Added
FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
| Repeating Group 711 | NoUnderlyings |
| Component(-) | UnderlyingInstrument | Undly |
Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 |
| 311 | UnderlyingSymbol | @Sym | |||
| 312 | UnderlyingSymbolSfx | @Sfx | |||
| 309 | UnderlyingSecurityID | @ID | |||
| 305 | UnderlyingSecurityIDSource | @Src |
| Component(-) | UndSecAltIDGrp | UndAID |
| Repeating Group 457 | NoUnderlyingSecurityAltID |
| 458 | UnderlyingSecurityAltID | @AltID | |||
| 459 | UnderlyingSecurityAltIDSource | @AltIDSrc |
| end Repeating Group |
| end Component |
| 462 | UnderlyingProduct | @Prod | |||
| 463 | UnderlyingCFICode | @CFI | |||
| 310 | UnderlyingSecurityType | @SecTyp | |||
| 763 | UnderlyingSecuritySubType | @SubTyp | |||
| 313 | UnderlyingMaturityMonthYear | @MMY | |||
| 542 | UnderlyingMaturityDate | @Mat | |||
| 1213 | UnderlyingMaturityTime | @MatTm | |||
| 241 | UnderlyingCouponPaymentDate | @CpnPmt | |||
| 1453 | UnderlyingRestructuringType | @RestrctTyp | |||
| 1454 | UnderlyingSeniority | @Snrty | |||
| 1455 | UnderlyingNotionalPercentageOutstanding | @NotlPctOut | |||
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | @OrigNotlPctOut | |||
| 1459 | UnderlyingAttachmentPoint | @AttchPnt | |||
| 1460 | UnderlyingDetachmentPoint | @DetchPnt | |||
| 242 | UnderlyingIssueDate | @Issued | |||
| 243 | UnderlyingRepoCollateralSecurityType | @RepoCollSecTyp | Depr FIX.4.4 | ||
| 244 | UnderlyingRepurchaseTerm | @RepoTrm | Depr FIX.4.4 | ||
| 245 | UnderlyingRepurchaseRate | @RepoRt | Depr FIX.4.4 | ||
| 246 | UnderlyingFactor | @Fctr | |||
| 256 | UnderlyingCreditRating | @CrdRtg | |||
| 595 | UnderlyingInstrRegistry | @Rgstry | |||
| 592 | UnderlyingCountryOfIssue | @Ctry | |||
| 593 | UnderlyingStateOrProvinceOfIssue | @StOrProvnc | |||
| 594 | UnderlyingLocaleOfIssue | @Lcl | |||
| 247 | UnderlyingRedemptionDate | @Redeem | Depr FIX.4.4 | ||
| 316 | UnderlyingStrikePrice | @StrkPx | |||
| 941 | UnderlyingStrikeCurrency | @StrkCcy | |||
| 317 | UnderlyingOptAttribute | @OptA | |||
| 436 | UnderlyingContractMultiplier | @Mult | |||
| 1437 | UnderlyingContractMultiplierUnit | @MultTyp | |||
| 1441 | UnderlyingFlowScheduleType | @FlowSchedTyp | |||
| 998 | UnderlyingUnitOfMeasure | @UOM | |||
| 1423 | UnderlyingUnitOfMeasureQty | @UOMQty | |||
| 1424 | UnderlyingPriceUnitOfMeasure | @PxUOM | |||
| 1425 | UnderlyingPriceUnitOfMeasureQty | @PxUOMQty | |||
| 1000 | UnderlyingTimeUnit | @TmUnit |
Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | ||
| 1419 | UnderlyingExerciseStyle | @ExerStyle | |||
| 435 | UnderlyingCouponRate | @CpnRt | |||
| 308 | UnderlyingSecurityExchange | @Exch | |||
| 306 | UnderlyingIssuer | @Issr | |||
| 362 | EncodedUnderlyingIssuerLen | @EncUndIssrLen | |||
| 363 | EncodedUnderlyingIssuer | @EncUndIssr | |||
| 307 | UnderlyingSecurityDesc | @Desc | |||
| 364 | EncodedUnderlyingSecurityDescLen | @EncUndSecDescLen | |||
| 365 | EncodedUnderlyingSecurityDesc | @EncUndSecDesc | |||
| 877 | UnderlyingCPProgram | @CPPgm | |||
| 878 | UnderlyingCPRegType | @CPRegTyp | |||
| 972 | UnderlyingAllocationPercent | @AllocPct |
Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. | ||
| 318 | UnderlyingCurrency | @Ccy |
Specific to the <UnderlyingInstrument> (not in <Instrument>) | ||
| 879 | UnderlyingQty | @Qty |
Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | ||
| 975 | UnderlyingSettlementType | @SettlTyp |
Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. | ||
| 973 | UnderlyingCashAmount | @CashAmt |
Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. | ||
| 974 | UnderlyingCashType | @CashTyp |
Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) | ||
| 810 | UnderlyingPx | @Px |
Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | ||
| 882 | UnderlyingDirtyPrice | @DirtPx |
Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | ||
| 883 | UnderlyingEndPrice | @EndPx |
Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | ||
| 884 | UnderlyingStartValue | @StartVal |
Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | ||
| 885 | UnderlyingCurrentValue | @CurVal |
Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | ||
| 886 | UnderlyingEndValue | @EndVal |
Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement |
| Component(-) | UnderlyingStipulations | Stip |
Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block |
| Repeating Group 887 | NoUnderlyingStips |
| 888 | UnderlyingStipType | @Typ |
Required if NoUnderlyingStips >0 | ||
| 889 | UnderlyingStipValue | @Val |
| end Repeating Group |
| end Component |
| 1044 | UnderlyingAdjustedQuantity | @AdjQty |
Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). | ||
| 1045 | UnderlyingFXRate | @FxRate |
Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). | ||
| 1046 | UnderlyingFXRateCalc | @FxRateCalc |
Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). | ||
| 1038 | UnderlyingCapValue | @CapValu |
| Component(-) | UndlyInstrumentParties | Pty |
| Repeating Group 1058 | NoUndlyInstrumentParties |
Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole |
| 1059 | UnderlyingInstrumentPartyID | @ID |
Used to identify party id related to instrument | ||
| 1060 | UnderlyingInstrumentPartyIDSource | @Src |
Used to identify source of instrument party id | ||
| 1061 | UnderlyingInstrumentPartyRole | @R |
Used to identify the role of instrument party id |
| Component(-) | UndlyInstrumentPtysSubGrp | Sub |
Repeating group of InstrumentParty sub-identifiers. |
| Repeating Group 1062 | NoUndlyInstrumentPartySubIDs |
| 1063 | UnderlyingInstrumentPartySubID | @ID | |||
| 1064 | UnderlyingInstrumentPartySubIDType | @Typ |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1039 | UnderlyingSettlMethod | @SetMeth | |||
| 315 | UnderlyingPutOrCall | @PutCall |
Used to express option right |
| end Component |
| 732 | UnderlyingSettlPrice | @UndSetPx | |||
| 733 | UnderlyingSettlPriceType | @UndSetPxTyp |
Values = Final, Theoretical | ||
| 1037 | UnderlyingDeliveryAmount | @UndlyDlvAmt |
| Component(-) | UnderlyingAmount | UndDlvAmt |
Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" |
| Repeating Group 984 | NoUnderlyingAmounts |
| 985 | UnderlyingPayAmount | @PayAmt |
Amount to pay in order to receive the underlying instrument. | ||
| 986 | UnderlyingCollectAmount | @ColAmt |
Amount to collect in order to deliver the underlying instrument. | ||
| 987 | UnderlyingSettlementDate | @StlDt |
Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. | ||
| 988 | UnderlyingSettlementStatus | @SetStat |
Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. |
| end Repeating Group |
| end Component |
| end Repeating Group |
|