Global Components
AdditionalTermBondRefGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40000 | NoAdditionalTermBondRefs | N | |
β40001 | AdditionalTermBondSecurityID | N | Required if NoAdditionalTermBondRefs(40000) > 0. |
β40002 | AdditionalTermBondSecurityIDSource | N | Conditionally required when AdditionalTermBondSecurityID(40001) is specified. |
β40003 | AdditionalTermBondDesc | N | |
β40004 | EncodedAdditionalTermBondDescLen | N | Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. |
β40005 | EncodedAdditionalTermBondDesc | N | Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. |
β40006 | AdditionalTermBondCurrency | N | |
β40007 | AdditionalTermBondIssuer | N | |
β40008 | EncodedAdditionalTermBondIssuerLen | N | Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. |
β40009 | EncodedAdditionalTermBondIssuer | N | Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. |
β40010 | AdditionalTermBondSeniority | N | |
β40011 | AdditionalTermBondCouponType | N | |
β40012 | AdditionalTermBondCouponRate | N | |
β40013 | AdditionalTermBondMaturityDate | N | |
β40014 | AdditionalTermBondParValue | N | |
β40015 | AdditionalTermBondCurrentTotalIssuedAmount | N | |
β40016 | AdditionalTermBondCouponFrequencyPeriod | N | Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. |
β40017 | AdditionalTermBondCouponFrequencyUnit | N | Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. |
β40018 | AdditionalTermBondDayCount | N |
AdditionalTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40019 | NoAdditionalTerms | N | |
β40020 | AdditionalTermConditionPrecedentBondIndicator | N | Required if NoAdditionalTerms(40019) > 0. |
β40021 | AdditionalTermDiscrepancyClauseIndicator | N | |
βComponent | AdditionalTermBondRefGrp | N |
ApplicationSequenceControl
Tag | Name | Req’d | Description |
---|---|---|---|
1180 | ApplID | N | Identifies the application with which a message is associated. Used only if application sequencing is in effect. |
1181 | ApplSeqNum | N | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. |
1350 | ApplLastSeqNum | N | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified |
1352 | ApplResendFlag | N | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender’s cache size is greater than zero and the message is being resent due to a session level resend request. |
AssetAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2304 | NoAssetAttributes | N | |
β2305 | AssetAttributeType | N | Required if NoAssetAttributes(2304) > 0. |
β2306 | AssetAttributeValue | N | |
β2307 | AssetAttributeLimit | N |
AttachmentGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2104 | NoAttachments | N | |
β2105 | AttachmentName | N | Required if NoAttachments(2104) > 0. |
β2106 | AttachmentMediaType | N | Required if EncodedAttachment(2112) is present. |
β2107 | AttachmentClassification | N | |
β2108 | AttachmentExternalURL | N | Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. |
β2109 | AttachmentEncodingType | N | Required if EncodedAttachment(2112) is present. |
β2110 | UnencodedAttachmentLen | N | |
β2111 | EncodedAttachmentLen | N | Must be set if EncodedAttachment(2112) is specified and must immediately precede it. |
β2112 | EncodedAttachment | N | Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. |
βComponent | AttachmentKeywordGrp | N |
AttachmentKeywordGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2113 | NoAttachmentKeywords | N | |
β2114 | AttachmentKeyword | N | Required if NoAttachmentKeywords(2113) > 0. |
AttrbGrp
Tag | Name | Req’d | Description |
---|---|---|---|
870 | NoInstrAttrib | N | |
β871 | InstrAttribType | N | |
β872 | InstrAttribValue | N |
BusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40278 | NoBusinessCenters | N | |
β40471 | BusinessCenter | N | Required if NoBusinessCenters(40278) > 0. |
CashSettlDate
Tag | Name | Req’d | Description |
---|---|---|---|
42207 | CashSettlDateUnadjusted | N | |
42208 | CashSettlDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. |
Component | CashSettlDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. |
42209 | CashSettlDateRelativeTo | N | |
42210 | CashSettlDateOffsetPeriod | N | Conditionally required when CashSettlDateOffsetUnit(42211) is specified. |
42211 | CashSettlDateOffsetUnit | N | Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. |
42212 | CashSettlDateOffsetDayType | N | |
42213 | CashSettlDateAdjusted | N |
CashSettlDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42214 | NoCashSettlDateBusinessCenters | N | |
β42215 | CashSettlDateBusinessCenter | N | Required if NoCashSettlDateBusinessCenters(42214) > 0. |
CashSettlDealerGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40277 | NoCashSettlDealers | N | |
β40032 | CashSettlDealer | N | Required if NoCashSettlDealers(40277) > 0. |
CashSettlTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40022 | NoCashSettlTerms | N | |
β40023 | CashSettlCurrency | N | Required if NoCashSettlTerms(40022) > 0. |
β40024 | CashSettlValuationFirstBusinessDayOffset | N | |
β40916 | CashSettlValuationSubsequentBusinessDaysOffset | N | |
β40917 | CashSettlNumOfValuationDates | N | |
β40025 | CashSettlValuationTime | N | |
β40026 | CashSettlBusinessCenter | N | |
β40027 | CashSettlQuoteMethod | N | |
β40028 | CashSettlQuoteAmount | N | |
β40029 | CashSettlQuoteCurrency | N | |
β40030 | CashSettlMinimumQuoteAmount | N | |
β40031 | CashSettlMinimumQuoteCurrency | N | |
βComponent | CashSettlDealerGrp | N | |
β42216 | CashSettlPriceSource | N | |
β42217 | CashSettlPriceDefault | N | |
β40033 | CashSettlBusinessDays | N | |
β40034 | CashSettlAmount | N | |
βComponent | CashSettlDate | N | |
β40035 | CashSettlRecoveryFactor | N | |
β40036 | CashSettlFixedTermIndicator | N | |
β40037 | CashSettlAccruedInterestIndicator | N | |
β40038 | CashSettlValuationMethod | N | |
β40039 | CashSettlTermXID | N |
CommissionData
Tag | Name | Req’d | Description |
---|---|---|---|
12 | Commission | N | |
13 | CommType | N | |
479 | CommCurrency | N | |
2922 | CommCurrencyCodeSource | N | |
1233 | CommRate | N | |
1238 | CommUnitOfMeasure | N | |
497 | FundRenewWaiv | N |
CommissionDataGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2639 | NoCommissions | N | |
β2640 | CommissionAmount | N | Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of unit of measure, CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. |
β2641 | CommissionAmountType | N | Required if NoCommissions(2639) > 0. |
β2725 | CommissionAmountSubType | N | |
β2642 | CommissionBasis | N | Required if NoCommissions(2639) > 0. |
β2643 | CommissionCurrency | N | |
β2923 | CommissionCurrencyCodeSource | N | |
β2644 | CommissionUnitOfMeasure | N | |
β2645 | CommissionUnitOfMeasureCurrency | N | |
β2924 | CommissionUnitOfMeasureCurrencyCodeSource | N | |
β2646 | CommissionRate | N | |
β2647 | CommissionSharedIndicator | N | |
β2648 | CommissionAmountShared | N | If specified, CommissionSharedIndicator(2647) must be set to Y. |
β2649 | CommissionLegRefID | N | This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. |
β2650 | CommissionDesc | N | |
β2651 | EncodedCommissionDescLen | N | Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. |
β2652 | EncodedCommissionDesc | N | Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. |
ComplexEventAveragingObservationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40994 | NoComplexEventAveragingObservations | N | |
β40995 | ComplexEventAveragingObservationNumber | N | Required if NoComplexEventAveragingObservations(40994) > 0. |
β40996 | ComplexEventAveragingWeight | N |
ComplexEventCreditEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40997 | NoComplexEventCreditEvents | N | |
β40998 | ComplexEventCreditEventType | N | Required if NoComplexEventCreditEvents(40996) > 0. |
β40999 | ComplexEventCreditEventValue | N | |
β41000 | ComplexEventCreditEventCurrency | N | |
β41001 | ComplexEventCreditEventPeriod | N | Conditionally required when ComplexEventCreditEventUnit(41002) is specified. |
β41002 | ComplexEventCreditEventUnit | N | Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. |
β41003 | ComplexEventCreditEventDayType | N | |
β41004 | ComplexEventCreditEventRateSource | N | |
βComponent | ComplexEventCreditEventQualifierGrp | N |
ComplexEventCreditEventQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41005 | NoComplexEventCreditEventQualifiers | N | |
β41006 | ComplexEventCreditEventQualifier | N | Required if NoComplexEventCreditEventQualifiers(41005) > 0. |
ComplexEventCreditEventSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41029 | NoComplexEventCreditEventSources | N | |
β41030 | ComplexEventCreditEventSource | N | Required if NoComplexEventCreditEventSources(41029) > 0. |
ComplexEventDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41018 | NoComplexEventDateBusinessCenters | N | |
β41019 | ComplexEventDateBusinessCenter | N | Required if NoComplexEventDateBuisinessCenters(41018) > 0. |
ComplexEventDates
Tag | Name | Req’d | Description |
---|---|---|---|
1491 | NoComplexEventDates | N | |
β1492 | ComplexEventStartDate | N | Required if NoComplexEventDates(1491) > 0. |
β1493 | ComplexEventEndDate | N | Required if NoComplexEventDates(1491) > 0. |
βComponent | ComplexEventTimes | N |
ComplexEventPeriodDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41007 | NoComplexEventPeriodDateTimes | N | |
β41008 | ComplexEventPeriodDate | N | Required if NoComplexEventPeriodDateTimes(41007) > 0. |
β41009 | ComplexEventPeriodTime | N |
ComplexEventPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41010 | NoComplexEventPeriods | N | |
β41011 | ComplexEventPeriodType | N | Required if NoComplexEventPeriods(41010) > 0. |
β41012 | ComplexEventBusinessCenter | N | |
βComponent | ComplexEventScheduleGrp | N | |
βComponent | ComplexEventPeriodDateGrp | N | |
βComponent | ComplexEventAveragingObservationGrp | N |
ComplexEventRateSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41013 | NoComplexEventRateSources | N | |
β41014 | ComplexEventRateSource | N | Required if NoComplexEventRateSources(41013) > 0. |
β41015 | ComplexEventRateSourceType | N | Required if NoComplexEventRateSources(41013) > 0. |
β41016 | ComplexEventReferencePage | N | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). |
β41017 | ComplexEventReferencePageHeading | N |
ComplexEventRelativeDate
Tag | Name | Req’d | Description |
---|---|---|---|
41020 | ComplexEventDateUnadjusted | N | |
41021 | ComplexEventDateRelativeTo | N | |
41022 | ComplexEventDateOffsetPeriod | N | Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. |
41023 | ComplexEventDateOffsetUnit | N | Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. |
41024 | ComplexEventDateOffsetDayType | N | |
41025 | ComplexEventDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. |
Component | ComplexEventDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. |
41026 | ComplexEventDateAdjusted | N | |
41027 | ComplexEventFixingTime | N | |
41028 | ComplexEventFixingTimeBusinessCenter | N |
ComplexEventScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41031 | NoComplexEventSchedules | N | |
β41032 | ComplexEventScheduleStartDate | N | Required if NoComplexEventSchedules(41031) > 0. |
β41033 | ComplexEventScheduleEndDate | N | |
β41034 | ComplexEventScheduleFrequencyPeriod | N | Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. |
β41035 | ComplexEventScheduleFrequencyUnit | N | Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. |
β41036 | ComplexEventScheduleRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. |
ComplexEventTimes
Tag | Name | Req’d | Description |
---|---|---|---|
1494 | NoComplexEventTimes | N | |
β1495 | ComplexEventStartTime | N | Required if NoComplexEventTimes(1494) > 0. |
β1496 | ComplexEventEndTime | N | Required if NoComplexEventTimes(1494) > 0. |
ComplexEvents
Tag | Name | Req’d | Description |
---|---|---|---|
1483 | NoComplexEvents | N | |
β1484 | ComplexEventType | N | Required if NoComplexEvents(1483) > 0. |
β2117 | ComplexOptPayoutPaySide | N | |
β2118 | ComplexOptPayoutReceiveSide | N | |
β2119 | ComplexOptPayoutUnderlier | N | |
β1485 | ComplexOptPayoutAmount | N | |
β2120 | ComplexOptPayoutPercentage | N | |
β2121 | ComplexOptPayoutTime | N | |
β2122 | ComplexOptPayoutCurrency | N | |
β2941 | ComplexOptPayoutCurrencyCodeSource | N | |
β1486 | ComplexEventPrice | N | |
β2123 | ComplexEventPricePercentage | N | |
β1487 | ComplexEventPriceBoundaryMethod | N | |
β1488 | ComplexEventPriceBoundaryPrecision | N | |
β1489 | ComplexEventPriceTimeType | N | |
β1490 | ComplexEventCondition | N | Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. |
βComponent | ComplexEventDates | N | |
β2124 | ComplexEventCurrencyOne | N | |
β2942 | ComplexEventCurrencyOneCodeSource | N | |
β2125 | ComplexEventCurrencyTwo | N | |
β2943 | ComplexEventCurrencyTwoCodeSource | N | |
β2126 | ComplexEventQuoteBasis | N | |
β2127 | ComplexEventFixedFXRate | N | |
β2407 | ComplexEventSpotRate | N | |
β2408 | ComplexEventForwardPoints | N | |
β2128 | ComplexEventDeterminationMethod | N | |
β2129 | ComplexEventCalculationAgent | N | |
β2130 | ComplexEventStrikePrice | N | |
β2131 | ComplexEventStrikeFactor | N | |
β2132 | ComplexEventStrikeNumberOfOptions | N | |
βComponent | ComplexEventRateSourceGrp | N | |
βComponent | ComplexEventRelativeDate | N | |
βComponent | ComplexEventPeriodGrp | N | |
β2133 | ComplexEventCreditEventsXIDRef | N | |
β2134 | ComplexEventCreditEventNotifyingParty | N | |
β2135 | ComplexEventCreditEventBusinessCenter | N | |
β2136 | ComplexEventCreditEventStandardSources | N | |
β2137 | ComplexEventCreditEventMinimumSources | N | |
βComponent | ComplexEventCreditEventSourceGrp | N | |
βComponent | ComplexEventCreditEventGrp | N | |
β2597 | ComplexEventFuturesPriceValuation | N | |
β2598 | ComplexEventOptionsPriceValuation | N | |
β2599 | ComplexEventPVFinalPriceElectionFallback | N | |
β2138 | ComplexEventXID | N | |
β2139 | ComplexEventXIDRef | N |
ContAmtGrp
Tag | Name | Req’d | Description |
---|---|---|---|
518 | NoContAmts | N | |
β519 | ContAmtType | N | Must be first field in the repeating group. |
