CashSettlQteSrc | 4202 | Common | N | The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. | Added EP161 |
| LegProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | 4096 | Common | Y | LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionCashSettlValueDates | CashSettlValDts | 4053 | Common | N | The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. | Added EP161 |
| LegProvisionDateBusinessCenterGrp | BizCtr | 4100 | Common | Y | LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionGrp | Prov | 4046 | Common | Y | The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument. | Added EP161 |
| LegProvisionOptionExerciseBusinessCenterGrp | BizCtr | 4097 | Common | Y | LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionOptionExerciseDates | OptExerDts | 4048 | Common | N | The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. | Added EP161 |
| LegProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | 4049 | Common | Y | The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates. | Added EP161 |
| LegProvisionOptionExpirationDate | OptExpDt | 4050 | Common | N | The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. | Added EP161 |
| LegProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | 4098 | Common | Y | LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | 4051 | Common | N | The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. | Added EP161 |
| LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | 4099 | Common | Y | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionParties | Pty | 4054 | Common | Y | LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision. | Added EP161 |
| LegProvisionPtysSubGrp | Sub | 4055 | Common | Y | LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party. | Added EP161 |
| LegQuotGrp | Quot | 2027 | QuotationNegotiation | Y | Added FIX.4.4 | |
| LegQuotStatGrp | QuoteStat | 2028 | QuotationNegotiation | Y | Added FIX.4.4 | |
| LegReturnRateDateGrp | Dt | 4353 | Common | Y | LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream. | Added EP208 |
| LegReturnRateFXConversionGrp | FxCnvrsn | 4354 | Common | Y | LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream. | Added EP208 |
| LegReturnRateGrp | RtnRt | 4355 | Common | Y | LegReturnRateGrp is a repeating subcomponent within the LegPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream. | Added EP208 Updated EP259 |
| LegReturnRateInformationSourceGrp | InfoSrc | 4356 | Common | Y | LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream. | Added EP208 |
| LegReturnRatePriceGrp | Px | 4357 | Common | Y | LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream. | Added EP208 |
| LegReturnRateValuationDateBusinessCenterGrp | BizCtr | 4358 | Common | Y | LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream. | Added EP208 |
| LegReturnRateValuationDateGrp | Val | 4359 | Common | Y | LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream. | Added EP208 |
| LegSecAltIDGrp | LegAID | 2072 | Common | Y | Added FIX.4.4 | |
| LegSecondaryAssetGrp | ScndryAsset | 2232 | Common | Y | LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap. | Added EP161 |
| LegSecurityXML | SecXML | 2212 | Common | N | The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. | Added EP145 |
| LegSettlMethodElectionDate | SettlMethDt | 4360 | Common | N | The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. | Added EP208 |
| LegSettlMethodElectionDateBusinessCenterGrp | BizCtr | 4361 | Common | Y | LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegSettlRateDisruptionFallbackGrp | SettlRtFallbck | 4080 | Common | Y | The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency. | Added EP161 |
| LegSettlRateFallbackRateSource | RtSrc | 4082 | Common | N | LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. | Added EP161 |
| LegStipulations | Stip | 1007 | Common | Y | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | Added FIX.4.4 |
| LegStreamAssetAttributeGrp | AssetAttrb | 4207 | Common | Y | The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits. | Added EP169 |
| LegStreamCalculationPeriodBusinessCenterGrp | BizCtr | 4101 | Common | Y | LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamCalculationPeriodDateGrp | CalcDt | 4235 | Common | Y | The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream. | Added EP169 |
| LegStreamCalculationPeriodDates | CalcDts | 4034 | Common | N | LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. | Added EP161 |
| LegStreamCommodity | Cmdty | 4237 | Common | N | LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. | Added EP169 |
| LegStreamCommodityAltIDGrp | AID | 4238 | Common | Y | LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers. | Added EP169 |
| LegStreamCommodityDataSourceGrp | DataSrc | 4239 | Common | Y | LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| LegStreamCommoditySettlBusinessCenterGrp | BizCtr | 4236 | Common | Y | LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegStreamCommoditySettlDayGrp | Day | 4240 | Common | Y | The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. | Added EP169 |
| LegStreamCommoditySettlPeriodGrp | SettlPeriod | 4242 | Common | Y | The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract. | Added EP169 |
| LegStreamCommoditySettlTimeGrp | Tm | 4241 | Common | Y | The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. | Added EP169 |
| LegStreamEffectiveDate | EfctvDt | 4032 | Common | N | LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. | Added EP161 |
| LegStreamEffectiveDateBusinessCenterGrp | BizCtr | 4103 | Common | Y | LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | 4102 | Common | Y | LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamGrp | Strm | 4031 | Common | Y | The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument. | Added EP161 |
| LegStreamTerminationDate | TrmtnDt | 4033 | Common | N | LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. | Added EP161 |
| LegStreamTerminationDateBusinessCenterGrp | BizCtr | 4104 | Common | Y | LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LimitAmts | LmtAmts | 1065 | Common | Y | Added EP100 | |
| LinesOfTextGrp | TxtLn | 2029 | Common | Y | Added FIX.4.4 | |
| ListOrdGrp | Ord | 2030 | ProgramTrading | Y | Added FIX.4.4 | |
| LotTypeRules | LotTypeRules | 2124 | Common | Y | Added EP-1 | |
| MDFullGrp | Full | 2031 | MarketData | Y | Added FIX.4.4 | |
| MDIncGrp | Inc | 2032 | MarketData | Y | Added FIX.4.4 | |
| MDReqGrp | Req | 2033 | MarketData | Y | Added FIX.4.4 | |
| MDRjctGrp | Rjct | 2034 | MarketData | Y | Added FIX.4.4 | |
| MDStatisticParameters | StatsPrm | 2250 | MarketData | N | This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. | Added EP191 |
| MDStatisticReqGrp | StatsReq | 2248 | MarketData | Y | This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics. | Added EP191 |
| MDStatisticRptGrp | StatsRpt | 2249 | MarketData | Y | This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters. | Added EP191 |
| MandatoryClearingJurisdictionGrp | MandClrJrsdctn | 4185 | Common | Y | MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies. | Added EP169 |
| MarginAmount | MgnAmt | 2177 | Common | Y | Added EP102 | |
| MarginReqmtInqQualGrp | MgnReqmtInqQual | 2176 | MarginRequirementManagement | Y | Added EP102 | |
| MarketDataFeedTypes | MDFeedTyps | 2123 | Common | Y | The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type. | Added EP-1 Updated EP195 |
| MarketDisruption | MktDsrptn | 4158 | Common | N | The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. | Added EP169 |
| MarketDisruptionEventGrp | Evnt | 4159 | Common | Y | The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events. | Added EP169 |
| MarketDisruptionFallbackGrp | Fallbck | 4160 | Common | Y | The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions. | Added EP169 |
| MarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | 4161 | Common | Y | The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions | Added EP169 |
| MarketSegmentGrp | MktSegGrp | 2132 | Common | Y | Added EP-1 | |
| MarketSegmentScopeGrp | MktSegScope | 2198 | Common | Y | Conveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context. | Added EP129 Updated EP190 |