β520 | ContAmtValue | N | |
β521 | ContAmtCurr | N |
DateAdjustment
Tag | Name | Req’d | Description |
---|---|---|---|
40921 | BusinessDayConvention | N | |
Component | BusinessCenterGrp | N | |
40922 | DateRollConvention | N |
DeliveryScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41037 | NoDeliverySchedules | N | |
β41038 | DeliveryScheduleType | N | Required if NoDeliverySchedules(41037) > 0. |
β41039 | DeliveryScheduleXID | N | |
β41040 | DeliveryScheduleNotional | N | |
β41041 | DeliveryScheduleNotionalUnitOfMeasure | N | |
β41042 | DeliveryScheduleNotionalCommodityFrequency | N | |
β41043 | DeliveryScheduleNegativeTolerance | N | |
β41044 | DeliverySchedulePositiveTolerance | N | |
β41045 | DeliveryScheduleToleranceUnitOfMeasure | N | |
β41046 | DeliveryScheduleToleranceType | N | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. |
β41047 | DeliveryScheduleSettlCountry | N | |
β41048 | DeliveryScheduleSettlTimeZone | N | |
β41049 | DeliveryScheduleSettlFlowType | N | |
β41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | N | |
βComponent | DeliveryScheduleSettlDayGrp | N |
DeliveryScheduleSettlDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41051 | NoDeliveryScheduleSettlDays | N | |
β41052 | DeliveryScheduleSettlDay | N | Required if NoDeliveryScheduleSettlDays(41051) > 0. |
β41053 | DeliveryScheduleSettlTotalHours | N | |
βComponent | DeliveryScheduleSettlTimeGrp | N |
DeliveryScheduleSettlTimeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41054 | NoDeliveryScheduleSettlTimes | N | |
β41055 | DeliveryScheduleSettlStart | N | Required if NoDeliveryScheduleSettlTimes(41054) > 0. |
β41056 | DeliveryScheduleSettlEnd | N | Required if NoDeliveryScheduleSettlTimes(41054) > 0. |
β41057 | DeliveryScheduleSettlTimeType | N | May be defaulted to market convention or bilaterally agreed if not specified. |
DeliveryStream
Tag | Name | Req’d | Description |
---|---|---|---|
41058 | DeliveryStreamType | N | |
Component | DeliveryStreamCommoditySourceGrp | N | |
41059 | DeliveryStreamPipeline | N | |
41060 | DeliveryStreamEntryPoint | N | |
41061 | DeliveryStreamWithdrawalPoint | N | |
41062 | DeliveryStreamDeliveryPoint | N | |
42192 | DeliveryStreamDeliveryPointSource | N | |
42193 | DeliveryStreamDeliveryPointDesc | N | |
41063 | DeliveryStreamDeliveryRestriction | N | |
41064 | DeliveryStreamDeliveryContingency | N | |
41065 | DeliveryStreamDeliveryContingentPartySide | N | |
41066 | DeliveryStreamDeliverAtSourceIndicator | N | |
41067 | DeliveryStreamRiskApportionment | N | |
41218 | DeliveryStreamRiskApportionmentSource | N | |
Component | DeliveryStreamCycleGrp | N | |
41068 | DeliveryStreamTitleTransferLocation | N | |
41069 | DeliveryStreamTitleTransferCondition | N | |
41070 | DeliveryStreamImporterOfRecord | N | |
41071 | DeliveryStreamNegativeTolerance | N | |
41072 | DeliveryStreamPositiveTolerance | N | |
41073 | DeliveryStreamToleranceUnitOfMeasure | N | |
41074 | DeliveryStreamToleranceType | N | |
41075 | DeliveryStreamToleranceOptionSide | N | |
41076 | DeliveryStreamTotalPositiveTolerance | N | |
41077 | DeliveryStreamTotalNegativeTolerance | N | |
41078 | DeliveryStreamNotionalConversionFactor | N | |
41079 | DeliveryStreamTransportEquipment | N | |
41080 | DeliveryStreamElectingPartySide | N | |
43094 | DeliveryStreamRouteOrCharter | N |
DeliveryStreamCommoditySourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41085 | NoDeliveryStreamCommoditySources | N | |
β41086 | DeliveryStreamCommoditySource | N | Required if NoDeliveryStreamCommoditySources(41085) > 0. |
DeliveryStreamCycleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41081 | NoDeliveryStreamCycles | N | |
β41082 | DeliveryStreamCycleDesc | N | Required if NoDeliveryStreamCycles(41081) > 0. |
β41083 | EncodedDeliveryStreamCycleDescLen | N | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. |
β41084 | EncodedDeliveryStreamCycleDesc | N | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. |
DisplayInstruction
Tag | Name | Req’d | Description |
---|---|---|---|
1138 | DisplayQty | N | |
1082 | SecondaryDisplayQty | N | |
1608 | InitialDisplayQty | N | Only to be used in the ExecutionReport |
2828 | CurrentDisplayPrice | N | |
1083 | DisplayWhen | N | |
1084 | DisplayMethod | N | |
1085 | DisplayLowQty | N | Required when DisplayMethod = 3 |
1086 | DisplayHighQty | N | Required when DisplayMethod = 3 |
1087 | DisplayMinIncr | N | Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 |
1088 | RefreshQty | N | Required when DisplayMethod = 2 |
DividendAccrualFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
42218 | DividendFloatingRateIndex | N | |
42219 | DividendFloatingRateIndexCurvePeriod | N | Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. |
42220 | DividendFloatingRateIndexCurveUnit | N | Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. |
42221 | DividendFloatingRateMultiplier | N | |
42222 | DividendFloatingRateSpread | N | |
42223 | DividendFloatingRateSpreadPositionType | N | |
42224 | DividendFloatingRateTreatment | N | |
42225 | DividendCapRate | N | |
42226 | DividendCapRateBuySide | N | |
42227 | DividendCapRateSellSide | N | |
42228 | DividendFloorRate | N | |
42229 | DividendFloorRateBuySide | N | |
42230 | DividendFloorRateSellSide | N | |
42231 | DividendInitialRate | N | |
42232 | DividendFinalRateRoundingDirection | N | |
42233 | DividendFinalRatePrecision | N | |
42234 | DividendAveragingMethod | N | |
42235 | DividendNegativeRateTreatment | N |
DividendAccrualPaymentDate
Tag | Name | Req’d | Description |
---|---|---|---|
42238 | DividendAccrualPaymentDateRelativeTo | N | |
42239 | DividendAccrualPaymentDateOffsetPeriod | N | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. |
42240 | DividendAccrualPaymentDateOffsetUnit | N | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. |
42241 | DividendAccrualPaymentDateOffsetDayType | N | |
42242 | DividendAccrualPaymentDateUnadjusted | N | |
42243 | DividendAccrualPaymeentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. |
Component | DividendAccrualPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. |
42244 | DividendAccrualPaymentDateAdjusted | N |
DividendAccrualPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42236 | NoDividendAccrualPaymentDateBusinessCenters | N | |
β42237 | DividendAccrualPaymentDateBusinessCenter | N | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. |
DividendConditions
Tag | Name | Req’d | Description |
---|---|---|---|
42245 | DividendReinvestmentIndicator | N | |
42246 | DividendEntitlementEvent | N | |
42247 | DividendAmountType | N | |
42248 | DividendUnderlierRefID | N | |
Component | DividendPeriodGrp | N | |
42249 | ExtraordinaryDividendPartySide | N | |
42250 | ExtraordinaryDividendAmountType | N | |
42251 | ExtraordinaryDividendCurrency | N | |
42252 | ExtraordinaryDividendDeterminationMethod | N | |
Component | DividendFXTriggerDate | N | |
Component | DividendAccrualFloatingRate | N | |
42253 | DividendAccrualFixedRate | N | |
Component | DividendAccrualPaymentDate | N | |
42254 | DividendCompoundingMethod | N | |
42255 | DividendNumOfIndexUnits | N | |
42256 | DividendCashPercentage | N | |
42257 | DividendCashEquivalentPercentage | N | |
42258 | NonCashDividendTreatment | N | |
42259 | DividendComposition | N | |
42260 | SpecialDividendsIndicator | N | |
42261 | MaterialDividendsIndicator | N | |
42262 | OptionsExchangeDividendsIndicator | N | |
42263 | AdditionalDividendsIndicator | N | |
42264 | AllDividendsIndicator | N |
DividendFXTriggerDate
Tag | Name | Req’d | Description |
---|---|---|---|
42265 | DividendFXTriggerDateRelativeTo | N | |
42266 | DividendFXTriggerDateOffsetPeriod | N | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. |
42267 | DividendFXTriggerDateOffsetUnit | N | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. |
42268 | DividendFXTriggerDateOffsetDayType | N | |
42269 | DividendFXTriggerDateUnadjusted | N | |
42270 | DividendFXTriggerDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. |
Component | DividendFXTriggerDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. |
42271 | DividendFXTriggerDateAdjusted | N |
DividendFXTriggerDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42272 | NoDividendFXTriggerDateBusinessCenters | N | |
β42273 | DividendFXTriggerDateBusinessCenter | N | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. |
DividendPeriodBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42294 | NoDividendPeriodBusinessCenters | N | |
β42295 | DividendPeriodBusinessCenter | N | Required if NoDividendPeriodBusinessCenters(42294) > 0. |
DividendPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42274 | NoDividendPeriods | N | |
β42275 | DividendPeriodSequence | N | Required if NoDividendPeriods(42274) > 0. |
β42276 | DividendPeriodStartDateUnadjusted | N | |
β42277 | DividendPeriodEndDateUnadjusted | N | |
β42278 | DividendPeriodUnderlierRefID | N | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. |
β42279 | DividendPeriodStrikePrice | N | |
β42280 | DividendPeriodBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. |
βComponent | DividendPeriodBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. |
β42281 | DividendPeriodValuationDateUnadjusted | N | |
β42282 | DividendPeriodValuationDateRelativeTo | N | |
β42283 | DividendPeriodValuationDateOffsetPeriod | N | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. |
β42284 | DividendPeriodValuationDateOffsetUnit | N | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. |
β42285 | DividendPeriodValuationDateOffsetDayType | N | |
β42286 | DividendPeriodValuationDateAdjusted | N | |
β42287 | DividendPeriodPaymentDateUnadjusted | N | |
β42288 | DividendPeriodPaymentDateRelativeTo | N | |
β42289 | DividendPeriodPaymentDateOffsetPeriod | N | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. |
β42290 | DividendPeriodPaymentDateOffsetUnit | N | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. |
β42291 | DividendPeriodPaymentDateOffsetDayType | N | |
β42292 | DividendPeriodPaymentDateAdjusted | N | |
β42293 | DividendPeriodXID | N |
EvntGrp
Tag | Name | Req’d | Description |
---|---|---|---|
864 | NoEvents | N | |
β865 | EventType | N | Required if NoEvents(864) > 0. |
β866 | EventDate | N | Conditionally required when EventTime(1145) is specified. |
β1145 | EventTime | N | |
β1827 | EventTimeUnit | N | Conditionally required when EventTimePeriod(1826) is specified. |
β1826 | EventTimePeriod | N | Conditionally required when EventTimeUnit(1827) is specified. |
β2340 | EventMonthYear | N | |
β867 | EventPx | N | |
β868 | EventText | N | |
β1578 | EncodedEventTextLen | N | Must be set if EncodedEventText(1579) field is specified and must immediately precede it. |
β1579 | EncodedEventText | N | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. |
ExtraordinaryEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42296 | NoExtraordinaryEvents | N | |
β42297 | ExtraordinaryEventType | N | Required if NoExtraordinaryEvents(42296) > 0. |
β42298 | ExtraordinaryEventValue | N | Required if NoExtraordinaryEvents(42296) > 0. |
FinancingContractualDefinitionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40040 | NoContractualDefinitions | N | |
β40041 | ContractualDefinition | N | Required if NoContractualDefinitions(40040) > 0. |
FinancingContractualMatrixGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40042 | NoContractualMatrices | N | |
β40043 | ContractualMatrixSource | N | Required if NoContractualMatrices(40042) > 0. |
β40044 | ContractualMatrixDate | N | |
β40045 | ContractualMatrixTerm | N |
FinancingDetails
Tag | Name | Req’d | Description |
---|---|---|---|
913 | AgreementDesc | N | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal |
914 | AgreementID | N | A common reference to the applicable standing agreement between the principals |
1961 | AgreementVersion | N | |
915 | AgreementDate | N | A reference to the date the underlying agreement was executed. |
918 | AgreementCurrency | N | Currency of the underlying agreement. |
2952 | AgreementCurrencyCodeSource | N | |
1962 | MasterConfirmationDesc | N | |
1963 | MasterConfirmationDate | N | |
1964 | MasterConfirmationAnnexDesc | N | |
1965 | MasterConfirmationAnnexDate | N | |
1966 | BrokerConfirmationDesc | N | |
Component | FinancingContractualDefinitionGrp | N | |
Component | FinancingTermSupplementGrp | N | |
Component | FinancingContractualMatrixGrp | N | |
1967 | CreditSupportAgreementDesc | N | |
1968 | CreditSupportAgreementDate | N | |
1969 | CreditSupportAgreementID | N | |
1970 | GoverningLaw | N | |
1513 | DocumentationText | N | |
1525 | EncodedDocumentationTextLen | N | Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. |
1527 | EncodedDocumentationText | N | Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. |
788 | TerminationType | N | For Repos the timing or method for terminating the agreement. |
916 | StartDate | N | Settlement date of the beginning of the deal |
917 | EndDate | N | Repayment / repurchase date |
919 | DeliveryType | N | Delivery or custody arrangement for the underlying securities |
898 | MarginRatio | N | Percentage of cash value that underlying security collateral must meet. |
FinancingTermSupplementGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40046 | NoFinancingTermSupplements | N | |
β40047 | FinancingTermSupplementDesc | N | Required if NoFinancingTermSupplements(40046) > 0. |
β40048 | FinancingTermSupplementDate | N |
FloatingRateIndex
Tag | Name | Req’d | Description |
---|---|---|---|
2731 | FloatingRateIndexID | N | Conditionally required when FloatingRateIndexIDSource(2732) is specified. |
2732 | FloatingRateIndexIDSource | N | Conditionally required when FloatingRateIndexID(2731) is specified. |
2730 | FloatingRateIndexCurveUnit | N | Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified. |
2728 | FloatingRateIndexCurvePeriod | N | Conditionally required when FloatingRateIndexCurveUnit(2730) is specified. |
2729 | FloatingRateIndexCurveSpread | N |
HopGrp
Tag | Name | Req’d | Description |
---|---|---|---|