| MatchExceptionGrp | MtchExcptn | 1076 | Common | Y | The MatchExceptionGrp component details the matching exceptions and variances identified during the matching process based on the defined matching criteria and tolerances. | Added EP246 |
| MatchRules | MtchRules | 2125 | Common | Y | The MatchRules component is used to specify the details of order matching rules for specified product group or complex. | Added EP-1 Updated EP195 |
| MatchingDataPointGrp | MtchDataPnt | 1077 | Common | Y | The MatchingDataPointGrp component details all the trade attributes and tolerances used for trade matching. | Added EP246 |
| MatchingInstructions | MtchgInst | 1064 | Common | Y | Added EP99 | |
| MaturityRules | MatRules | 2120 | Common | Y | Added EP-1 | |
| MiscFeesGrp | MiscFees | 2035 | Common | Y | The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics. | Added FIX.4.4 Updated EP254 |
| MiscFeesSubGrp | MiscFeesSub | 2259 | Common | Y | The MiscFeesSubGrp component is used to provide further details for a given MiscFeeType(139) value. | Added EP196 |
| MsgTypeGrp | MsgTypeGrp | 2098 | Session | Y | Added EP-1 Updated EP271 | |
| NestedInstrumentAttribute | Attrb | 2135 | Common | Y | Added EP-1 | |
| NestedParties | Pty | 1008 | Common | Y | The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added FIX.4.3 Updated EP282 |
| NestedParties2 | Pty | 1009 | Common | Y | The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added FIX.4.4 Updated EP282 |
| NestedParties3 | Pty | 1010 | Common | Y | The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added FIX.4.4 Updated EP282 |
| NestedParties4 | Pty | 1059 | Common | Y | The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added EP-1 |
| NewsRefGrp | Refs | 2144 | EventCommunication | Y | Added EP90 | |
| NotAffectedMarketSegmentGrp | NotAfctdMktSeg | 2201 | Common | Y | List of market segments that were not affected by a mass action. | Added EP131 |
| NotAffectedOrdGrp | NotAfctdOrd | 2111 | OrderMassHandling | Y | Added EP-1 Updated EP131 | |
| NstdPtys2SubGrp | Sub | 2079 | Common | Y | Added FIX.4.4 | |
| NstdPtys3SubGrp | Sub | 2080 | Common | Y | Added FIX.4.4 | |
| NstdPtys4SubGrp | Sub | 2142 | Common | Y | Added EP-1 | |
| NstdPtysSubGrp | Sub | 2078 | Common | Y | Added FIX.4.4 | |
| OptionExercise | OptExer | 4162 | Common | N | The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. | Added EP169 Updated EP211 |
| OptionExerciseBusinessCenterGrp | BizCtr | 4163 | Common | Y | The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| OptionExerciseDateGrp | Dt | 4165 | Common | Y | The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise. | Added EP169 |
| OptionExerciseDates | Dts | 4164 | Common | N | The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. | Added EP169 |
| OptionExerciseExpiration | Exp | 4167 | Common | N | The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. | Added EP169 Updated EP211 |
| OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | 4166 | Common | Y | The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| OptionExerciseExpirationDateGrp | Dt | 4168 | Common | Y | The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration. | Added EP169 |
| OptionExerciseMakeWholeProvision | MakeWhole | 4362 | Common | N | OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. | Added EP208 |
| OrdAllocGrp | OrdAlloc | 2036 | Common | Y | Added FIX.4.4 | |
| OrdListStatGrp | ListStat | 2037 | ProgramTrading | Y | Added FIX.4.4 | |
| OrdTypeRules | OrdTypRules | 2128 | Common | Y | Added EP-1 | |
| OrderAggregationGrp | OrdAggrtn | 1078 | Common | Y | Identifies the orders being aggregated together. | Added EP247 |
| OrderAttributeGrp | OrdAttrib | 1073 | Common | Y | The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily indicatorsthat may be associated with regulatory requirements and are typically not part of normal trading activities. | Added EP222 |
| OrderEntryAckGrp | OrderEntryAck | 2246 | OrderMassHandling | Y | Acknowledgment for a group of order transactions across one or more instruments. | Added EP188 |
| OrderEntryGrp | OrderEntry | 2245 | OrderMassHandling | Y | Group of order transactions across one or more instruments. | Added EP188 |
| OrderEventGrp | OrdEvent | 2202 | SingleGeneralOrderHandling | Y | List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension. | Added EP131 |
| OrderQtyData | OrdQty | 1011 | Common | N | The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as requiredin a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). | Added FIX.4.3 |
| Parties | Pty | 1012 | Common | Y | The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource. | Added FIX.4.3 |
| PartyDetailAckGrp | PtyDetlAck | 2214 | PartiesReferenceData | Y | The PartyDetailAckGrp component is used in the PartyDetailsDefinitionRequestAck(35=CY) message to provide the status of each action (add, modify or delete) requested by the PartyDetailsDefinitionRequest(35=CX) message. The PartyDetailStatus(1880) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the PartyDetailGrp component is required, with the complete set of party details that have been accepted for the party included. | Added EP146 |
| PartyDetailAltIDGrp | AltPty | 2157 | Common | Y | Alternative identifiers for a party. | Added EP105 Updated EP217 |
| PartyDetailAltSubGrp | Sub | 2158 | Common | Y | Alternate sub-identifiers for a party. | Added EP105 Updated EP217 |
| PartyDetailGrp | PtyDetl | 2156 | Common | Y | Contains details for a party, including related parties and alternative party identifiers. | Added EP105 Updated EP217 |
| PartyDetailSubGrp | Sub | 2189 | Common | Y | Additional party sub-identifiers | Added EP105 Updated EP217 |
| PartyDetailsUpdateGrp | PtyDetlUpd | 2182 | PartiesReferenceData | Y | Party details component that includes an update action. | Added EP105 |
| PartyEntitlementAckGrp | PtyEntlmntAck | 2216 | PartiesReferenceData | Y | The PartyEntitlementAckGrp component is used in the PartyEntitlementsDefinitionRequestAck(35=DB) message to provide the status of each action (add, modify or delete) requested by the PartyEntitlementsDefinitionRequest(35=DA) message. | Added EP146 |
| PartyEntitlementGrp | PtyEntlmnt | 2195 | PartiesReferenceData | Y | Conveys a list of parties (optionally including related parties) and the entitlements for each. | Added EP129 |
| PartyEntitlementUpdateGrp | PtyEntlmntUpd | 2215 | PartiesReferenceData | Y | The PartyEntitlementUpdateGrp component is used to supply incremental entitlement definitions changes for the party(-ies) specified in the PartyDetailGrp component. The update action type is specified using ListUpdateAction(1324). | Added EP146 |
| PartyRelationshipGrp | Rltnshp | 2154 | Common | Y | Repeating group of party relationships. | Added EP105 Updated EP217 |
| PartyRiskLimitsAckGrp | PtyRiskLmtAck | 2194 | PartiesReferenceData | Y | This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field RiskLimitStatus(1763) to accept (with or without changes) or reject individual risk limits. It is only used in PartyRiskLimitDefinitionRequestAck, the response to the request to define risk limits. An approval with changes requires to send <RiskLimitsGrp> with the complete set of risk limits that have been accepted for the party defined. | Added EP128 |
| PartyRiskLimitsGrp | PtyRiskLmt | 2184 | PartiesReferenceData | Y | Repeating group of parties (specified using PartyDetails) and the risk limits for the party. | Added EP105 |
| PartyRiskLimitsUpdateGrp | PtyRiskLmtUpdt | 2193 | PartiesReferenceData | Y | This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits. | Added EP128 |
| PayCollectGrp | PayCol | 2192 | AccountReporting | Y | The Pay Collect Group component block is a repeatable block intended to report individual pay/collect items to be considered when calculating net settlement. | Added EP117 |
| PaymentBusinessCenterGrp | BizCtr | 4105 | Common | Y | PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentGrp | Pmt | 4027 | Common | Y | The PaymentGrp is a repeating component used to report additional payments or bullet payments. | Added EP161 Updated EP254 |
| PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | 4106 | Common | Y | PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentScheduleFixingDayGrp | FixngDay | 4169 | Common | Y | The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days. | Added EP169 |
| PaymentScheduleGrp | PmtSched | 4077 | Common | Y | The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream. | Added EP161 Updated EP271 |
| PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | 4107 | Common | Y | PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentScheduleRateSourceGrp | RtSrc | 4078 | Common | Y | PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources. | Added EP161 |
| PaymentSettlGrp | PmtSettl | 4028 | Common | Y | The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment. | Added EP161 |
| PaymentSettlParties | Pty | 4029 | Common | Y | PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing. | Added EP161 |
| PaymentSettlPtysSubGrp | Sub | 4030 | Common | Y | PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party. | Added EP161 |
| PaymentStream | PmtStrm | 4070 | Common | N | The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. | Added EP161 |
| PaymentStreamCompoundingDateGrp | CmpndgDt | 4363 | Common | Y | PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates. | Added EP208 Updated EP253 |
| PaymentStreamCompoundingDates | CmpndgDts | 4364 | Common | N | PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. | Added EP208 |
| PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | 4365 | Common | Y | PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| PaymentStreamCompoundingEndDate | EndDt | 4366 | Common | N | PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. | Added EP208 |
| PaymentStreamCompoundingFloatingRate | CmpndgFloat | 4367 | Common | N | PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. | Added EP208 |
| PaymentStreamCompoundingStartDate | StartDt | 4368 | Common | N | PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. | Added EP208 |
| PaymentStreamFinalPricePaymentDate | FnlPxPmt | 4370 | Common | N | PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. | Added EP208 |
| PaymentStreamFixedRate | Fixed | 4073 | Common | N | PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. | Added EP161 |
| PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | 4112 | Common | Y | PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamFixingDateGrp | FixngDt | 4371 | Common | Y | PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates. | Added EP208 Updated EP253 |
| PaymentStreamFloatingRate | Float | 4074 | Common | N | PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. | Added EP161 Updated EP271 |
| PaymentStreamFormula | Frmla | 4373 | Common | N | PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. | Added EP208 |
| PaymentStreamFormulaImage | Img | 4369 | Common | N | PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. | Added EP208 |
| PaymentStreamFormulaMathGrp | Math | 4372 | Common | Y | PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived. | Added EP208 Updated EP253 |
| PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | 4111 | Common | Y | PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamNonDeliverableFixingDateGrp | FixngDt | 4076 | Common | Y | PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates. | Added EP161 Updated EP253 |
| PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | 4108 | Common | Y | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamNonDeliverableSettlRateSource | RtSrc | 4137 | Common | N | PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. | Added EP161 |
| PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | 4075 | Common | N | PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. | Added EP161 |
| PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | 4109 | Common | Y | PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamPaymentDateGrp | PmtDt | 4171 | Common | Y | The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments. | Added EP169 |
| PaymentStreamPaymentDates | PmtDts | 4071 | Common | N | PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. | Added EP161 Updated EP208 |
| PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | 4170 | Common | Y | The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| PaymentStreamPricingDateGrp | PxngDt | 4172 | Common | Y | The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates. | Added EP169 |
| PaymentStreamPricingDayGrp | PxngDay | 4173 | Common | Y | The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days. | Added EP169 |
| PaymentStreamResetDateBusinessCenterGrp | BizCtr | 4110 | Common | Y | PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamResetDates | ResetDts | 4072 | Common | N | PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. | Added EP161 |
| PaymentStubEndDate | EndDt | 4374 | Common | N | PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. | Added EP208 |
| PaymentStubEndDateBusinessCenterGrp | BizCtr | 4375 | Common | Y | PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| PaymentStubGrp | PmtStub | 4079 | Common | Y | The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream. | Added EP161 |
| PaymentStubStartDate | StartDt | 4376 | Common | N | PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. | Added EP208 |
| PaymentStubStartDateBusinessCenterGrp | BizCtr | 4377 | Common | Y | PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| PegInstructions | PegInstr | 1013 | Common | N | The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. | Added FIX.4.4 |
| PhysicalSettlDeliverableObligationGrp | DlvrblOblig | 4026 | Common | Y | The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations. | Added EP161 |
| PhysicalSettlTermGrp | PhysSettlTrm | 4025 | Common | Y | The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component. | Added EP161 |
| PosUndInstrmtGrp | PosUnd | 2038 | PositionMaintenance | Y | Added FIX.4.4 | |
| PositionAmountData | Amt | 1014 | Common | Y | The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position. | Added FIX.4.4 |
| PositionQty | Qty | 1015 | Common | Y | The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities. | Added FIX.4.4 |
| PostTradePayment | PostTrdPmt | 2265 | PayManagement | N | This component specifies the details of a payment between the parties involved. | Added EP249 |
| PreAllocGrp | PreAll | 2039 | Common | Y | Added FIX.4.4 | |
| PreAllocMlegGrp | PreAllocMleg | 2040 | Common | Y | Added FIX.4.4 | |
| PriceLimits | PxLmts | 2122 | Common | N | Added EP-1 | |
| PriceMovementGrp | PxMvmnt | 2223 | SecuritiesReferenceData | Y | The PriceMovementGrp component is a repeatable block intended to contain theoretical profit and loss data at various price movement points account type(s) for which the price movement may apply to. | Added EP160 |
| PriceMovementValueGrp | PxMvmntValu | 2224 | SecuritiesReferenceData | Y | This PriceMovementValueGrp component is a repeatable block that will be utilized to represent a value relative to a specific price movement point. | Added EP160 |
| PriceQualifierGrp | PxQual | 1074 | Common | Y | The PriceQualifierGrp component clarifies the composition of the price when standard market practice for the security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than one way. | Added EP230 Updated EP259 |
| PriceRangeRuleGrp | PxRngRule | 2255 | Common | Y | The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex. | Added EP195 |
| PricingDateBusinessCenterGrp | BizCtr | 4174 | Common | Y | PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| PricingDateTime | PxngDtTm | 4175 | Common | N | The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. | Added EP169 |
| ProtectionTermEventGrp | Evnt | 4022 | Common | Y | The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events. | Added EP161 |
| ProtectionTermEventNewsSourceGrp | NewsSrc | 4113 | Common | Y | ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP161 |
| ProtectionTermEventQualifierGrp | Qual | 4023 | Common | Y | The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event. | Added EP161 |
| ProtectionTermGrp | ProtctnTrm | 4021 | Common | Y | The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component. | Added EP161 |
| ProtectionTermObligationGrp | Oblig | 4024 | Common | Y | The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations. | Added EP161 |
| ProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | 4114 | Common | Y | ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionCashSettlPaymentDates | CashSettlPmtDts | 4017 | Common | N | The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. | Added EP161 Updated EP208 |
| ProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | 4018 | Common | Y | The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision. | Added EP161 |
| ProvisionCashSettlQuoteSource | CashSettlQteSrc | 4201 | Common | N | The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. | Added EP161 |
| ProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | 4115 | Common | Y | ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionCashSettlValueDates | CashSettlValDts | 4012 | Common | N | The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. | Added EP161 |
| ProvisionDateBusinessCenterGrp | BizCtr | 4119 | Common | Y | ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionGrp | Prov | 4011 | Common | Y | The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument. | Added EP161 |
| ProvisionOptionExerciseBusinessCenterGrp | BizCtr | 4116 | Common | Y | ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionOptionExerciseDates | OptExerDts | 4013 | Common | N | The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. | Added EP161 |
| ProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | 4014 | Common | Y | The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates. | Added EP161 |
| ProvisionOptionExpirationDate | OptExpDt | 4015 | Common | N | The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. | Added EP161 |
| ProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | 4117 | Common | Y | ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | 4016 | Common | N | The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. | Added EP161 |
| ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | 4118 | Common | Y | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionParties | Pty | 4019 | Common | Y | ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision. | Added EP161 |
| ProvisionPtysSubGrp | Sub | 4020 | Common | Y | ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party. | Added EP161 |
| PtysSubGrp | Sub | 2077 | Common | Y | Added FIX.4.4 | |
| QuotCxlEntriesGrp | QuotCxlEntry | 2041 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotEntryAckGrp | QuotEntryAck | 2042 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotEntryGrp | QuotEntry | 2043 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotQualGrp | QuotQual | 2044 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotReqGrp | QuotReq | 2045 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotReqLegsGrp | Leg | 2046 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotReqRjctGrp | QuotReqRej | 2047 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotSetAckGrp | QuotSetAck | 2048 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuotSetGrp | QuotSet | 2049 | QuotationNegotiation | Y | Added FIX.4.4 | |
| QuoteAttributeGrp | QteAttrib | 2261 | Common | Y | The QuoteAttributeGrp component provides additional attributes about the quote. Attributes included in this component are primarily indicatorsthat may be associated with regulatory requirements and are typically not part of normal trading activities. | Added EP229 |
| QuoteSizeRuleGrp | QteSzRule | 2256 | Common | Y | Rules for minimum bid and offer sizes of quotes. | Added EP195 |
| RFQReqGrp | RFQReq | 2051 | QuotationNegotiation | Y | Added FIX.4.4 | |
| RateSource | RtSrc | 1062 | Common | Y | The RateSource component is used to identify the source for the rate information as required by the trade for pricing reasons. | Added EP82 Updated EP293 |
| ReferenceDataDateGrp | RefDataDt | 2263 | Common | Y | Used to carry the different date-time stamps related to the reference data entry. | Added EP235 |
| RegulatoryTradeIDGrp | RegTrdID | 2220 | Common | Y | The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed. | Added EP161 Updated EP192 |
| RelSymDerivSecGrp | RelSym | 2050 | SecuritiesReferenceData | Y | Added FIX.4.4 Updated EP97 | |
| RelSymDerivSecUpdGrp | RelSym | 2107 | Common | Y | Added EP-1 | |
| RelatedInstrumentGrp | ReltdInstrmt | 1066 | Common | Y | The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level. In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument. | Added EP103 Updated EP201 |
| RelatedMarketSegmentGrp | ReltdMktSeg | 2257 | Common | Y | This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist. | Added EP195 |
| RelatedOrderGrp | ReltdOrd | 2270 | Common | Y | This component is used to identify orders that are related to the order identified outside of this component for a business purpose. For example, the bundling of multiple orders into a single order. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist. | Added EP259 |
| RelatedPartyDetailAltIDGrp | AltPty | 2168 | Common | Y | Alternative identifiers for parties related to the party specified in the PartyDetailGrp. | Added EP105 Updated EP217 |
| RelatedPartyDetailAltSubGrp | Sub | 2169 | Common | Y | Sub identifiers for related parties alternate identifiers. | Added EP105 Updated EP217 |
| RelatedPartyDetailGrp | ReltdPtyDetl | 2166 | Common | Y | Party details for parties related to the Party specified in the PartyDetailGrp. | Added EP105 Updated EP217 |
| RelatedPartyDetailSubGrp | Sub | 2167 | Common | Y | PartySubGrp for related parties. | Added EP105 Updated EP217 |
| RelatedPositionGrp | ReltdPos | 2210 | Common | Y | This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist. | Added EP142 |
| RelatedTradeGrp | ReltdTrd | 2209 | Common | Y | This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist. | Added EP142 |
| RelativeValueGrp | ReltvVal | 2252 | Common | Y | The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument. | Added EP194 |
| RequestedPartyRoleGrp | ReqR | 2153 | PartiesReferenceData | Y | Used to specify one or more PartyRoles as part of a request. | Added EP105 |
| RequestedRiskLimitTypesGrp | ReqRiskLmtTyp | 2183 | PartiesReferenceData | Y | List of risk limit types being requested. | Added EP105 |
| RequestingPartyGrp | ReqPty | 2180 | Common | Y | Identifies the party making the request. | Added EP105 Updated EP171 |
| RequestingPartySubGrp | Sub | 2181 | Common | Y | Sub identifiers for the requesting party. | Added EP105 Updated EP171 |
| ReturnRateDateGrp | Dt | 4378 | Common | Y | ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream. | Added EP208 |
| ReturnRateFXConversionGrp | FxCnvrsn | 4379 | Common | Y | ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream. | Added EP208 |
| ReturnRateGrp | RtnRt | 4380 | Common | Y | ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream. | Added EP208 |
| ReturnRateInformationSourceGrp | InfoSrc | 4381 | Common | Y | ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream. | Added EP208 |
| ReturnRatePriceGrp | Px | 4382 | Common | Y | ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream. | Added EP208 |
| ReturnRateValuationDateBusinessCenterGrp | BizCtr | 4383 | Common | Y | ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream. | Added EP208 |
| ReturnRateValuationDateGrp | Val | 4384 | Common | Y | ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream. | Added EP208 |
| RgstDistInstGrp | RgDtlInst | 2052 | RegistrationInstruction | Y | Added FIX.4.4 | |
| RgstDtlsGrp | RgDtl | 2053 | RegistrationInstruction | Y | Added FIX.4.4 | |
| RiskInstrumentScopeGrp | InstrmtScope | 2179 | PartiesReferenceData | Y | Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies. | Added EP105 |
| RiskLimitTypesGrp | RiskLmtTyp | 2161 | PartiesReferenceData | Y | Repeating group of risk limit types and values. | Added EP105 |
| RiskLimitsGrp | RiskLmt | 2185 | PartiesReferenceData | Y | Repeating group of risk limits. | Added EP105 |
| RiskWarningLevelGrp | WarnLvl | 2164 | PartiesReferenceData | Y | Risk warning levels. | Added EP105 |
| RootParties | Pty | 1031 | Common | Y | The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction. | Added EP-1 |
| RootSubParties | Sub | 2097 | Common | Y | Added EP-1 | |
| RoutingGrp | Rtg | 2054 | Common | Y | The RoutingGrp is used to allow the application message sender to instruct the intermediary distributing the message who to further send the application message to. The original sender may also instruct who is not allowed to receive the message. When provided, the routing instructions provided in this component are effective on a message by message basis. | Added FIX.4.4 Updated EP257 |
| SecAltIDGrp | AID | 2071 | Common | Y | Added FIX.4.4 | |