627 | NoHops | N | |
β628 | HopCompID | N | |
β629 | HopSendingTime | N | |
β630 | HopRefID | N |
IndexRollMonthGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2734 | NoIndexRollMonths | N | |
β2733 | IndexRollMonth | N | Required if NoIndexRollMonths(2734) > 0. |
InstrmtGrp
Tag | Name | Req’d | Description |
---|---|---|---|
146 | NoRelatedSym | N | |
βComponent | Instrument | N | Insert here the set of Instrument(symbology) fields defined in Common Components of Application Messages |
βComponent | InstrumentExtension | N | |
βComponent | FinancingDetails | N | |
βComponent | RelatedInstrumentGrp | N |
InstrmtLegGrp
Tag | Name | Req’d | Description |
---|---|---|---|
555 | NoLegs | N | |
βComponent | InstrumentLeg | N | Required if NoLegs(555) > 0. |
βComponent | LegFinancingDetails | N |
Instrument
Tag | Name | Req’d | Description |
---|---|---|---|
55 | Symbol | N | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the Instrument component is marked as required where the component is used. |
65 | SymbolSfx | N | Used in Fixed Income with a value of WIto indicate When Issuedfor a security to be reissued under an old CUSIP or ISIN or with a value of CDto indicate a EUCP with lump-sum interest rather than discount price. |
48 | SecurityID | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. |
22 | SecurityIDSource | N | Conditionally required when SecurityID(48) is specified. |
Component | SecAltIDGrp | N | Number of alternate Security Identifiers |
460 | Product | N | Indicates the type of product the security is associated with (high-level category) |
1227 | ProductComplex | N | Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc |
1151 | SecurityGroup | N | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. |
461 | CFICode | N | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. |
2891 | UPICode | N | |
167 | SecurityType | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 – Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.) |
762 | SecuritySubType | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. |
200 | MaturityMonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. |
541 | MaturityDate | N | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures) may use MaturityMonthYear(200) and/or this field. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. |
1079 | MaturityTime | N | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. |
966 | SettleOnOpenFlag | N | Indicator to determine if Instrument is Settle on Open. |
1049 | InstrmtAssignmentMethod | N | |
965 | SecurityStatus | N | Gives the current state of the instrument |
224 | CouponPaymentDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. |
1449 | RestructuringType | N | |
1450 | Seniority | N | |
1451 | NotionalPercentageOutstanding | N | |
1452 | OriginalNotionalPercentageOutstanding | N | |
1457 | AttachmentPoint | N | |
1458 | DetachmentPoint | N | |
1739 | ObligationType | N | |
2210 | AssetGroup | N | |
1938 | AssetClass | N | Required if AssetSubClass(1939) is specified. |
1939 | AssetSubClass | N | Required if AssetType(1940) is specified. |
1940 | AssetType | N | Required if AssetSubType(2735) is specified. |
2735 | AssetSubType | N | |
Component | SecondaryAssetGrp | N | |
Component | AssetAttributeGrp | N | |
1941 | SwapClass | N | |
1575 | SwapSubClass | N | |
1942 | NthToDefault | N | Conditionally required when MthToDefault(1943) is specified. |
1943 | MthToDefault | N | |
1944 | SettledEntityMatrixSource | N | |
1945 | SettledEntityMatrixPublicationDate | N | |
1946 | CouponType | N | |
1947 | TotalIssuedAmount | N | |
1948 | CouponFrequencyPeriod | N | Conditionally required when CouponFrequencyUnit(1949) is specified. |
1949 | CouponFrequencyUnit | N | Conditionally required when CouponFrequencyPeriod(1948) is specified. |
1950 | CouponDayCount | N | |
2879 | CouponOtherDayCount | N | |
1951 | ConvertibleBondEquityID | N | |
1952 | ConvertibleBondEquityIDSource | N | Conditionally required when ConvertibleBondEquityID(1951) is specified. |
1953 | ContractPriceRefMonth | N | |
1954 | LienSeniority | N | |
1955 | LoanFacility | N | |
1956 | ReferenceEntityType | N | |
1957 | IndexSeries | N | |
1958 | IndexAnnexVersion | N | |
1959 | IndexAnnexDate | N | |
1960 | IndexAnnexSource | N | |
1577 | SettlRateIndex | N | |
1580 | SettlRateIndexLocation | N | |
1581 | OptionExpirationDesc | N | |
1678 | EncodedOptionExpirationDescLen | N | Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. |
1697 | EncodedOptionExpirationDesc | N | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. |
225 | IssueDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. |
228 | Factor | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value |
255 | CreditRating | N | |
543 | InstrRegistry | N | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. |
470 | CountryOfIssue | N | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. |
471 | StateOrProvinceOfIssue | N | A two-character state or province abbreviation. |
472 | LocaleOfIssue | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). |
202 | StrikePrice | N | Used for derivatives, such as options and covered warrants |
2578 | OrigStrikePrice | N | |
2577 | StrikePricePrecision | N | |
947 | StrikeCurrency | N | Used for derivatives |
2904 | StrikeCurrencyCodeSource | N | |
967 | StrikeMultiplier | N | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. |
968 | StrikeValue | N | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. |
1698 | StrikeUnitOfMeasure | N | |
1866 | StrikeIndex | N | |
2600 | StrikeIndexCurvePoint | N | |
2001 | StrikeIndexSpread | N | |
2601 | StrikeIndexQuote | N | |
1478 | StrikePriceDeterminationMethod | N | |
1479 | StrikePriceBoundaryMethod | N | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. |
1480 | StrikePriceBoundaryPrecision | N | |
1481 | UnderlyingPriceDeterminationMethod | N | |
206 | OptAttribute | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose. |
231 | ContractMultiplier | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal(e.g. contracts vs. shares) amount. |
1435 | ContractMultiplierUnit | N | |
2353 | TradingUnitPeriodMultiplier | N | |
1439 | FlowScheduleType | N | |
969 | MinPriceIncrement | N | Minimum price increment for the instrument. Could also be used to represent tick value. |
1146 | MinPriceIncrementAmount | N | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] |
996 | UnitOfMeasure | N | |
1147 | UnitOfMeasureQty | N | |
1716 | UnitOfMeasureCurrency | N | |
2905 | UnitOfMeasureCurrencyCodeSource | N | |
1191 | PriceUnitOfMeasure | N | |
1192 | PriceUnitOfMeasureQty | N | |
1717 | PriceUnitOfMeasureCurrency | N | |
2906 | PriceUnitOfMeasureCurrencyCodeSource | N | |
1193 | SettlMethod | N | Conditionally required if SettlSubMethod(2579) is specified. |
2579 | SettlSubMethod | N | |
1194 | ExerciseStyle | N | Type of exercise of a derivatives security |
1482 | OptPayoutType | N | |
1195 | OptPayoutAmount | N | Conditionally required if OptPayoutType(1482) = 3 (Binary). |
2753 | ReturnTrigger | N | |
1196 | PriceQuoteMethod | N | Method for price quotation |
1197 | ValuationMethod | N | Indicates type of valuation method used. |
2002 | ValuationSource | N | |
2140 | ValuationReferenceModel | N | |
1524 | PriceQuoteCurrency | N | |
2907 | PriceQuoteCurrencyCodeSource | N | |
1198 | ListMethod | N | Indicates whether the instruments are pre-listed only or can also be defined via user request |
1199 | CapPrice | N | Used to express the ceiling price of a capped call |
1200 | FloorPrice | N | Used to express the floor price of a capped put |
201 | PutOrCall | N | Used to express option right |
2681 | InTheMoneyCondition | N | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). |
2685 | ContraryInstructionEligibilityIndicator | N | |
1244 | FlexibleIndicator | N | Used to indicate if a security has been defined as flexible according to non-standardmeans. Analog to CFICode Standard/Non-standard indicator |
1242 | FlexProductEligibilityIndicator | N | Used to indicate if a product or group of product supports the creation of flexible securities |
2575 | BlockTradeEligibilityIndicator | N | |
2574 | LowExercisePriceOptionIndicator | N | |
997 | TimeUnit | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) |
223 | CouponRate | N | For Fixed Income. |
207 | SecurityExchange | N | Can be used to identify the security. |
970 | PositionLimit | N | Position Limit for the instrument. |
971 | NTPositionLimit | N | Near-term Position Limit for the instrument. |
106 | Issuer | N | |
348 | EncodedIssuerLen | N | Must be set if EncodedIssuer(349) field is specified and must immediately precede it. |
349 | EncodedIssuer | N | Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. |
2737 | FinancialInstrumentShortName | N | |
2714 | FinancialInstrumentFullName | N | |
2715 | EncodedFinancialInstrumentFullNameLen | N | Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. |
2716 | EncodedFinancialInstrumentFullName | N | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. |
107 | SecurityDesc | N | |
350 | EncodedSecurityDescLen | N | Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. |
351 | EncodedSecurityDesc | N | Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. |
Component | SecurityXML | N | Embedded XML document describing the instrument. |
691 | Pool | N | Identifies MBS / ABS pool |
667 | ContractSettlMonth | N | Must be present for MBS/TBA |
875 | CPProgram | N | The program under which a commercial paper is issued |
876 | CPRegType | N | The registration type of a commercial paper issuance |
Component | EvntGrp | N | Number of repeating EventType group entries. |
873 | DatedDate | N | If different from IssueDate |
874 | InterestAccrualDate | N | If different from IssueDate and DatedDate |
Component | InstrumentParties | N | Used to identify the parties related to a specific instrument. |
1687 | ShortSaleRestriction | N | |
Component | ComplexEvents | N | |
1787 | RefTickTableID | N | Spread table code referred by the security or symbol. |
2141 | StrategyType | N | |
2142 | CommonPricingIndicator | N | |
2143 | SettlDisruptionProvision | N | |
2752 | DeliveryRouteOrCharter | N | |
2144 | InstrumentRoundingDirection | N | |
2145 | InstrumentRoundingPrecision | N | |
2576 | InstrumentPricePrecision | N | |
2962 | SecurityReferenceDataSupplement | N | |
Component | DateAdjustment | N | |
Component | PricingDateTime | N | |
Component | MarketDisruption | N | |
Component | OptionExercise | N | |
Component | StreamGrp | N | |
Component | ProvisionGrp | N | |
Component | AdditionalTermGrp | N | |
Component | ProtectionTermGrp | N | |
Component | CashSettlTermGrp | N | |
Component | PhysicalSettlTermGrp | N | |
Component | ExtraordinaryEventGrp | N | |
2602 | ExtraordinaryEventAdjustmentMethod | N | |
2603 | ExchangeLookAlike | N |
InstrumentExtension
Tag | Name | Req’d | Description |
---|---|---|---|
668 | DeliveryForm | N | Identifies the form of delivery. |
869 | PctAtRisk | N | Percent at risk due to lowest possible call. |
Component | AttrbGrp | N | Number of repeating InstrAttrib group entries. |
2736 | CommodityFinalPriceType | N | |
Component | IndexRollMonthGrp | N | |
2738 | NextIndexRollDate | N | |
Component | FloatingRateIndex | N | |
Component | ReferenceDataDateGrp | N |
InstrumentLeg
Tag | Name | Req’d | Description |
---|---|---|---|
600 | LegSymbol | N | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the InstrumentLeg component is marked as required where the component is used. |
601 | LegSymbolSfx | N | |
602 | LegSecurityID | N | |
603 | LegSecurityIDSource | N | |
Component | LegSecAltIDGrp | N | |
1788 | LegID | N | Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. |
607 | LegProduct | N | |
1594 | LegSecurityGroup | N | |
608 | LegCFICode | N | |
2893 | LegUPICode | N | |
609 | LegSecurityType | N | |
764 | LegSecuritySubType | N | |
610 | LegMaturityMonthYear | N | |
611 | LegMaturityDate | N | |
1212 | LegMaturityTime | N | |
2146 | LegSettleOnOpenFlag | N | |
2147 | LegInstrmtAssignmentMethod | N | |
2148 | LegSecurityStatus | N | |
248 | LegCouponPaymentDate | N | |
2149 | LegRestructuringType | N | |
2150 | LegSeniority | N | |
2151 | LegNotionalPercentageOutstanding | N | |
2152 | LegOriginalNotionalPercentageOutstanding | N | |
2153 | LegAttachmentPoint | N | |
2154 | LegDetachmentPoint | N | |
2155 | LegObligationType | N | |
2348 | LegAssetGroup | N | |
2067 | LegAssetClass | N | Required if LegAssetSubClass(2068) is specified. |
2068 | LegAssetSubClass | N | Required if LegAssetType(2069) is specified. |
2069 | LegAssetType | N | Required if LegAssetSubType(2739) is specified. |
2739 | LegAssetSubType | N | |
Component | LegSecondaryAssetGrp | N | |
Component | LegAssetAttributeGrp | N | |
2070 | LegSwapClass | N | |
2156 | LegSwapSubClass | N | |
2157 | LegNthToDefault | N | Conditionally required when LegMthToDefault(2158) is specified. |
2158 | LegMthToDefault | N | |
2159 | LegSettledEntityMatrixSource | N | |
2160 | LegSettledEntityMatrixPublicationDate | N | |
2161 | LegCouponType | N | |
2162 | LegTotalIssuedAmount | N | |
2163 | LegCouponFrequencyPeriod | N | Conditionally required when LegCouponFreqUnit(2164) is specified. |
2164 | LegCouponFrequencyUnit | N | Conditionally required when LegCouponFreqPeriod(2163) is specified. |
2165 | LegCouponDayCount | N | |
2880 | LegCouponOtherDayCount | N | |
2166 | LegConvertibleBondEquityID | N | |
2167 | LegConvertibleBondEquityIDSource | N | Conditionally required when LegConvertibleBondEquityID(2166) is specified. |
2168 | LegContractPriceRefMonth | N | |
2169 | LegLienSeniority | N | |
2170 | LegLoanFacility | N | |
2171 | LegReferenceEntityType | N | |
2172 | LegIndexSeries | N | |
2173 | LegIndexAnnexVersion | N | |
2174 | LegIndexAnnexDate | N | |
2175 | LegIndexAnnexSource | N | |
2176 | LegSettlRateIndex | N | |
2177 | LegSettlRateIndexLocation | N | |
2178 | LegOptionExpirationDesc | N | |
2179 | EncodedLegOptionExpirationDescLen | N | Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. |