| SecListGrp | SecL | 2055 | SecuritiesReferenceData | Y | Added FIX.4.4 Updated EP97 | |
| SecLstUpdRelSymGrp | SecL | 2087 | SecuritiesReferenceData | Y | Added EP-1 Updated EP97 | |
| SecLstUpdRelSymsLegGrp | SecLstUpdRelSymsLegGrp | 2088 | SecuritiesReferenceData | Y | Added EP-1 Updated EP97 | |
| SecMassStatGrp | SecMassStat | 2186 | SecuritiesReferenceData | Y | Added EP106 | |
| SecSizesGrp | SecSizesGrp | 2102 | MarketData | Y | Added EP-1 | |
| SecTypesGrp | SecT | 2056 | SecuritiesReferenceData | Y | Added FIX.4.4 Updated EP97 | |
| SecondaryAssetGrp | ScndryAsset | 2226 | Common | Y | SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap. | Added EP161 |
| SecondaryPriceLimits | PxLmts2 | 2121 | Common | N | Added EP-1 | |
| SecurityClassificationGrp | SecClsfnGrp | 2188 | Common | Y | Added EP107 | |
| SecurityRiskMetricGrp | SecRiskMtrcs | 2274 | SecuritiesReferenceData | Y | List of option securities on an underlying with related calculations (e.g. theoretical valuations, implied volatilities, and other hedge statistics). | Added EP288 |
| SecurityTradingRules | SecTrdgRules | 1058 | Common | N | Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. | Added EP-1 |
| SecurityXML | SecXML | 1060 | Common | N | The SecurityXML component is used to provide a definition in an XML format for the instrument. | Added EP-1 Updated EP145 |
| SettlDetails | SettlDetails | 2139 | Common | Y | Added EP-1 | |
| SettlInstGrp | SetInst | 2057 | SettlementInstruction | Y | Added FIX.4.4 | |
| SettlInstructionsData | SetInstr | 1016 | Common | N | The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties | Added FIX.4.4 |
| SettlMethodElectionDate | SettlMethDt | 4386 | Common | N | The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. | Added EP208 |
| SettlMethodElectionDateBusinessCenterGrp | BizCtr | 4385 | Common | Y | SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| SettlObligationInstructions | SettlObligInst | 2101 | SettlementInstruction | Y | Added EP-1 | |
| SettlParties | Pty | 1017 | Common | Y | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | Added FIX.4.4 |
| SettlPtysSubGrp | Sub | 2076 | Common | Y | Added FIX.4.4 | |
| SettlRateDisruptionFallbackGrp | SettlRtFallbck | 4010 | Common | Y | The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency. | Added EP161 |
| SettlRateFallbackRateSource | RtSrc | 4138 | Common | N | SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. | Added EP161 |
| SettlTradeDetails | SettlTrdDetls | 2271 | SettlementStatusManagement | N | SettlTradeDetails component is used to provide the details which can be used to look up a single trade. | Added EP281 |
| SettlementAmountGrp | SettlAmt | 2190 | AccountReporting | Y | The Settlement Amount Group component block is a repeating group of settlement amounts for an account | Added EP117 |
| SideCollateralAmountGrp | CollAmt | 2260 | Common | Y | The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included. | Added EP227 |
| SideCollateralReinvestmentGrp | CollRnvstmnt | 2269 | Common | Y | The SideCollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. SideCollateralType(2701)=CASH). | Added EP254 |
| SideCrossLegGrp | SideCrossLeg | 2204 | CrossOrders | Y | Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group. | Added EP131 |
| SideCrossOrdCxlGrp | SideCrossCxl | 2058 | CrossOrders | Y | Added FIX.4.4 | |
| SideCrossOrdModGrp | SideCrossMod | 2059 | CrossOrders | Y | Added FIX.4.4 | |
| SideRegulatoryTradeIDGrp | RegTrdID | 2222 | Common | Y | The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed. | Added EP161 Updated EP162 |
| SideTrdRegTS | TrdRegTS | 1028 | TradeCapture | Y | The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event. | Added EP-1 Updated EP141 |
| SpreadOrBenchmarkCurveData | SprdBnchmkCurve | 1018 | Common | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | Added FIX.4.3 |
| StandardHeader | Hdr | 1024 | Session | N | The standard FIX message header | Added FIX.4.0 Updated EP271 |
| StandardTrailer | Trlr | 1025 | Session | N | The standard FIX message trailer | Added FIX.4.0 |
| StatsIndGrp | StatsIndGrp | 2103 | MarketData | Y | Added EP-1 | |
| Stipulations | Stip | 1019 | Common | Y | The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. | Added FIX.4.3 |
| StrategyParametersGrp | StrtPrmGrp | 2086 | Common | Y | Added EP-1 Updated EP95 | |
| StreamAssetAttributeGrp | AssetAttrb | 4176 | Common | Y | The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits. | Added EP169 |
| StreamCalculationPeriodBusinessCenterGrp | BizCtr | 4120 | Common | Y | StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| StreamCalculationPeriodDateGrp | CalcDt | 4177 | Common | Y | The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream. | Added EP169 |
| StreamCalculationPeriodDates | CalcDts | 4009 | Common | N | StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. | Added EP161 |
| StreamCommodity | Cmdty | 4179 | Common | N | StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. | Added EP169 |
| StreamCommodityAltIDGrp | AID | 4180 | Common | Y | StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers. | Added EP169 |
| StreamCommodityDataSourceGrp | DataSrc | 4181 | Common | Y | StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| StreamCommoditySettlBusinessCenterGrp | BizCtr | 4178 | Common | Y | StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| StreamCommoditySettlDayGrp | Day | 4182 | Common | Y | The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. | Added EP169 |
| StreamCommoditySettlPeriodGrp | SettlPeriod | 4184 | Common | Y | The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract. | Added EP169 |
| StreamCommoditySettlTimeGrp | Tm | 4183 | Common | Y | The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. | Added EP169 |
| StreamEffectiveDate | EfctvDt | 4081 | Common | N | StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. | Added EP161 |
| StreamEffectiveDateBusinessCenterGrp | BizCtr | 4122 | Common | Y | StreamEffectiveDateBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 Updated EP271 |
| StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | 4121 | Common | Y | StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| StreamGrp | Strm | 4006 | Common | Y | The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument. | Added EP161 |
| StreamTerminationDate | TrmtnDt | 4008 | Common | N | StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. | Added EP161 |
| StreamTerminationDateBusinessCenterGrp | BizCtr | 4123 | Common | Y | StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component. | Added EP161 |
| StrikeRules | StrkRules | 2119 | Common | Y | Added EP-1 | |
| StrmAsgnReqGrp | Reqs | 2148 | MarketData | Y | Added EP93 | |
| StrmAsgnReqInstrmtGrp | Instrmts | 2150 | MarketData | Y | Added EP93 | |
| StrmAsgnRptGrp | Rpts | 2149 | MarketData | Y | Added EP93 | |
| StrmAsgnRptInstrmtGrp | Instrmts | 2151 | MarketData | Y | Added EP93 | |
| TargetMarketSegmentGrp | TgtMktSeg | 2199 | Common | Y | Convey a list of market segments upon which an action is to be taken. | Added EP131 |
| TargetParties | TgtPty | 1063 | Common | Y | Added EP85 | |
| TargetPtysSubGrp | Sub | 2247 | Common | Y | Repeating group of target party sub-identifiers. | Added EP189 |
| TestGatewayDetailGrp | TstGtwyDetl | 2283 | Testing | Y | Provides information about gateways for testing applications, e.g. for order entry or market data. | Added EP295 |
| TestMeasureGrp | TstMsr | 2281 | Testing | Y | Provides details for a collection of test measures or criteria that a test case/scenario is assessed against. | Added EP292 |
| TestOrderGrp | TstOrd | 2282 | Testing | Y | Provides list of orders for the execution of test scenarios. | Added EP295 |
| TestScenarioGrp | TstScnro | 2277 | Testing | Y | TestScenarioGrp provides details for a collection of test cases/scenarios that makes up a test suite. | Added EP292 |
| TestStepGrp | TstStep | 2278 | Testing | Y | TestStepGrp is a repeating group used to provide information regarding the steps of a test case/scenario for a testing system. | Added EP292 |
| TestStepParameterGrp | TstStepPrm | 2279 | Testing | Y | TestStepParameterGrp is a repeating group used to provide information regarding the input parameters of a test step for testing. | Added EP292 |
| TestSystemModuleGrp | TstSysModl | 2280 | Testing | Y | TestSystemModuleGrp is a repeating group used to provide information regarding the software components of a testing system. | Added EP292 Updated EP295 |
| ThrottleMsgTypeGrp | ThrttlMsgTyp | 1068 | Common | Y | Added EP116 | |
| ThrottleParamsGrp | ThrttlPrm | 1067 | Common | Y | Added EP116 | |
| ThrottleResponse | ThrttlRsp | 1069 | Common | N | Added EP116 | |
| TickRules | TickRules | 2118 | Common | Y | The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security. | Added EP-1 Updated EP195 |
| TimeInForceRules | TmInForceRules | 2127 | Common | Y | Added EP-1 | |
| TradeAllocAmtGrp | Amt | 2205 | Common | Y | The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component. | Added EP141 |
| TradeCapLegUnderlyingsGrp | TradeCapLegUndlyGrp | 2109 | TradeCapture | Y | Added EP-1 Updated EP97 Deprecated EP187 | |
| TradePositionQty | Qty | 2208 | Common | Y | The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. | Added EP141 |
| TradePriceConditionGrp | TrdPxConds | 2206 | Common | Y | Price conditions associated with a trade that impact trade price. | Added EP141 |
| TradeQtyGrp | Qty | 2207 | Common | Y | Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity. | Added EP141 |
| TradeReportOrderDetail | TrdRptOrdDetl | 2143 | TradeCapture | N | Added EP77 | |
| TradeTypeGrp | TrdTyp | 1080 | Common | Y | The TradeTypeGrp component is used to express multiple trade types on the same message and can be used as an alternative to the fields TrdType(828), SecondaryTrdType(855), and TertiaryTrdType(2896) when three or fewer trade types are needed. | Added EP289 |
| TradingSessionRules | TrdgSesRules | 2129 | Common | N | Added EP-1 | |
| TradingSessionRulesGrp | TrdgSesRulesGrp | 2130 | Common | Y | Added EP-1 | |
| TransactionAttributeGrp | TxnAttrb | 2268 | Common | Y | The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events. | Added EP254 |
| TrdAllocGrp | Alloc | 2060 | TradeCapture | Y | Added FIX.4.4 Updated EP97 | |
| TrdCapDtGrp | TrdCapDt | 2069 | TradeCapture | Y | Added FIX.4.4 | |
| TrdCapRptAckSideGrp | RptSide | 2094 | TradeCapture | Y | Added EP-1 | |
| TrdCapRptSideGrp | RptSide | 2061 | TradeCapture | Y | Added FIX.4.4 | |
| TrdCollGrp | TrdColl | 2062 | CollateralManagement | Y | Added FIX.4.4 Updated EP97 | |
| TrdInstrmtLegExecGrp | LegExec | 2219 | TradeCapture | Y | The TrdInstrmtLegExecGrp component comprises individual executions for legs of the trade side of a trade match report for a specific instrument. | Added EP150 |
| TrdInstrmtLegGrp | TrdLeg | 2063 | TradeCapture | Y | Added FIX.4.4 | |
| TrdMatchSideGrp | TrdMtchSide | 2218 | TradeCapture | Y | The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component. | Added EP150 |
| TrdRegPublicationGrp | TrdRegPublctn | 1072 | Common | Y | The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc. | Added EP216 |
| TrdRegTimestamps | TrdRegTS | 1020 | Common | Y | The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc. | Added FIX.4.4 |
| TrdRepIndicatorsGrp | TrdRepIndicatorsGrp | 2113 | TradeCapture | Y | Added EP-1 Updated EP97 | |
| TrdSessLstGrp | TrdSessLstGrp | 2099 | Common | Y | Added EP-1 | |
| TrdgSesGrp | TrdSes | 2064 | Common | Y | Added FIX.4.4 | |
| TriggeringInstruction | TrgrInstr | 1030 | Common | N | The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. | Added EP-1 |
| UndInstrmtCollGrp | UndColl | 2065 | CollateralManagement | Y | Added FIX.4.4 | |
| UndInstrmtGrp | Undly | 2066 | Common | Y | Added FIX.4.4 Updated EP192 | |
| UndSecAltIDGrp | UndAID | 2073 | Common | Y | Added FIX.4.4 | |
| UnderlyingAdditionalTermBondRefGrp | BondRef | 4287 | Common | Y | The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap. | Added EP187 |
| UnderlyingAdditionalTermGrp | AddtnlTrm | 4288 | Common | Y | The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms. | Added EP187 |
| UnderlyingAmount | UndDlvAmt | 1026 | PositionMaintenance | Y | The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions. | Added EP-1 Updated EP97 |
| UnderlyingAssetAttributeGrp | AssetAttrb | 2243 | Common | Y | The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset. | Added EP169 |
| UnderlyingBusinessCenterGrp | BizCtr | 4124 | Common | Y | UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden. | Added EP161 |
| UnderlyingCashSettlDate | SettlDt | 4388 | Common | N | The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. | Added EP208 |
| UnderlyingCashSettlDateBusinessCenterGrp | BizCtr | 4387 | Common | Y | UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| UnderlyingCashSettlDealerGrp | Dlr | 4289 | Common | Y | UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation. | Added EP187 |
| UnderlyingCashSettlTermGrp | CashSettlTrm | 4290 | Common | Y | The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms. | Added EP187 |
| UnderlyingComplexEventAveragingObservationGrp | AvgngObsvtn | 4244 | Common | Y | UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations. | Added EP169 |
| UnderlyingComplexEventCreditEventGrp | CrdEvnt | 4245 | Common | Y | The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events. | Added EP169 |
| UnderlyingComplexEventCreditEventQualifierGrp | Qual | 4246 | Common | Y | The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event. | Added EP169 |
| UnderlyingComplexEventCreditEventSourceGrp | EvntSrc | 4252 | Common | Y | UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| UnderlyingComplexEventDateBusinessCenterGrp | BizCtr | 4250 | Common | Y | UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingComplexEventDates | EvntDts | 2229 | Common | Y | The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times. | Added EP161 Updated EP169 |
| UnderlyingComplexEventPeriodDateGrp | Dt | 4247 | Common | Y | UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option. | Added EP169 |
| UnderlyingComplexEventPeriodGrp | Period | 4248 | Common | Y | UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature. | Added EP169 |
| UnderlyingComplexEventRateSourceGrp | RtSrc | 4249 | Common | Y | UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources. | Added EP169 |
| UnderlyingComplexEventRelativeDate | ReltvDt | 4251 | Common | N | UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. | Added EP169 |
| UnderlyingComplexEventScheduleGrp | Sched | 4253 | Common | Y | UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature. | Added EP169 |
| UnderlyingComplexEventTimes | EvntTms | 2230 | Common | Y | The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | Added EP161 Updated EP169 |
| UnderlyingComplexEvents | CmplxEvnt | 2228 | Common | Y | The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events. | Added EP161 Updated EP208 |
| UnderlyingDateAdjustment | DtAdjmt | 4125 | Common | N | UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingDeliveryScheduleGrp | DlvrySched | 4254 | Common | Y | The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream. | Added EP169 |
| UnderlyingDeliveryScheduleSettlDayGrp | Day | 4255 | Common | Y | The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days. | Added EP169 |
| UnderlyingDeliveryScheduleSettlTimeGrp | Tm | 4256 | Common | Y | The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods. | Added EP169 |
| UnderlyingDeliveryStream | DlvryStrm | 4257 | Common | N | The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. | Added EP169 |
| UnderlyingDeliveryStreamCommoditySourceGrp | CmdtySrc | 4260 | Common | Y | The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity. | Added EP169 |
| UnderlyingDeliveryStreamCycleGrp | Cycle | 4259 | Common | Y | The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| UnderlyingDividendAccrualFloatingRate | AcrlFloat | 4390 | Common | N | The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. | Added EP208 |
| UnderlyingDividendAccrualPaymentDate | AcrlPmtDt | 4391 | Common | N | The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. | Added EP208 |
| UnderlyingDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | 4389 | Common | Y | UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| UnderlyingDividendConditions | DividendConds | 4392 | Common | N | The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. | Added EP208 |
| UnderlyingDividendFXTriggerDate | FXTrgrDt | 4393 | Common | N | The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. | Added EP208 |