2180 | EncodedLegOptionExpirationDesc | N | Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. |
249 | LegIssueDate | N | |
253 | LegFactor | N | |
257 | LegCreditRating | N | |
599 | LegInstrRegistry | N | |
596 | LegCountryOfIssue | N | |
597 | LegStateOrProvinceOfIssue | N | |
598 | LegLocaleOfIssue | N | |
612 | LegStrikePrice | N | |
942 | LegStrikeCurrency | N | |
2908 | LegStrikeCurrencyCodeSource | N | |
2181 | LegStrikeMultiplier | N | |
2182 | LegStrikeValue | N | |
2183 | LegStrikeUnitOfMeasure | N | |
2184 | LegStrikeIndex | N | |
2604 | LegStrikeIndexCurvePoint | N | |
2185 | LegStrikeIndexSpread | N | |
2605 | LegStrikeIndexQuote | N | |
2186 | LegStrikePriceDeterminationMethod | N | |
2187 | LegStrikePriceBoundaryMethod | N | When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified. |
2188 | LegStrikePriceBoundaryPrecision | N | |
2189 | LegUnderlyingPriceDeterminationMethod | N | |
613 | LegOptAttribute | N | |
614 | LegContractMultiplier | N | |
1436 | LegContractMultiplierUnit | N | |
2354 | LegTradingUnitPeriodMultiplier | N | |
1440 | LegFlowScheduleType | N | |
2190 | LegMinPriceIncrement | N | |
2191 | LegMinPriceIncrementAmount | N | |
999 | LegUnitOfMeasure | N | |
1224 | LegUnitOfMeasureQty | N | |
1720 | LegUnitOfMeasureCurrency | N | |
2909 | LegUnitOfMeasureCurrencyCodeSource | N | |
1421 | LegPriceUnitOfMeasure | N | |
1422 | LegPriceUnitOfMeasureQty | N | |
1721 | LegPriceUnitOfMeasureCurrency | N | |
2910 | LegPriceUnitOfMeasureCurrencyCodeSource | N | |
2192 | LegSettlMethod | N | |
1001 | LegTimeUnit | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) |
1420 | LegExerciseStyle | N | |
2193 | LegOptPayoutType | N | |
2194 | LegOptPayoutAmount | N | Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). |
2755 | LegReturnTrigger | N | |
2195 | LegPriceQuoteMethod | N | |
2196 | LegValuationMethod | N | |
2197 | LegValuationSource | N | |
2198 | LegValuationReferenceModel | N | |
1528 | LegPriceQuoteCurrency | N | |
2911 | LegPriceQuoteCurrencyCodeSource | N | |
2199 | LegListMethod | N | |
2200 | LegCapPrice | N | |
2201 | LegFloorPrice | N | |
2202 | LegFlexibleIndicator | N | |
2203 | LegFlexProductEligibilityIndicator | N | |
615 | LegCouponRate | N | |
616 | LegSecurityExchange | N | |
2205 | LegPositionLimit | N | |
2206 | LegNTPositionLimit | N | |
617 | LegIssuer | N | |
618 | EncodedLegIssuerLen | N | Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it. |
619 | EncodedLegIssuer | N | Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field. |
2740 | LegFinancialInstrumentShortName | N | |
2717 | LegFinancialInstrumentFullName | N | |
2718 | EncodedLegFinancialInstrumentFullNameLen | N | Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it. |
2719 | EncodedLegFinancialInstrumentFullName | N | Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. |
620 | LegSecurityDesc | N | |
621 | EncodedLegSecurityDescLen | N | Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it. |
622 | EncodedLegSecurityDesc | N | Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field. |
Component | LegSecurityXML | N | Embedded XML document describing the leg instrument. |
2207 | LegCPProgram | N | |
2208 | LegCPRegType | N | |
623 | LegRatioQty | N | Specific to the <InstrumentLeg> (not in <Instrument>) |
624 | LegSide | N | Specific to the <InstrumentLeg> (not in <Instrument>) |
556 | LegCurrency | N | Specific to the <InstrumentLeg> (not in <Instrument>) |
2898 | LegCurrencyCodeSource | N | |
740 | LegPool | N | Identifies MBS / ABS pool |
739 | LegDatedDate | N | |
955 | LegContractSettlMonth | N | |
956 | LegInterestAccrualDate | N | |
1358 | LegPutOrCall | N | Used to express option right |
2682 | LegInTheMoneyCondition | N | Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358). |
2686 | LegContraryInstructionEligibilityIndicator | N | |
1017 | LegOptionRatio | N | LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. |
566 | LegPrice | N | Used to specify an anchor price for a leg as part of the definition or creation of the strategy – not used for execution price. |
Component | LegEvntGrp | N | |
Component | LegInstrumentParties | N | |
2209 | LegShortSaleRestriction | N | |
Component | LegComplexEvents | N | |
2211 | LegStrategyType | N | |
2212 | LegCommonPricingIndicator | N | |
2213 | LegSettlDisruptionProvision | N | |
2754 | LegDeliveryRouteOrCharter | N | |
2214 | LegInstrumentRoundingDirection | N | |
2215 | LegInstrumentRoundingPrecision | N | |
Component | LegDateAdjustment | N | |
Component | LegPricingDateTime | N | |
Component | LegMarketDisruption | N | |
Component | LegOptionExercise | N | |
Component | LegStreamGrp | N | |
Component | LegProvisionGrp | N | |
Component | LegAdditionalTermGrp | N | |
Component | LegProtectionTermGrp | N | |
Component | LegCashSettlTermGrp | N | |
Component | LegPhysicalSettlTermGrp | N | |
Component | LegExtraordinaryEventGrp | N | |
2606 | LegExtraordinaryEventAdjustmentMethod | N | |
2607 | LegExchangeLookAlike | N |
InstrumentParties
Tag | Name | Req’d | Description |
---|---|---|---|
1018 | NoInstrumentParties | N | |
β1019 | InstrumentPartyID | N | Required if NoInstrumentParties(1018) > 0. Identification of the party. |
β1050 | InstrumentPartyIDSource | N | Required if NoInstrumentParties(1018) > 0. Used to identify classification source. |
β1051 | InstrumentPartyRole | N | Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). |
β2378 | InstrumentPartyRoleQualifier | N | |
βComponent | InstrumentPtysSubGrp | N | Repeating group of party sub-identifiers. |
InstrumentPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1052 | NoInstrumentPartySubIDs | N | |
β1053 | InstrumentPartySubID | N | |
β1054 | InstrumentPartySubIDType | N |
LegAdditionalTermBondRefGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41316 | NoLegAdditionalTermBondRefs | N | |
β41317 | LegAdditionalTermBondSecurityID | N | Required if NoLegAdditionalTermBondRefs(41316) > 0. |
β41318 | LegAdditionalTermBondSecurityIDSource | N | Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. |
β41319 | LegAdditionalTermBondDesc | N | |
β41320 | EncodedLegAdditionalTermBondDescLen | N | Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. |
β41321 | EncodedLegAdditionalTermBondDesc | N | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. |
β41322 | LegAdditionalTermBondCurrency | N | |
β41323 | LegAdditionalTermBondIssuer | N | |
β41324 | EncodedLegAdditionalTermBondIssuerLen | N | Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. |
β41325 | EncodedLegAdditionalTermBondIssuer | N | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. |
β41326 | LegAdditionalTermBondSeniority | N | |
β41327 | LegAdditionalTermBondCouponType | N | |
β41328 | LegAdditionalTermBondCouponRate | N | |
β41329 | LegAdditionalTermBondMaturityDate | N | |
β41330 | LegAdditionalTermBondParValue | N | |
β41331 | LegAdditionalTermBondCurrentTotalIssuedAmount | N | |
β41332 | LegAdditionalTermBondCouponFrequencyPeriod | N | Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. |
β41333 | LegAdditionalTermBondCouponFrequencyUnit | N | Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. |
β41334 | LegAdditionalTermBondDayCount | N |
LegAdditionalTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41335 | NoLegAdditionalTerms | N | |
β41336 | LegAdditionalTermConditionPrecedentBondIndicator | N | Required if NoLegAdditionalTerms(41335) > 0. |
β41337 | LegAdditionalTermDiscrepancyClauseIndicator | N | |
βComponent | LegAdditionalTermBondRefGrp | N |
LegAssetAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2308 | NoLegAssetAttributes | N | |
β2309 | LegAssetAttributeType | N | Required if NoLegAssetAttributes(2308) > 0. |
β2310 | LegAssetAttributeValue | N | |
β2311 | LegAssetAttributeLimit | N |
LegBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40923 | NoLegBusinessCenters | N | |
β40924 | LegBusinessCenter | N | Required if NoLegBusinessCenters(40923) > 0. |
LegCashSettlDate
Tag | Name | Req’d | Description |
---|---|---|---|
42299 | LegCashSettlDateUnadjusted | N | |
42300 | LegCashSettlDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. |
Component | LegCashSettlDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. |
42301 | LegCashSettlDateRelativeTo | N | |
42302 | LegCashSettlDateOffsetPeriod | N | Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. |
42303 | LegCashSettlDateOffsetUnit | N | Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. |
42304 | LegCashSettlDateOffsetDayType | N | |
42305 | LegCashSettlDateAdjusted | N |
LegCashSettlDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42306 | NoLegCashSettlDateBusinessCenters | N | |
β42307 | LegCashSettlDateBusinessCenter | N | Required if NoLegCashSettlDateBusinessCenters(42306) > 0. |
LegCashSettlDealerGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41342 | NoLegCashSettlDealers | N | |
β41343 | LegCashSettlDealer | N | Required if NoLegCashSettlDealers(41342) > 0. |
LegCashSettlTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41344 | NoLegCashSettlTerms | N | |
β41345 | LegCashSettlCurrency | N | Required if NoLegCashSettlTerms(41344) > 0. |
β41346 | LegCasSettlValuationFirstBusinessDayOffset | N | |
β41347 | LegCashSettlValuationSubsequentBusinessDaysOffset | N | |
β41348 | LegCashSettlNumOfValuationDates | N | |
β41349 | LegCashSettlValuationTime | N | |
β41350 | LegCashSettlBusinessCenter | N | |
β41351 | LegCashSettlQuoteMethod | N | |
β41352 | LegCashSettlQuoteAmount | N | |
β41353 | LegCashSettlQuoteCurrency | N | |
β41354 | LegCashSettlMinimumQuoteAmount | N | |
β41355 | LegCashSettlMinimumQuoteCurrency | N | |
βComponent | LegCashSettlDealerGrp | N | |
β42308 | LegCashSettlPriceSource | N | |
β42309 | LegCashSettlPriceDefault | N | |
β41356 | LegCashSettlBusinessDays | N | |
β41357 | LegCashSettlAmount | N | |
βComponent | LegCashSettlDate | N | |
β41358 | LegCashSettlRecoveryFactor | N | |
β41359 | LegCashSettlFixedTermIndicator | N | |
β41360 | LegCashSettlAccruedInterestIndicator | N | |
β41361 | LegCashSettlValuationMethod | N | |
β41362 | LegCashSettlTermXID | N |
LegComplexEventAveragingObservationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41363 | NoLegComplexEventAveragingObservations | N | |
β41364 | LegComplexEventAveragingObservationNumber | N | Required if NoLegComplexEventAveragingObservations(41363) > 0. |
β41365 | LegComplexEventAveragingWeight | N |
LegComplexEventCreditEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41366 | NoLegComplexEventCreditEvents | N | |
β41367 | LegComplexEventCreditEventType | N | Required if NoLegComplexEventCreditEvents(41366) > 0. |
β41368 | LegComplexEventCreditEventValue | N | |
β41369 | LegComplexEventCreditEventCurrency | N | |
β41370 | LegComplexEventCreditEventPeriod | N | Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. |
β41371 | LegComplexEventCreditEventUnit | N | Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. |
β41372 | LegComplexEventCreditEventDayType | N | |
β41373 | LegComplexEventCreditEventRateSource | N | |
βComponent | LegComplexEventCreditEventQualifierGrp | N |
LegComplexEventCreditEventQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41374 | NoLegComplexEventCreditEventQualifiers | N | |
β41375 | LegComplexEventCreditEventQualifier | N | Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. |
LegComplexEventCreditEventSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41398 | NoLegComplexEventCreditEventSources | N | |
β41399 | LegComplexEventCreditEventSource | N | Required if NoLegComplexEventCreditEventSources(41398) > 0. |
LegComplexEventDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41387 | NoLegComplexEventDateBusinessCenters | N | |
β41388 | LegComplexEventDateBusinessCenter | N | Required if NoLegComplexEventDateBusinessCenters(41387) > 0. |
LegComplexEventDates
Tag | Name | Req’d | Description |
---|---|---|---|
2250 | NoLegComplexEventDates | N | |
β2251 | LegComplexEventStartDate | N | Required if NoLegComplexEventDates(2250) > 0. |
β2252 | LegComplexEventEndDate | N | Required if NoLegComplexEventDates(2250) > 0. |
βComponent | LegComplexEventTimes | N |
LegComplexEventPeriodDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41376 | NoLegComplexEventPeriodDateTimes | N | |
β41377 | LegComplexEventPeriodDate | N | Required if NoLegComplexEventPeriodDateTimes(41376) > 0. |
β41378 | LegComplexEventPeriodTime | N |
LegComplexEventPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41379 | NoLegComplexEventPeriods | N | |
β41380 | LegComplexEventPeriodType | N | Required if NoLegComplexEventPeriods(41379) > 0. |
β41381 | LegComplexEventBusinessCenter | N | |
βComponent | LegComplexEventScheduleGrp | N | |
βComponent | LegComplexEventPeriodDateGrp | N | |
βComponent | LegComplexEventAveragingObservationGrp | N |
LegComplexEventRateSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41382 | NoLegComplexEventRateSources | N | |
β41383 | LegComplexEventRateSource | N | Required if NoLegComplexEventRateSources(41382) > 0. |
β41384 | LegComplexEventRateSourceType | N | Required if NoLegComplexEventRateSources(41382) > 0. |
β41385 | LegComplexEventReferencePage | N | Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). |
β41386 | LegComplexEvenReferencePageHeading | N |
LegComplexEventRelativeDate
Tag | Name | Req’d | Description |
---|---|---|---|
41389 | LegComplexEventDateUnadjusted | N | |
41390 | LegComplexEventDateRelativeTo | N | |
41391 | LegComplexEventDateOffsetPeriod | N | Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. |
41392 | LegComplexEventDateOffsetUnit | N | Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. |
41393 | LegComplexEventDateOffsetDayType | N | |
41394 | LegComplexEventDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. |
Component | LegComplexEventDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. |
41395 | LegComplexEventDateAdjusted | N | |
41396 | LegComplexEventFixingTime | N | |
41397 | LegComplexEventFixingTimeBusinessCenter | N |
LegComplexEventScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41400 | NoLegComplexEventSchedules | N | |