| UnderlyingDividendFXTriggerDateBusinessCenterGrp | BizCtr | 4394 | Common | Y | UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| UnderlyingDividendPaymentGrp | Pmt | 4395 | Common | Y | UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier. | Added EP208 |
| UnderlyingDividendPayout | DividendPay | 4396 | Common | N | UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. | Added EP208 |
| UnderlyingDividendPeriodBusinessCenterGrp | BizCtr | 4427 | Common | Y | UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| UnderlyingDividendPeriodGrp | Period | 4397 | Common | Y | UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap. | Added EP208 |
| UnderlyingEvntGrp | Evnt | 2227 | Common | Y | The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events. | Added EP161 Updated EP208 |
| UnderlyingExtraordinaryEventGrp | ExtrordEvnt | 4398 | Common | Y | The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract. | Added EP208 |
| UnderlyingInstrument | Undly | 1021 | Common | N | The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. | Added FIX.4.3 |
| UnderlyingLegInstrument | Instrmt | 2134 | TradeCapture | N | Added EP-1 Updated EP97 Deprecated EP187 | |
| UnderlyingLegSecurityAltIDGrp | AID | 2108 | TradeCapture | Y | Added EP-1 Updated EP97 Deprecated EP187 | |
| UnderlyingMarketDisruption | MktDsrptn | 4268 | Common | N | The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. | Added EP169 |
| UnderlyingMarketDisruptionEventGrp | Evnt | 4269 | Common | Y | The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events. | Added EP169 |
| UnderlyingMarketDisruptionFallbackGrp | Fallbck | 4270 | Common | Y | The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions. | Added EP169 |
| UnderlyingMarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | 4271 | Common | Y | The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions | Added EP169 |
| UnderlyingOptionExercise | OptExer | 4261 | Common | N | The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. | Added EP169 Updated EP211 |
| UnderlyingOptionExerciseBusinessCenterGrp | BizCtr | 4262 | Common | Y | UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingOptionExerciseDateGrp | Dt | 4264 | Common | Y | The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise. | Added EP169 |
| UnderlyingOptionExerciseDates | Dts | 4263 | Common | N | The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. | Added EP169 |
| UnderlyingOptionExerciseExpiration | Exp | 4266 | Common | N | The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. | Added EP169 Updated EP211 |
| UnderlyingOptionExerciseExpirationDateBusinessCenterGrp | BizCtr | 4265 | Common | Y | UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingOptionExerciseExpirationDateGrp | Dt | 4267 | Common | Y | The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration. | Added EP169 |
| UnderlyingOptionExerciseMakeWholeProvision | MakeWhole | 4429 | Common | N | UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. | Added EP208 |
| UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | 4126 | Common | Y | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentScheduleFixingDayGrp | FixngDay | 4272 | Common | Y | The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days. | Added EP169 |
| UnderlyingPaymentScheduleGrp | PmtSched | 4067 | Common | Y | The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream. | Added EP161 Updated EP271 |
| UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | 4127 | Common | Y | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentScheduleRateSourceGrp | RtSrc | 4068 | Common | Y | UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources. | Added EP161 |
| UnderlyingPaymentStream | PmtStrm | 4059 | Common | N | The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. | Added EP161 |
| UnderlyingPaymentStreamCompoundingDateGrp | CmpndgDt | 4399 | Common | Y | UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates. | Added EP208 Updated EP253 |
| UnderlyingPaymentStreamCompoundingDates | CmpndgDts | 4400 | Common | N | UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. | Added EP208 |
| UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | 4401 | Common | Y | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingPaymentStreamCompoundingEndDate | EndDt | 4402 | Common | N | UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. | Added EP208 |
| UnderlyingPaymentStreamCompoundingFloatingRate | CmpndgFloat | 4403 | Common | N | UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. | Added EP208 |
| UnderlyingPaymentStreamCompoundingStartDate | StartDt | 4404 | Common | N | UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. | Added EP208 |
| UnderlyingPaymentStreamFinalPricePaymentDate | FnlPxPmt | 4406 | Common | N | UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. | Added EP208 |
| UnderlyingPaymentStreamFixedRate | Fixed | 4062 | Common | N | UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. | Added EP161 |
| UnderlyingPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | 4132 | Common | Y | UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamFixingDateGrp | FixngDt | 4407 | Common | Y | UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates. | Added EP208 Updated EP253 |
| UnderlyingPaymentStreamFloatingRate | Float | 4063 | Common | N | UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. | Added EP161 Updated EP271 |
| UnderlyingPaymentStreamFormula | Frmla | 4408 | Common | N | UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. | Added EP208 |
| UnderlyingPaymentStreamFormulaImage | Img | 4405 | Common | N | UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. | Added EP208 |
| UnderlyingPaymentStreamFormulaMathGrp | Math | 4409 | Common | Y | UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived. | Added EP208 Updated EP253 |
| UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | 4131 | Common | Y | UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamNonDeliverableFixingDateGrp | FixngDt | 4065 | Common | Y | UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates. | Added EP161 Updated EP253 |
| UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | 4128 | Common | Y | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | 4139 | Common | N | UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. | Added EP161 |
| UnderlyingPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | 4064 | Common | N | UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. | Added EP161 |
| UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | 4129 | Common | Y | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamPaymentDateGrp | PmtDt | 4274 | Common | Y | The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments. | Added EP169 |
| UnderlyingPaymentStreamPaymentDates | PmtDts | 4060 | Common | N | UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. | Added EP161 Updated EP208 |
| UnderlyingPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | 4273 | Common | Y | UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingPaymentStreamPricingDateGrp | PxngDt | 4275 | Common | Y | The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates. | Added EP169 |
| UnderlyingPaymentStreamPricingDayGrp | PxngDay | 4276 | Common | Y | The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days. | Added EP169 |
| UnderlyingPaymentStreamResetDateBusinessCenterGrp | BizCtr | 4130 | Common | Y | UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamResetDates | ResetDts | 4061 | Common | N | UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. | Added EP161 |
| UnderlyingPaymentStubEndDate | EndDt | 4410 | Common | N | UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. | Added EP208 |
| UnderlyingPaymentStubEndDateBusinessCenterGrp | BizCtr | 4411 | Common | Y | UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingPaymentStubGrp | PmtStub | 4069 | Common | Y | The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream. | Added EP161 |
| UnderlyingPaymentStubStartDate | StartDt | 4412 | Common | N | UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. | Added EP208 |
| UnderlyingPaymentStubStartDateBusinessCenterGrp | BizCtr | 4413 | Common | Y | UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingPhysicalSettlDeliverableObligationGrp | DlvrblOblig | 4292 | Common | Y | The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations. | Added EP187 |