β41401 | LegComplexEventScheduleStartDate | N | Required if NoLegComplexEventScedules(41400) > 0. |
β41402 | LegComplexEventScheduleEndDate | N | |
β41403 | LegComplexEventScheduleFrequencyPeriod | N | Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. |
β41404 | LegComplexEventScheduleFrequencyUnit | N | Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. |
β41405 | LegComplexEventScheduleRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. |
LegComplexEventTimes
Tag | Name | Req’d | Description |
---|---|---|---|
2253 | NoLegComplexEventTimes | N | |
β2204 | LegComplexEventStartTime | N | Required if NoLegComplexEventTimes(2253) > 0. |
β2247 | LegComplexEventEndTime | N | Required if NoLegComplexEventTimes(2253) > 0. |
LegComplexEvents
Tag | Name | Req’d | Description |
---|---|---|---|
2218 | NoLegComplexEvents | N | |
β2219 | LegComplexEventType | N | Required if NoLegComplexEvents(2218)) > 0. |
β2220 | LegComplexOptPayoutPaySide | N | |
β2221 | LegComplexOptPayoutReceiveSide | N | |
β2222 | LegComplexOptPayoutUnderlier | N | |
β2223 | LegComplexOptPayoutAmount | N | |
β2224 | LegComplexOptPayoutPercentage | N | |
β2225 | LegComplexOptPayoutTime | N | |
β2226 | LegComplexOptPayoutCurrency | N | |
β2944 | LegComplexOptPayoutCurrencyCodeSource | N | |
β2227 | LegComplexEventPrice | N | |
β2228 | LegComplexEventPricePercentage | N | |
β2229 | LegComplexEventPriceBoundaryMethod | N | |
β2230 | LegComplexEventPriceBoundaryPrecision | N | |
β2231 | LegComplexEventPriceTimeType | N | |
β2232 | LegComplexEventCondition | N | Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. |
βComponent | LegComplexEventDates | N | |
β2233 | LegComplexEventCurrencyOne | N | |
β2945 | LegComplexEventCurrencyOneCodeSource | N | |
β2234 | LegComplexEventCurrencyTwo | N | |
β2946 | LegComplexEventCurrencyTwoCodeSource | N | |
β2235 | LegComplexEventQuoteBasis | N | |
β2236 | LegComplexEventFixedFXRate | N | |
β2409 | LegComplexEventSpotRate | N | |
β2410 | LegComplexEventForwardPoints | N | |
β2237 | LegComplexEventDeterminationMethod | N | |
β2238 | LegComplexEventCalculationAgent | N | |
β2239 | LegComplexEventStrikePrice | N | |
β2240 | LegComplexEventStrikeFactor | N | |
β2241 | LegComplexEventStrikeNumberOfOptions | N | |
βComponent | LegComplexEventRateSourceGrp | N | |
βComponent | LegComplexEventRelativeDate | N | |
βComponent | LegComplexEventPeriodGrp | N | |
β2242 | LegComplexEventCreditEventsXIDRef | N | |
β2243 | LegComplexEventCreditEventNotifyingParty | N | |
β2244 | LegComplexEventCreditEventBusinessCenter | N | |
β2245 | LegComplexEventCreditEventStandardSources | N | |
β2246 | LegComplexEventCreditEventMinimumSources | N | |
βComponent | LegComplexEventCreditEventSourceGrp | N | |
βComponent | LegComplexEventCreditEventGrp | N | |
β2608 | LegComplexEventFuturesPriceValuation | N | |
β2609 | LegComplexEventOptionsPriceValuation | N | |
β2610 | LegComplexEventPVFinalPriceElectionFallback | N | |
β2248 | LegComplexEventXID | N | |
β2249 | LegComplexEventXIDRef | N |
LegDateAdjustment
Tag | Name | Req’d | Description |
---|---|---|---|
40925 | LegBusinessDayConvention | N | |
Component | LegBusinessCenterGrp | N | |
40926 | LegDateRollConvention | N |
LegDeliveryScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41408 | NoLegDeliverySchedules | N | |
β41409 | LegDeliveryScheduleType | N | Required if NoLegDeliverySchedules(41408) > 0. |
β41410 | LegDeliveryScheduleXID | N | |
β41411 | LegDeliveryScheduleNotional | N | |
β41412 | LegDeliveryScheduleNotionalUnitOfMeasure | N | |
β41413 | LegDeliveryScheduleNotionalCommodityFrequency | N | |
β41414 | LegDeliveryScheduleNegativeTolerance | N | |
β41415 | LegDeliverySchedulePositiveTolerance | N | |
β41416 | LegDeliveryScheduleToleranceUnitOfMeasure | N | |
β41417 | LegDeliveryScheduleToleranceType | N | Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. |
β41418 | LegDeliveryScheduleSettlCountry | N | |
β41419 | LegDeliveryScheduleSettlTimeZone | N | |
β41420 | LegDeliveryScheduleSettlFlowType | N | |
β41421 | LegDeliveryScheduleSettlHolidaysProcessingInstruction | N | |
βComponent | LegDeliveryScheduleSettlDayGrp | N |
LegDeliveryScheduleSettlDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41422 | NoLegDeliveryScheduleSettlDays | N | |
β41423 | LegDeliveryScheduleSettlDay | N | Required if NoLegDeliveryScheduleSettlDays(41422) > 0. |
β41424 | LegDeliveryScheduleSettlTotalHours | N | |
βComponent | LegDeliveryScheduleSettlTimeGrp | N |
LegDeliveryScheduleSettlTimeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41425 | NoLegDeliveryScheduleSettlTimes | N | |
β41426 | LegDeliveryScheduleSettlStart | N | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. |
β41427 | LegDeliveryScheduleSettlEnd | N | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. |
β41428 | LegDeliveryScheduleSettlTimeType | N | May be defaulted to market convention or bilaterally agreed if not specified. |
LegDeliveryStream
Tag | Name | Req’d | Description |
---|---|---|---|
41429 | LegDeliveryStreamType | N | |
Component | LegDeliveryStreamCommoditySourceGrp | N | |
41430 | LegDeliveryStreamPipeline | N | |
41431 | LegDeliveryStreamEntryPoint | N | |
41432 | LegDeliveryStreamWithdrawalPoint | N | |
41433 | LegDeliveryStreamDeliveryPoint | N | |
42194 | LegDeliveryStreamDeliveryPointSource | N | |
42195 | LegDeliveryStreamDeliveryPointDesc | N | |
41434 | LegDeliveryStreamDeliveryRestriction | N | |
41435 | LegDeliveryStreamDeliveryContingency | N | |
41436 | LegDeliveryStreamDeliveryContingentPartySide | N | |
41437 | LegDeliveryStreamDeliverAtSourceIndicator | N | |
41438 | LegDeliveryStreamRiskApportionment | N | |
41219 | LegDeliveryStreamRiskApportionmentSource | N | |
Component | LegDeliveryStreamCycleGrp | N | |
41439 | LegDeliveryStreamTitleTransferLocation | N | |
41440 | LegDeliveryStreamTitleTransferCondition | N | |
41441 | LegDeliveryStreamImporterOfRecord | N | |
41442 | LegDeliveryStreamNegativeTolerance | N | |
41443 | LegDeliveryStreamPositiveTolerance | N | |
41444 | LegDeliveryStreamToleranceUnitOfMeasure | N | |
41445 | LegDeliveryStreamToleranceType | N | |
41446 | LegDeliveryStreamToleranceOptionSide | N | |
41447 | LegDeliveryStreamTotalPositiveTolerance | N | |
41448 | LegDeliveryStreamTotalNegativeTolerance | N | |
41449 | LegDeliveryStreamNotionalConversionFactor | N | |
41450 | LegDeliveryStreamTransportEquipment | N | |
41451 | LegDeliveryStreamElectingPartySide | N | |
43095 | LegDeliveryStreamRouteOrCharter | N |
LegDeliveryStreamCommoditySourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41460 | NoLegDeliveryStreamCommoditySources | N | |
β41461 | LegDeliveryStreamCommoditySource | N | Required if NoLegDeliveryStreamCommoditySources(41460) > 0. |
LegDeliveryStreamCycleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41456 | NoLegDeliveryStreamCycles | N | |
β41457 | LegDeliveryStreamCycleDesc | N | Required if NoLegDeliveryStreamCycles(41456) > 0. |
β41458 | EncodedLegDeliveryStreamCycleDescLen | N | Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. |
β41459 | EncodedLegDeliveryStreamCycleDesc | N | Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. |
LegDividendAccrualFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
42312 | LegDividendFloatingRateIndex | N | |
42313 | LegDividendFloatingRateIndexCurvePeriod | N | Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. |
42314 | LegDividendFloatingRateIndexCurveUnit | N | Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. |
42315 | LegDividendFloatingRateMultiplier | N | |
42316 | LegDividendFloatingRateSpread | N | |
42317 | LegDividendFloatingRateSpreadPositionType | N | |
42318 | LegDividendFloatingRateTreatment | N | |
42319 | LegDividendCapRate | N | |
42320 | LegDividendCapRateBuySide | N | |
42321 | LegDividendCapRateSellSide | N | |
42322 | LegDividendFloorRate | N | |
42323 | LegDividendFloorRateBuySide | N | |
42324 | LegDividendFloorRateSellSide | N | |
42325 | LegDividendInitialRate | N | |
42326 | LegDividendFinalRateRoundingDirection | N | |
42327 | LegDividendFinalRatePrecision | N | |
42328 | LegDividendAveragingMethod | N | |
42329 | LegDividendNegativeRateTreatment | N |
LegDividendAccrualPaymentDate
Tag | Name | Req’d | Description |
---|---|---|---|
42330 | LegDividendAccrualPaymentDateRelativeTo | N | |
42331 | LegDividendAccrualPaymentDateOffsetPeriod | N | Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. |
42332 | LegDividendAccrualPaymentDateOffsetUnit | N | Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. |
42333 | LegDividendAccrualPaymentDateOffsetDayType | N | |
42334 | LegDividendAccrualPaymentDateUnadjusted | N | |
42335 | LegDividendAccrualPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. |
Component | LegDividendAccrualPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. |
42336 | LegDividendAccrualPaymentDateAdjusted | N |
LegDividendAccrualPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42310 | NoLegDividendAccrualPaymentDateBusinessCenters | N | |
β42311 | LegDividendAccrualPaymentDateBusinessCenter | N | Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. |
LegDividendConditions
Tag | Name | Req’d | Description |
---|---|---|---|
42337 | LegDividendReinvestmentIndicator | N | |
42338 | LegDividendEntitlementEvent | N | |
42339 | LegDividendAmountType | N | |
42340 | LegDividendUnderlierRefID | N | |
Component | LegDividendPeriodGrp | N | |
42341 | LegExtraordinaryDividendPartySide | N | |
42342 | LegExtraordinaryDividendAmountType | N | |
42343 | LegExtraordinaryDividendCurrency | N | |
42344 | LegExtraordinaryDividendDeterminationMethod | N | |
Component | LegDividendFXTriggerDate | N | |
Component | LegDividendAccrualFloatingRate | N | |
42345 | LegDividendAccrualFixedRate | N | |
Component | LegDividendAccrualPaymentDate | N | |
42346 | LegDividendCompoundingMethod | N | |
42347 | LegDividendNumOfIndexUnits | N | |
42348 | LegDividendCashPercentage | N | |
42349 | LegDividendCashEquivalentPercentage | N | |
42350 | LegNonCashDividendTreatment | N | |
42351 | LegDividendComposition | N | |
42352 | LegSpecialDividendsIndicator | N | |
42353 | LegMaterialDividendsIndicator | N | |
42354 | LegOptionsExchangeDividendsIndicator | N | |
42355 | LegAdditionalDividendsIndicator | N | |
42356 | LegAllDividendsIndicator | N |
LegDividendFXTriggerDate
Tag | Name | Req’d | Description |
---|---|---|---|
42357 | LegDividendFXTriggerDateRelativeTo | N | |
42358 | LegDividendFXTriggerDateOffsetPeriod | N | Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. |
42359 | LegDividendFXTriggerDateOffsetUnit | N | Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. |
42360 | LegDividendFXTriggerDateOffsetDayType | N | |
42361 | LegDividendFXTriggerDateUnadjusted | N | |
42362 | LegDividendFXTriggerDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. |
Component | LegDividendFXTriggerDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. |
42363 | LegDividendFXTriggerDateAdjusted | N |
LegDividendFXTriggerDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42364 | NoLegDividendFXTriggerDateBusinessCenters | N | |
β42365 | LegDividendFXTriggerDateBusinessCenter | N | Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. |
LegDividendPeriodBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42386 | NoLegDividendPeriodBusinessCenters | N | |
β42387 | LegDividendPeriodBusinessCenter | N | Required if NoLegDividendPeriodBusinessCenters(42386) > 0. |
LegDividendPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42366 | NoLegDividendPeriods | N | |
β42367 | LegDividendPeriodSequence | N | Required if NoLegDividendPeriods(42366) > 0. |
β42368 | LegDividendPeriodStartDateUnadjusted | N | |
β42369 | LegDividendPeriodEndDateUnadjusted | N | |
β42370 | LegDividendPeriodUnderlierRefID | N | When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. |
β42371 | LegDividendPeriodStrikePrice | N | |
β42372 | LegDividendPeriodBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. |
βComponent | LegDividendPeriodBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. |
β42373 | LegDividendPeriodValuationDateUnadjusted | N | |
β42374 | LegDividendPeriodValuationDateRelativeTo | N | |
β42375 | LegDividendPeriodValuationDateOffsetPeriod | N | Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. |
β42376 | LegDividendPeriodValuationDateOffsetUnit | N | Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. |
β42377 | LegDividendPeriodValuationDateOffsetDayType | N | |
β42378 | LegDividendPeriodValuationDateAdjusted | N | |
β42379 | LegDividendPeriodPaymentDateUnadjusted | N | |
β42380 | LegDividendPeriodPaymentDateRelativeTo | N | |
β42381 | LegDividendPeriodPaymentDateOffsetPeriod | N | Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. |
β42382 | LegDividendPeriodPaymentDateOffsetUnit | N | Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. |
β42383 | LegDividendPeriodPaymentDateOffsetDayType | N | |
β42384 | LegDividendPeriodPaymentDateAdjusted | N | |
β42385 | LegDividendPeriodXID | N |
LegEvntGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2059 | NoLegEvents | N | |
β2060 | LegEventType | N | Required if NoLegEvents(2059) > 0. |
β2061 | LegEventDate | N | Conditionally required when LegEventTime(2062) is specified. |
β2062 | LegEventTime | N | |
β2063 | LegEventTimeUnit | N | Conditionally required when LegEventTimePeriod(2064) is specified. |
β2064 | LegEventTimePeriod | N | Conditionally required when LegEventTimeUnit(2063) is specified. |
β2341 | LegEventMonthYear | N | |
β2065 | LegEventPx | N | |
β2066 | LegEventText | N | |
β2074 | EncodedLegEventTextLen | N | Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. |
β2075 | EncodedLegEventText | N | Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. |
LegExtraordinaryEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42388 | NoLegExtraordinaryEvents | N | |
β42389 | LegExtraordinaryEventType | N | Required if NoLegExtraordinaryEvents(42388) > 0. |
β42390 | LegExtraordinaryEventValue | N | Required if NoLegExtraordinaryEvents(42388) > 0. |
LegFinancingContractualDefinitionsGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42198 | NoLegContractualDefinitions | N | |
β42199 | LegContractualDefinition | N | Required if NoLegContractualDefinitions(42198) > 0. |
LegFinancingContractualMatrixGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42203 | NoLegContractualMatrices | N | |
β42204 | LegContractualMatrixSource | N | Required if NoLegContractualMatrices(42203) > 0. |
β42205 | LegContractualMatrixDate | N | |
β42206 | LegContractualMatrixTerm | N |
LegFinancingDetails
Tag | Name | Req’d | Description |
---|---|---|---|
2497 | LegAgreementDesc | N | |
2498 | LegAgreementID | N | |
2499 | LegAgreementVersion | N | |
2496 | LegAgreementDate | N | |
2495 | LegAgreementCurrency | N | |
2953 | LegAgreementCurrencyCodeSource | N | |
2511 | LegMasterConfirmationDesc | N | |
2510 | LegMasterConfirmationDate | N | |
2512 | LegMasterConfirmationAnnexDesc | N | |
2509 | LegMasterConfirmationAnnexDate | N | |
2500 | LegBrokerConfirmationDesc | N | |
Component | LegFinancingContractualDefinitionsGrp | N | |
Component | LegFinancingTermSupplementGrp | N | |
Component | LegFinancingContractualMatrixGrp | N | |
2502 | LegCreditSupportAgreementDesc | N | |
2501 | LegCreditSupportAgreementDate | N | |
2503 | LegCreditSupportAgreementID | N | |
2507 | LegGoverningLaw | N | |
2505 | LegDocumentationText | N | |
2494 | EncodedLegDocumentationTextLen | N | Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. |
2493 | EncodedLegDocumentationText | N | Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. |
2514 | LegTerminationType | N | |
2513 | LegStartDate | N | |
2506 | LegEndDate | N | |
2504 | LegDeliveryType | N | |
2508 | LegMarginRatio | N |
LegFinancingTermSupplementGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42200 | NoLegFinancingTermSupplements | N | |
β42201 | LegFinancingTermSupplementDesc | N | Required if NoLegFinancingTermSupplements(42200) > 0. |
β42202 | LegFinancingTermSupplementDate | N |
LegInstrumentParties
Tag | Name | Req’d | Description |
---|---|---|---|
2254 | NoLegInstrumentParties | N | |
β2255 | LegInstrumentPartyID | N | Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. |
β2256 | LegInstrumentPartyIDSource | N | Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. |
β2257 | LegInstrumentPartyRole | N | Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. |
β2379 | LegInstrumentPartyRoleQualifier | N | |
βComponent | LegInstrumentPtysSubGrp | N | Repeating group of party sub-identifiers. |
LegInstrumentPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2258 | NoLegInstrumentPartySubIDs | N | |
β2259 | LegInstrumentPartySubID | N | Required if NoLegInstrumentPartySubIDs(2258) > 0. |
β2260 | LegInstrumentPartySubIDType | N |
LegMarketDisruption
Tag | Name | Req’d | Description |
---|---|---|---|
41462 | LegMarketDisruptionProvision | N | |
Component | LegMarketDisruptionEventGrp | N | |
41463 | LegMarketDisruptionFallbackProvision | N | |
Component | LegMarketDisruptionFallbackGrp | N | |
Component | LegMarketDisruptionFallbackReferencePriceGrp | N | |
41464 | LegMarketDisruptionMaximumDays | N | |
41465 | LegMarketDisruptionMaterialityPercentage | N | If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. |
41466 | LegMarketDisruptionMinimumFuturesContracts | N | Applicable only when LegMarketDisruptionEvent(41468)=’DeMinimisTrading’. |
LegMarketDisruptionEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41467 | NoLegMarketDisruptionEvents | N | |
β41468 | LegMarketDisruptionEvent | N | Required if NoLegMarketDisruptionEvents(41467) > 0. |
β40223 | LegMarketDisruptionValue | N |
LegMarketDisruptionFallbackGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41469 | NoLegMarketDisruptionFallbacks | N | |
β41470 | LegMarketDisruptionFallbackType | N | Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. |
β40990 | LegMarketDisruptionFallbackValue | N |
LegMarketDisruptionFallbackReferencePriceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41471 | NoLegMarketDisruptionFallbackReferencePrices | N | |
β41472 | LegMarketDisruptionFallbackUnderlierType | N | Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. |
β41473 | LegMarketDisruptionFallbackUnderlierSecurityID | N | Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. |
β41474 | LegMarketDisruptionFallbackUnderlierSecurityIDSource | N | Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. |
β41475 | LegMarketDisruptionFallbackUnderlierSecurityDesc | N | |
β41476 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen | N | Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. |
β41477 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc | N | Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. |
β41478 | LegMarketDisruptionFallbackOpenUnits | N | |
β41479 | LegMarketDisruptionFallbackBasketCurrency | N | |
β41480 | LegMarketDisruptionFallbackBasketDivisor | N |
LegOptionExercise
Tag | Name | Req’d | Description |
---|---|---|---|
41481 | LegExerciseDesc | N | |
41482 | EncodedLegExerciseDescLen | N | Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. |
41483 | EncodedLegExerciseDesc | N | Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. |
41484 | LegAutomaticExerciseIndicator | N | |
41485 | LegAutomaticExerciseThresholdRate | N | |
41486 | LegExerciseConfirmationMethod | N | |
41487 | LegManualNoticeBusinessCenter | N | |
41488 | LegFallbackExerciseIndicator | N | |
41489 | LegLimitRightToConfirmIndicator | N | |
41490 | LegExerciseSplitTicketIndicator | N | |
42391 | LegSettlMethodElectingPartySide | N | |
Component | LegSettlMethodElectionDate | N | |
Component | LegOptionExerciseDates | N | |
Component | LegOptionExerciseExpiration | N | |
Component | LegOptionExerciseMakeWholeProvision | N |
LegOptionExerciseBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41491 | NoLegOptionExerciseBusinessCenters | N | |
β41492 | LegOptionExerciseBusinessCenter | N | Required if NoLegOptionExerciseBusinessCenters(41491) > 0. |
LegOptionExerciseDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41512 | NoLegOptionExerciseDates | N | |
β41513 | LegOptionExerciseDate | N | Required if NoLegOptionExerciseDates(41512) > 0. |
β41514 | LegOptionExerciseDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegOptionExerciseDates
Tag | Name | Req’d | Description |
---|---|---|---|
41493 | LegOptionExerciseBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. |
Component | LegOptionExerciseBusinessCenterGrp | N | |
Component | LegOptionExerciseDateGrp | N | |
41494 | LegOptionExerciseEarliestDateOffsetDayType | N | |
41495 | LegOptionExerciseEarliestDateOffsetPeriod | N | Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. |
41496 | LegOptionExerciseEarliestDateOffsetUnit | N | Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. |
41497 | LegOptionExerciseFrequencyPeriod | N | Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. |
41498 | LegOptionExerciseFrequencyUnit | N | Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. |
41499 | LegOptionExerciseStartDateUnadjusted | N | |
41500 | LegOptionExerciseStartDateRelativeTo | N | |
41501 | LegOptionExerciseStartDateOffsetPeriod | N | Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. |
41502 | LegOptionExerciseStartDateOffsetUnit | N | Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. |
41503 | LegOptionExerciseStartDateOffsetDayType | N | |
41504 | LegOptionExerciseStartDateAdjusted | N | |
41505 | LegOptionExerciseSkip | N | |
41506 | LegOptionExerciseNominationDeadline | N | |
41507 | LegOptionExerciseFirstDateUnadjusted | N | |
41508 | LegOptionExerciseLastDateUnadjusted | N | |
41509 | LegOptionExerciseEarliestTime | N | |
41510 | LegOptionExerciseLatestTime | N | |
41511 | LegOptionExerciseTimeBusinessCenter | N |
LegOptionExerciseExpiration
Tag | Name | Req’d | Description |
---|---|---|---|
41517 | LegOptionExerciseExpirationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. |
Component | LegOptionExerciseExpirationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. |
Component | LegOptionExerciseExpirationDateGrp | N | |
41518 | LegOptionExerciseExpirationDateRelativeTo | N | |
41519 | LegOptionExerciseExpirationDateOffsetPeriod | N | Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. |
41520 | LegOptionExerciseExpirationDateOffsetUnit | N | Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. |
41521 | LegOptionExerciseExpirationFrequencyPeriod | N | Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. |
41522 | LegOptionExerciseExpirationFrequencyUnit | N | Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. |
41523 | LegOptionExerciseExpirationRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. |
41524 | LegOptionExerciseExpirationDateOffsetDayType | N | |
41525 | LegOptionExerciseExpirationTime | N | |
41526 | LegOptionExerciseExpirationTimeBusinessCenter | N |
LegOptionExerciseExpirationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41515 | NoLegOptionExerciseExpirationDateBusinessCenters | N | |
β41516 | LegOptionExerciseExpirationDateBusinessCenter | N | Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. |
LegOptionExerciseExpirationDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41527 | NoLegOptionExerciseExpirationDates | N | |
β41528 | LegOptionExerciseExpirationDate | N | Required if NoLegOptionExerciseExpirationDates(41527) > 0. |
β41529 | LegOptionExerciseExpirationDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegOptionExerciseMakeWholeProvision
Tag | Name | Req’d | Description |
---|---|---|---|
42392 | LegMakeWholeDate | N | |
42393 | LegMakeWholeAmount | N | |
42394 | LegMakeWholeBenchmarkCurveName | N | |
42395 | LegMakeWholeBenchmarkCurvePoint | N | |
42396 | LegMakeWholeRecallSpread | N | |
42397 | LegMakeWholeBenchmarkQuote | N | |
42398 | LegMakeWholeInterpolationMethod | N |
LegOrdGrp
Tag | Name | Req’d | Description |
---|---|---|---|
555 | NoLegs | N | |
βComponent | InstrumentLeg | N | Required if NoLegs(555) > 0. |
β685 | LegOrderQty | N | Quantity ordered for this leg as provided during order entry. |
β690 | LegSwapType | N | Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. |
βComponent | LegStipulations | N | |
β1366 | LegAllocID | N | |
βComponent | LegPreAllocGrp | N | |
β2680 | LegAccount | N | |
β1817 | LegClearingAccountType | N | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. |
β564 | LegPositionEffect | N | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. |
β565 | LegCoveredOrUncovered | N | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component |
βComponent | NestedParties | N | |
β587 | LegSettlType | N | |
β588 | LegSettlDate | N | |
β675 | LegSettlCurrency | N | |
β2900 | LegSettlCurrencyCodeSource | N | |
β1379 | LegVolatility | N | |
β1381 | LegDividendYield | N | |
β1383 | LegCurrencyRatio | N | |
β1384 | LegExecInst | N | |
β1689 | LegShortSaleExemptionReason | N | Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. |
LegPaymentScheduleFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40927 | NoLegPaymentScheduleFixingDateBusinessCenters | N | |
β40400 | LegPaymentScheduleFixingDateBusinessCenter | N | Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. |
LegPaymentScheduleFixingDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41530 | NoLegPaymentScheduleFixingDays | N | |
β41531 | LegPaymentScheduleFixingDayOfWeek | N | Required if NoLegPaymentScheduleFixingDays(41530) > 0. |
β41532 | LegPaymentScheduleFixingDayNumber | N |
LegPaymentScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40374 | NoLegPaymentSchedules | N | |
β40375 | LegPaymentScheduleType | N | Required if NoLegPaymentSchedules(40374) > 0. |
β41533 | LegPaymentScheduleXID | N | |
β41534 | LegPaymentScheduleXIDRef | N | |
β40376 | LegPaymentScheduleStubType | N | |
β40377 | LegPaymentScheduleStartDateUnadjusted | N | |
β40378 | LegPaymentScheduleEndDateUnadjusted | N | |
β40379 | LegPaymentSchedulePaySide | N | |
β40380 | LegPaymentScheduleReceiveSide | N | |
β40381 | LegPaymentScheduleNotional | N | |
β40382 | LegPaymentScheduleCurrency | N | |
β40383 | LegPaymentScheduleRate | N | |
β40384 | LegPaymentScheduleRateMultiplier | N | |
β40385 | LegPaymentScheduleRateSpread | N | |
β41535 | LegPaymentScheduleRateCurrency | N | |
β41536 | LegPaymentScheduleRateUnitOfMeasure | N | |
β41537 | LegPaymentScheduleRateConversionFactor | N | |
β41538 | LegPaymentScheduleRateSpreadType | N | |
β40386 | LegPaymentScheduleRateSpreadPositionType | N | |
β40387 | LegPaymentScheduleRateTreatment | N | |
β40388 | LegPaymentScheduleFixedAmount | N | |
β40389 | LegPaymentScheduleFixedCurrency | N | |
β41539 | LegPaymentScheduleSettlPeriodPrice | N | |
β41540 | LegPaymentScheduleSettlPeriodPriceCurrency | N | |
β41541 | LegPaymentScheduleSettlPeriodPriceUnitOfMeasure | N | |
β41542 | LegPaymentScheduleStepUnitOfMeasure | N | |
β40390 | LegPaymentScheduleStepFrequencyPeriod | N | Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. |
β40391 | LegPaymentScheduleStepFrequencyUnit | N | Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. |
β40392 | LegPaymentScheduleStepOffsetValue | N | |
β40393 | LegPaymentScheduleStepRate | N | |
β40394 | LegPaymentScheduleStepOffsetRate | N | |
β40395 | LegPaymentScheduleStepRelativeTo | N | |
βComponent | LegPaymentScheduleRateSourceGrp | N | |
β40396 | LegPaymentScheduleFixingDateUnadjusted | N | |
β40397 | LegPaymentScheduleWeight | N | |
β40398 | LegPaymentScheduleFixingDateRelativeTo | N | |
β40399 | LegPaymentScheduleFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. |
βComponent | LegPaymentScheduleFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. |
β40401 | LegPaymentScheduleFixingDateOffsetPeriod | N | Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. |
β40402 | LegPaymentScheduleFixingDateOffsetUnit | N | Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. |
β40403 | LegPaymentScheduleFixingDateOffsetDayType | N | |
β41543 | LegPaymentScheduleFixingDayDistribution | N | |
β41544 | LegPaymentScheduleFixingDayCount | N | |
β40404 | LegPaymentScheduleFixingDateAdjusted | N | |
βComponent | LegPaymentScheduleFixingDayGrp | N | |
β41545 | LegPaymentScheduleFixingLagPeriod | N | Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. |
β41546 | LegPaymentScheduleFixingLagUnit | N | Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. |
β41547 | LegPaymentScheduleFixingFirstObservationDateOffsetPeriod | N | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. |
β41548 | LegPaymentScheduleFixingFirstObservationDateOffsetUnit | N | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. |
β40405 | LegPaymentScheduleFixingTime | N | |
β40406 | LegPaymentScheduleFixingTimeBusinessCenter | N | |
β40407 | LegPaymentScheduleInterimExchangePaymentDateRelativeTo | N | |
β40408 | LegPaymentScheduleInterimExchangeDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. |
βComponent | LegPaymentScheduleInterimExchangeDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. |
β40410 | LegPaymentScheduleInterimExchangeDatesOffsetPeriod | N | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. |
β40411 | LegPaymentScheduleInterimExchangeDatesOffsetUnit | N | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. |
β40412 | LegPaymentScheduleInterimExchangeDatesOffsetDayType | N | |
β40413 | LegPaymentScheduleInterimExchangeDateAdjusted | N |
LegPaymentScheduleInterimExchangeDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40928 | NoLegPaymentScheduleInterimExchangeDateBusinessCenters | N | |
β40409 | LegPaymentScheduleInterimExchangeDatesBusinessCenter | N | Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. |
LegPaymentScheduleRateSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40414 | NoLegPaymentScheduleRateSources | N | |
β40415 | LegPaymentScheduleRateSource | N | Required if NoLegPaymentScheduleRateSources(40414) > 0. |
β40416 | LegPaymentScheduleRateSourceType | N | Required if NoLegPaymentScheduleRateSources(40414) > 0. |
β40417 | LegPaymentScheduleReferencePage | N | Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). |
LegPaymentStream
Tag | Name | Req’d | Description |
---|---|---|---|
40279 | LegPaymentStreamType | N | |
40280 | LegPaymentStreamMarketRate | N | |
40281 | LegPaymentStreamDelayIndicator | N | |
42399 | LegPaymentStreamCashSettlIndicator | N | |
40282 | LegPaymentStreamSettlCurrency | N | |
40283 | LegPaymentStreamDayCount | N | |
43108 | LegPaymentStreamOtherDayCount | N | May be used to specify a count method not listed in LegPaymentStreamDayCount(40283). |
40284 | LegPaymentStreamAccrualDays | N | |
40285 | LegPaymentStreamDiscountType | N | |
40286 | LegPaymentStreamDiscountRate | N | |
40287 | LegPaymentStreamDiscountRateDayCount | N | |
40288 | LegPaymentStreamCompoundingMethod | N | |
42400 | LegPaymentStreamCompoundingXIDRef | N | Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. |
42401 | LegPaymentStreamCompoundingSpread | N | |
42402 | LegPaymentStreamInterpolationMethod | N | |
42403 | LegPaymentStreamInterpolationPeriod | N | |
40289 | LegPaymentStreamInitialPrincipalExchangeIndicator | N | |
40290 | LegPaymentStreamInterimPrincipalExchangeIndicator | N | |
40291 | LegPaymentStreamFinalPrincipalExchangeIndicator | N | |
41549 | LegPaymentStreamFlatRateIndicator | N | |
41550 | LegPaymentStreamFlatRateAmount | N | |
41551 | LegPaymentStreamFlatRateCurrency | N | |
41552 | LegStreamMaximumPaymentAmount | N | |
41553 | LegStreamMaximumPaymentCurrency | N | |
41554 | LegStreamMaximumTransactionAmount | N | |
41555 | LegStreamMaximumTransactionCurrency | N | |
Component | LegPaymentStreamPaymentDates | N | |
Component | LegPaymentStreamResetDates | N | |
Component | LegPaymentStreamFixedRate | N | |
Component | LegPaymentStreamFloatingRate | N | |
42404 | LegPaymentStreamCompoundingFixedRate | N | Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. |
Component | LegPaymentStreamCompoundingFloatingRate | N | Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). |
Component | LegPaymentStreamCompoundingDates | N | |
Component | LegPaymentStreamNonDeliverableSettlTerms | N |
LegPaymentStreamCompoundingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42405 | NoLegPaymentStreamCompoundingDates | N | |
β42406 | LegPaymentStreamCompoundingDate | N | Required if NoLegPaymentStreamCompoundingDates(42405) > 0. |
β42407 | LegPaymentStreamCompoundingDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
LegPaymentStreamCompoundingDates
Tag | Name | Req’d | Description |
---|---|---|---|
42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. |
Component | LegPaymentStreamCompoundingDatesBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. |
Component | LegPaymentStreamCompoundingDateGrp | N | |
42409 | LegPaymentStreamCompoundingDatesRelativeTo | N | |
42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | N | Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. |
42411 | LegPaymentStreamCompoundingDatesOffsetUnit | N | Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. |
42412 | LegPaymentStreamCompoundingDatesOffsetDayType | N | |
42413 | LegPaymentStreamCompoundingPeriodSkip | N | |
Component | LegPaymentStreamCompoundingStartDate | N | |
Component | LegPaymentStreamCompoundingEndDate | N | |
42414 | LegPaymentStreamCompoundingFrequencyPeriod | N | Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. |
42415 | LegPaymentStreamCompoundingFrequencyUnit | N | Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. |
42416 | LegPaymentStreamCompoundingRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. |
42417 | LegPaymentStreamBoundsFirstDateUnadjusted | N | |
42418 | LegPaymentStreamBoundsLastDateUnadjusted | N |
LegPaymentStreamCompoundingDatesBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42419 | NoLegPaymentStreamCompoundingDatesBusinessCenters | N | |
β42420 | LegPaymentStreamCompoundingDatesBusinessCenter | N | Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. |
LegPaymentStreamCompoundingEndDate
Tag | Name | Req’d | Description |
---|---|---|---|
42421 | LegPaymentStreamCompoundingEndDateUnadjusted | N | |
42422 | LegPaymentStreamCompoundingEndDateRelativeTo | N | |
42423 | LegPaymentStreamCompoundingEndDateOffsetPeriod | N | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. |
42424 | LegPaymentStreamCompoundingEndDateOffsetUnit | N | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. |
42425 | LegPaymentStreamCompoundingEndDateOffsetDayType | N | |
42426 | LegPaymentStreamCompoundingEndDateAdjusted | N |
LegPaymentStreamCompoundingFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
42427 | LegPaymentStreamCompoundingRateIndex | N | |
42428 | LegPaymentStreamCompoundingRateIndexCurvePeriod | N | Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. |
42429 | LegPaymentStreamCompoundingRateIndexCurveUnit | N | Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. |
42430 | LegPaymentStreamCompoundingRateMultiplier | N | |
42431 | LegPaymentStreamCompoundingRateSpread | N | |
42432 | LegPaymentStreamCompoundingRateSpreadPositionType | N | |
42433 | LegPaymentStreamCompoundingRateTreatment | N | |
42434 | LegPaymentStreamCompoundingCapRate | N | |
42435 | LegPaymentStreamCompoundingCapRateBuySide | N | |
42436 | LegPaymentStreamCompoundingCapRateSellSide | N | |
42437 | LegPaymentStreamCompoundingFloorRate | N | |
42438 | LegPaymentStreamCompoundingFloorRateBuySide | N | |
42439 | LegPaymentStreamCompoundingFloorRateSellSide | N | |
42440 | LegPaymentStreamCompoundingInitialRate | N | |
42441 | LegPaymentStreamCompoundingFinalRateRoundingDirection | N | |
42442 | LegPaymentStreamCompoundingFinalRatePrecision | N | |
42443 | LegPaymentStreamCompoundingAveragingMethod | N | |
42444 | LegPaymentStreamCompoundingNegativeRateTreatment | N |
LegPaymentStreamCompoundingStartDate
Tag | Name | Req’d | Description |
---|---|---|---|
42445 | LegPaymentStreamCompoundingStartDateUnadjusted | N | |
42446 | LegPaymentStreamCompoundingStartDateRelativeTo | N | |
42447 | LegPaymentStreamCompoundingStartDateOffsetPeriod | N | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. |
42448 | LegPaymentStreamCompoundingStartDateOffsetUnit | N | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. |
42449 | LegPaymentStreamCompoundingStartDateOffsetDayType | N | |
42450 | LegPaymentStreamCompoundingStartDateAdjusted | N |
LegPaymentStreamFinalPricePaymentDate
Tag | Name | Req’d | Description |
---|---|---|---|
42453 | LegPaymentStreamFinalPricePaymentDateUnadjusted | N | |
42454 | LegPaymentStreamFinalPricePaymentDateRelativeTo | N | |
42455 | LegPaymentStreamFinalPricePaymentDateOffsetPeriod | N | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. |
42456 | LegPaymentStreamFinalPricePaymentDateOffsetUnit | N | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. |
42457 | LegPaymentStreamFinalPricePaymentDateOffsetDayType | N | |
42458 | LegPaymentStreamFinalPricePaymentDateAdjusted | N |
LegPaymentStreamFixedRate
Tag | Name | Req’d | Description |
---|---|---|---|
40326 | LegPaymentStreamRate | N | Mutually exclusive with LegPaymentStreamFixedAmount(40327). |
40327 | LegPaymentStreamFixedAmount | N | Mutually exclusive with LegPaymentStreamRate(40326). |
40328 | LegPaymentStreamRateOrAmountCurrency | N | |
41556 | LegPaymentStreamFixedAmountUnitOfMeasure | N | |
41557 | LegPaymentStreamTotalFixedAmount | N | |
40329 | LegPaymentStreamFutureValueNotional | N | |
40330 | LegPaymentStreamFutureValueDateAdjusted | N | |
41558 | LegPaymentStreamWorldScaleRate | N | |
41559 | LegPaymentStreamContractPrice | N | |
41560 | LegPaymentStreamContractPriceCurrency | N |
LegPaymentStreamFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40933 | NoLegPaymentStreamFixingDateBusinessCenters | N | |
β40318 | LegPaymentStreamFixingDateBusinessCenter | N | Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. |
LegPaymentStreamFixingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42459 | NoLegPaymentStreamFixingDates | N | |
β42460 | LegPaymentStreamFixingDate | N | Required if NoLegPaymentStreamFixingDates(42459) > 0. |
β42461 | LegPaymentStreamFixingDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
LegPaymentStreamFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
40331 | LegPaymentStreamRateIndex | N | |
40332 | LegPaymentStreamRateIndexSource | N | |
43088 | LegPaymentStreamRateIndexID | N | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. |
43089 | LegPaymentStreamRateIndexIDSource | N | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. |
40333 | LegPaymentStreamRateIndexCurveUnit | N | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. |
40334 | LegPaymentStreamRateIndexCurvePeriod | N | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. |
43116 | LegPaymentStreamRateIndex2 | N | |
43117 | LegPaymentStreamRateIndex2Source | N | |
43118 | LegPaymentStreamRateIndex2ID | N | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified. |
43119 | LegPaymentStreamRateIndex2IDSource | N | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified. |
41563 | LegPaymentStreamRateIndex2CurveUnit | N | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified. |
41564 | LegPaymentStreamRateIndex2CurvePeriod | N | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified. |
41565 | LegPaymentStreamRateIndexLocation | N | |
41566 | LegPaymentStreamRateIndexLevel | N | |
41567 | LegPaymentStreamRateIndexUnitOfMeasure | N | |
41568 | LegPaymentStreamSettlLevel | N | |
41569 | LegPaymentStreamReferenceLevel | N | |
41570 | LegPaymentStreamReferenceLevelUnitOfMeasure | N | |
41571 | LegPaymentStreamReferenceLevelEqualsZeroIndicator | N | |
40335 | LegPaymentStreamRateMultiplier | N | |
40336 | LegPaymentStreamRateSpread | N | |
41572 | LegPaymentStreamRateSpreadCurrency | N | |
41573 | LegPaymentStreamRateSpreadUnitOfMeasure | N | |
41574 | LegPaymentStreamRateConversionFactor | N | |
41575 | LegPaymentStreamRateSpreadType | N | |
40337 | LegPaymentStreamRateSpreadPositionType | N | |
40338 | LegPaymentStreamRateTreatment | N | |
40339 | LegPaymentStreamCapRate | N | |
40340 | LegPaymentStreamCapRateBuySide | N | |
40341 | LegPaymentStreamCapRateSellSide | N | |
40342 | LegPaymentStreamFloorRate | N | |
40343 | LegPaymentStreamFloorRateBuySide | N | |
40344 | LegPaymentStreamFloorRateSellSide | N | |
40345 | LegPaymentStreamInitialRate | N | |
41576 | LegPaymentStreamLastResetRate | N | |
41577 | LegPaymentStreamFinalRate | N | |
40346 | LegPaymentStreamFinalRateRoundingDirection | N | |
40347 | LegPaymentStreamFinalRatePrecision | N | |
40348 | LegPaymentStreamAveragingMethod | N | |
40349 | LegPaymentStreamNegativeRateTreatment | N | |
41578 | LegPaymentStreamCalculationLagPeriod | N | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. |
41579 | LegPaymentStreamCalculationLagUnit | N | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. |
42462 | LegPaymentStreamFirstObservationDateUnadjusted | N | |
42463 | LegPaymentStreamFirstObservationDateRelativeTo | N | |
42464 | LegPaymentStreamFirstObservationDateOffsetDayType | N | |
41580 | LegPaymentStreamFirstObservationDateOffsetPeriod | N | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. |
41581 | LegPaymentStreamFirstObservationDateOffsetUnit | N | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. |
42465 | LegPaymentStreamFirstObservationDateAdjusted | N | |
41582 | LegPaymentStreamPricingDayType | N | |
41583 | LegPaymentStreamPricingDayDistribution | N | |
41584 | LegPaymentStreamPricingDayCount | N | |
41585 | LegPaymentStreamPricingBusinessCalendar | N | |
41586 | LegPaymentStreamPricingBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. |
Component | LegPaymentStreamPricingBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. |
Component | LegPaymentStreamPricingDayGrp | N | |
Component | LegPaymentStreamPricingDateGrp | N | |
40350 | LegPaymentStreamInflationLagPeriod | N | Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. |
40351 | LegPaymentStreamInflationLagUnit | N | Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. |
40352 | LegPaymentStreamInflationLagDayType | N | |
40353 | LegPaymentStreamInflationInterpolationMethod | N | |
40354 | LegPaymentStreamInflationIndexSource | N | |
40355 | LegPaymentStreamInflationPublicationSource | N | |