| UnderlyingPhysicalSettlTermGrp | PhysSettlTrm | 4291 | Common | Y | The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms. | Added EP187 |
| UnderlyingPricingDateBusinessCenterGrp | BizCtr | 4277 | Common | Y | UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingPricingDateTime | PxngDtTm | 4278 | Common | N | The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. | Added EP169 |
| UnderlyingProtectionTermEventGrp | Evnt | 4294 | Common | Y | The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events. | Added EP187 |
| UnderlyingProtectionTermEventNewsSourceGrp | NewsSrc | 4297 | Common | Y | UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP187 |
| UnderlyingProtectionTermEventQualifierGrp | Qual | 4295 | Common | Y | The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event. | Added EP187 |
| UnderlyingProtectionTermGrp | ProtctnTrm | 4293 | Common | Y | The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details. | Added EP187 |
| UnderlyingProtectionTermObligationGrp | Oblig | 4296 | Common | Y | The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations. | Added EP187 |
| UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | 4309 | Common | Y | UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionCashSettlPaymentDates | CashSettlPmtDts | 4298 | Common | N | The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. | Added EP187 Updated EP208 |
| UnderlyingProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | 4299 | Common | Y | The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision. | Added EP187 |
| UnderlyingProvisionCashSettlQuoteSource | CashSettlQteSrc | 4300 | Common | N | The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. | Added EP187 |
| UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | 4310 | Common | Y | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionCashSettlValueDates | CashSettlValDts | 4301 | Common | N | The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. | Added EP187 |
| UnderlyingProvisionDateBusinessCenterGrp | BizCtr | 4314 | Common | Y | UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionGrp | Prov | 4306 | Common | Y | The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument. | Added EP187 |
| UnderlyingProvisionOptionExerciseBusinessCenterGrp | BizCtr | 4311 | Common | Y | UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionOptionExerciseDates | OptExerDts | 4303 | Common | N | The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. | Added EP187 |
| UnderlyingProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | 4302 | Common | Y | The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates. | Added EP187 |
| UnderlyingProvisionOptionExpirationDate | OptExpDt | 4304 | Common | N | The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. | Added EP187 |
| UnderlyingProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | 4312 | Common | Y | UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | 4305 | Common | N | The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. | Added EP187 |
| UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | 4313 | Common | Y | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionParties | Pty | 4307 | Common | Y | UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision. | Added EP187 |
| UnderlyingProvisionPtysSubGrp | Sub | 4308 | Common | Y | UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party. | Added EP187 |
| UnderlyingRateSpreadSchedule | RtSpreadSched | 4414 | Common | N | UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. | Added EP208 |
| UnderlyingRateSpreadStepGrp | RtSpreadStep | 4415 | Common | Y | UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule. | Added EP208 |
| UnderlyingReturnRateDateGrp | Dt | 4416 | Common | Y | UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateFXConversionGrp | FxCnvrsn | 4417 | Common | Y | UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateGrp | RtnRt | 4418 | Common | Y | UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream. | Added EP208 Updated EP259 |
| UnderlyingReturnRateInformationSourceGrp | InfoSrc | 4419 | Common | Y | UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRatePriceGrp | Px | 4420 | Common | Y | UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateValuationDateBusinessCenterGrp | BizCtr | 4421 | Common | Y | UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateValuationDateGrp | Val | 4422 | Common | Y | UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream. | Added EP208 |
| UnderlyingSecondaryAssetGrp | ScndryAsset | 2233 | Common | Y | UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap. | Added EP161 |
| UnderlyingSecurityXML | SecXML | 2213 | Common | N | The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. | Added EP145 |
| UnderlyingSettlMethodElectionDate | SettlMethDt | 4424 | Common | N | The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. | Added EP208 |
| UnderlyingSettlMethodElectionDateBusinessCenterGrp | BizCtr | 4423 | Common | Y | UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingSettlRateDisruptionFallbackGrp | SettlRtFallbck | 4066 | Common | Y | The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency. | Added EP161 |
| UnderlyingSettlRateFallbackRateSource | RtSrc | 4140 | Common | N | UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. | Added EP161 |
| UnderlyingStipulations | Stip | 1023 | Common | Y | The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security. | Added FIX.4.4 |
| UnderlyingStreamAssetAttributeGrp | AssetAttrib | 4258 | Common | Y | The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits. | Added EP169 |
| UnderlyingStreamCalculationPeriodBusinessCenterGrp | BizCtr | 4133 | Common | Y | UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamCalculationPeriodDateGrp | CalcDt | 4279 | Common | Y | The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream. | Added EP169 |
| UnderlyingStreamCalculationPeriodDates | CalcDts | 4058 | Common | N | UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. | Added EP161 |
| UnderlyingStreamCommodity | Cmdty | 4281 | Common | N | UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. | Added EP169 |
| UnderlyingStreamCommodityAltIDGrp | AID | 4282 | Common | Y | UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers. | Added EP169 |
| UnderlyingStreamCommodityDataSourceGrp | DataSrc | 4283 | Common | Y | UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| UnderlyingStreamCommoditySettlBusinessCenterGrp | BizCtr | 4280 | Common | Y | UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingStreamCommoditySettlDayGrp | Day | 4284 | Common | Y | The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. | Added EP169 |
| UnderlyingStreamCommoditySettlPeriodGrp | SettlPeriod | 4286 | Common | Y | The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract. | Added EP169 |
| UnderlyingStreamCommoditySettlTimeGrp | Tm | 4285 | Common | Y | The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. | Added EP169 |
| UnderlyingStreamEffectiveDate | EfctvDt | 4007 | Common | N | UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. | Added EP161 |
| UnderlyingStreamEffectiveDateBusinessCenterGrp | BizCtr | 4135 | Common | Y | UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | 4134 | Common | Y | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamGrp | Strm | 4056 | Common | Y | The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument. | Added EP161 |
| UnderlyingStreamTerminationDate | TrmtnDt | 4057 | Common | N | UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. | Added EP161 |
| UnderlyingStreamTerminationDateBusinessCenterGrp | BizCtr | 4136 | Common | Y | UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UndlyInstrumentParties | Pty | 1033 | Common | Y | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. | Added EP-1 |
| UndlyInstrumentPtysSubGrp | Sub | 2096 | Common | Y | Added EP-1 | |
| UsernameGrp | UserGrp | 2137 | UserManagement | Y | Added EP-1 | |
| ValueChecksGrp | ValuChk | 2211 | Common | Y | This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient. | Added EP144 |
| YieldData | Yield | 1022 | Common | N | The YieldData component block conveys yield information for a given Fixed Income security. | Added FIX.4.3 |
|