40356 | LegPaymentStreamInflationInitialIndexLevel | N | |
40357 | LegPaymentStreamInflationFallbackBondApplicable | N | |
40358 | LegPaymentStreamFRADiscounting | N | |
42466 | LegPaymentStreamUnderlierRefID | N | |
Component | LegPaymentStreamFormula | N | |
Component | LegDividendConditions | N | |
42467 | LegReturnRateNotionalReset | N | |
Component | LegReturnRateGrp | N | |
42468 | LegPaymentStreamLinkInitialLevel | N | |
42469 | LegPaymentStreamLinkClosingLevelIndicator | N | |
42470 | LegPaymentStreamLinkExpiringLevelIndicator | N | |
42471 | LegPaymentStreamLinkEstimatedTradingDays | N | |
42472 | LegPaymentStreamLinkStrikePrice | N | |
42473 | LegPaymentStreamLinkStrikePriceType | N | |
42474 | LegPaymentStreamLinkMaximumBoundary | N | |
42475 | LegPaymentStreamLinkMinimumBoundary | N | |
42476 | LegPaymentStreamLinkNumberOfDataSeries | N | |
42477 | LegPaymentStreamVarianceUnadjustedCap | N | |
42478 | LegPaymentStreamRealizedVarianceMethod | N | |
42479 | LegPaymentStreamDaysAdjustmentIndicator | N | |
42480 | LegPaymentStreamNearestExchangeContractRefID | N | |
42481 | LegPaymentStreamVegaNotionalAmount | N |
LegPaymentStreamFormula
Tag | Name | Req’d | Description |
---|---|---|---|
42482 | LegPaymentStreamFormulaCurrency | N | |
42483 | LegPaymentStreamFormulaCurrencyDeterminationMethod | N | |
42484 | LegPaymentStreamFormulaReferenceAmount | N | |
Component | LegPaymentStreamFormulaMathGrp | N | |
Component | LegPaymentStreamFormulaImage | N |
LegPaymentStreamFormulaImage
Tag | Name | Req’d | Description |
---|---|---|---|
42451 | LegPaymentStreamFormulaImageLength | N | Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. |
42452 | LegPaymentStreamFormulaImage | N | Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. |
LegPaymentStreamFormulaMathGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42485 | NoLegPaymentStreamFormulas | N | |
β43110 | LegPaymentStreamFormulaLength | N | Required if NoLegPaymentStreamFormulas(42485) > 0. |
β42486 | LegPaymentStreamFormula | N | Required if NoLegPaymentStreamFormulas(42485) > 0. |
β42487 | LegPaymentStreamFormulaDesc | N |
LegPaymentStreamInitialFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40932 | NoLegPaymentStreamInitialFixingDateBusinessCenters | N | |
β40311 | LegPaymentStreamInitialFixingDateBusinessCenter | N | Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. |
LegPaymentStreamNonDeliverableFixingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40367 | NoLegNonDeliverableFixingDates | N | |
β40368 | LegNonDeliverableFixingDate | N | Required if NoLegNonDeliverableFixingDates(40367) > 0. |
β40369 | LegNonDeliverableFixingDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40929 | NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters | N | |
β40361 | LegPaymentStreamNonDeliverableFixingDatesBusinessCenter | N | Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. |
LegPaymentStreamNonDeliverableSettlRateSource
Tag | Name | Req’d | Description |
---|---|---|---|
40087 | LegPaymentStreamNonDeliverableSettlRateSource | N | |
40228 | LegPaymentStreamNonDeliverableSettlReferencePage | N | Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). |
LegPaymentStreamNonDeliverableSettlTerms
Tag | Name | Req’d | Description |
---|---|---|---|
40359 | LegPaymentStreamNonDeliverableRefCurrency | N | |
40360 | LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency’s fixing date. |
Component | LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency’s fixing date. |
40362 | LegPaymentStreamNonDeliverableFixingDatesRelativeTo | N | |
40363 | LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod | N | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. |
40364 | LegPaymentStreamNonDeliverableFixingDatesOffsetUnit | N | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. |
40365 | LegPaymentStreamNonDeliverableFixingDatesOffsetDayType | N | |
Component | LegPaymentStreamNonDeliverableSettlRateSource | N | |
Component | LegPaymentStreamNonDeliverableFixingDateGrp | N | |
Component | LegSettlRateDisruptionFallbackGrp | N |
LegPaymentStreamPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40930 | NoLegPaymentStreamPaymentDateBusinessCenters | N | |
β40293 | LegPaymentStreamPaymentDateBusinessCenter | N | Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. |
LegPaymentStreamPaymentDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41589 | NoLegPaymentStreamPaymentDates | N | |
β41590 | LegPaymentStreamPaymentDate | N | Required if NoLegPaymentStreamPaymentDates(41589) > 0. |
β41591 | LegPaymentStreamPaymentDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegPaymentStreamPaymentDates
Tag | Name | Req’d | Description |
---|---|---|---|
40292 | LegPaymentStreamPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. |
Component | LegPaymentStreamPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. |
Component | LegPaymentStreamPaymentDateGrp | N | |
40294 | LegPaymentStreamPaymentFrequencyPeriod | N | Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. |
40295 | LegPaymentStreamPaymentFrequencyUnit | N | Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. |
40296 | LegPaymentStreamPaymentRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. |
40297 | LegPaymentStreamFirstPaymentDateUnadjusted | N | |
40298 | LegPaymentStreamLastRegularPaymentDateUnadjusted | N | |
40299 | LegPaymentStreamPaymentDateRelativeTo | N | |
40300 | LegPaymentStreamPaymentDateOffsetPeriod | N | Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. |
40301 | LegPaymentStreamPaymentDateOffsetUnit | N | Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. |
40302 | LegPaymentStreamPaymentDateOffsetDayType | N | |
41592 | LegPaymentStreamMasterAgreementPaymentDatesIndicator | N | |
Component | LegPaymentStreamFinalPricePaymentDate | N |
LegPaymentStreamPricingBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41561 | NoLegPaymentStreamPricingBusinessCenters | N | |
β41562 | LegPaymentStreamPricingBusinessCenter | N | Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. |
LegPaymentStreamPricingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41593 | NoLegPaymentStreamPricingDates | N | |
β41594 | LegPaymentStreamPricingDate | N | Required if NoPaymentStreamPricingDates(41593) > 0. |
β41595 | LegPaymentStreamPricingDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegPaymentStreamPricingDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41596 | NoLegPaymentStreamPricingDays | N | |
β41597 | LegPaymentStreamPricingDayOfWeek | N | Required if NoLegPaymentStreamPricingDays(41596) > 0. |
β41598 | LegPaymentStreamPricingDayNumber | N |
LegPaymentStreamResetDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40931 | NoLegPaymentStreamResetDateBusinessCenters | N | |
β40305 | LegPaymentStreamResetDateBusinessCenter | N | Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. |
LegPaymentStreamResetDates
Tag | Name | Req’d | Description |
---|---|---|---|
40303 | LegPaymentStreamResetDateRelativeTo | N | |
40304 | LegPaymentStreamResetDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. |
Component | LegPaymentStreamResetDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. |
40306 | LegPaymentStreamResetFrequencyPeriod | N | Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. |
40307 | LegPaymentStreamResetFrequencyUnit | N | Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. |
40308 | LegPaymentStreamResetWeeklyRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. |
40309 | LegPaymentStreamInitialFixingDateRelativeTo | N | |
40310 | LegPaymentStreamInitialFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. |
Component | LegPaymentStreamInitialFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. |
40312 | LegPaymentStreamInitialFixingDateOffsetPeriod | N | Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. |
40313 | LegPaymentStreamInitialFixingDateOffsetUnit | N | Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. |
40314 | LegPaymentStreamInitialFixingDateOffsetDayType | N | |
40315 | LegPaymentStreamInitialFixingDateAdjusted | N | |
40316 | LegPaymentStreamFixingDateRelativeTo | N | |
40317 | LegPaymentStreamFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. |
Component | LegPaymentStreamFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. |
40319 | LegPaymentStreamFixingDateOffsetPeriod | N | Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. |
40320 | LegPaymentStreamFixingDateOffsetUnit | N | Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. |
40321 | LegPaymentStreamFixingDateOffsetDayType | N | |
40322 | LegPaymentStreamFixingDateAdjusted | N | |
40323 | LegPaymentStreamRateCutoffDateOffsetPeriod | N | Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. |
40324 | LegPaymentStreamRateCutoffDateOffsetUnit | N | Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. |
40325 | LegPaymentStreamRateCutoffDateOffsetDayType | N | |
Component | LegPaymentStreamFixingDateGrp | N |
LegPaymentStubEndDate
Tag | Name | Req’d | Description |
---|---|---|---|
42488 | LegPaymentStubEndDateUnadjusted | N | |
42489 | LegPaymentStubEndDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. |
Component | LegPaymentStubEndDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. |
42490 | LegPaymentStubEndDateRelativeTo | N | |
42491 | LegPaymentStubEndDateOffsetPeriod | N | Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. |
42492 | LegPaymentStubEndDateOffsetUnit | N | Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. |
42493 | LegPaymentStubEndDateOffsetDayType | N | |
42494 | LegPaymentStubEndDateAdjusted | N |
LegPaymentStubEndDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42495 | NoLegPaymentStubEndDateBusinessCenters | N | |
β42496 | LegPaymentStubEndDateBusinessCenter | N | Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. |
LegPaymentStubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40418 | NoLegPaymentStubs | N | |
β40419 | LegPaymentStubType | N | Required if NoLegPaymentStubs(40418) > 0. |
β40420 | LegPaymentStubLength | N | |
βComponent | LegPaymentStubStartDate | N | |
βComponent | LegPaymentStubEndDate | N | |
β40421 | LegPaymentStubRate | N | |
β40422 | LegPaymentStubFixedAmount | N | |
β40423 | LegPaymentStubFixedCurrency | N | |
β40424 | LegPaymentStubIndex | N | |
β40425 | LegPaymentStubIndexSource | N | |
β40426 | LegPaymentStubIndexCurvePeriod | N | Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. |
β40427 | LegPaymentStubIndexCurveUnit | N | Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. |
β40428 | LegPaymentStubIndexRateMultiplier | N | |
β40429 | LegPaymentStubIndexRateSpread | N | |
β40430 | LegPaymentStubIndexRateSpreadPositionType | N | |
β40431 | LegPaymentStubIndexRateTreatment | N | |
β40432 | LegPaymentStubIndexCapRate | N | |
β40433 | LegPaymentStubIndexCapRateBuySide | N | |
β40434 | LegPaymentStubIndexCapRateSellSide | N | |
β40435 | LegPaymentStubIndexFloorRate | N | |
β40436 | LegPaymentStubIndexFloorRateBuySide | N | |
β40437 | LegPaymentStubIndexFloorRateSellSide | N | |
β40438 | LegPaymentStubIndex2 | N | |
β40439 | LegPaymentStubIndex2Source | N | |
β40440 | LegPaymentStubIndex2CurvePeriod | N | Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. |
β40441 | LegPaymentStubIndex2CurveUnit | N | Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. |
β40442 | LegPaymentStubIndex2RateMultiplier | N | |
β40443 | LegPaymentStubIndex2RateSpread | N | |
β40444 | LegPaymentStubIndex2RateSpreadPositionType | N | |
β40445 | LegPaymentStubIndex2RateTreatment | N | |
β40446 | LegPaymentStubIndex2CapRate | N | |
β40447 | LegPaymentStubIndex2FloorRate | N |
LegPaymentStubStartDate
Tag | Name | Req’d | Description |
---|---|---|---|
42497 | LegPaymentStubStartDateUnadjusted | N | |
42498 | LegPaymentStubStartDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. |
Component | LegPaymentStubStartDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. |
42499 | LegPaymentStubStartDateRelativeTo | N | |
42500 | LegPaymentStubStartDateOffsetPeriod | N | Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. |
42501 | LegPaymentStubStartDateOffsetUnit | N | Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. |
42502 | LegPaymentStubStartDateOffsetDayType | N | |
42503 | LegPaymentStubStartDateAdjusted | N |
LegPaymentStubStartDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42504 | NoLegPaymentStubStartDateBusinessCenters | N | |
β42505 | LegPaymentStubStartDateBusinessCenter | N | Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. |
LegPhysicalSettlDeliverableObligationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41604 | NoLegPhysicalSettlDeliverableObligations | N | |
β41605 | LegPhysicalSettlDeliverableObligationType | N | Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. |
β41606 | LegPhysicalSettlDeliverableObligationValue | N |
LegPhysicalSettlTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41599 | NoLegPhysicalSettlTerms | N | |
βComponent | LegPhysicalSettlDeliverableObligationGrp | N | Required if NoLegPhysicalSettlTerms(41599) > 0. |
β41601 | LegPhysicalSettlCurency | N | |
β41602 | LegPhysicalSettlBusinessDays | N | |
β41603 | LegPhysicalSettlMaximumBusinessDays | N | |
β41600 | LegPhysicalSettlTermXID | N |
LegPreAllocGrp
Tag | Name | Req’d | Description |
---|---|---|---|
670 | NoLegAllocs | N | |
β671 | LegAllocAccount | N | |
β672 | LegIndividualAllocID | N | |
βComponent | NestedParties2 | N | |
β673 | LegAllocQty | N | |
β674 | LegAllocAcctIDSource | N | |
β1367 | LegAllocSettlCurrency | N | |
β2928 | LegAllocSettlCurrencyCodeSource | N | |
β1756 | LegCustodialLotID | N | Only used for specific lot trades. |
β1757 | LegVersusPurchaseDate | N | Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. |
β1758 | LegVersusPurchasePrice | N | Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. |
β1759 | LegCurrentCostBasis | N | Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified |
LegPricingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41607 | NoLegPricingDateBusinessCenters | N | |
β41608 | LegPricingDateBusinessCenter | N | Required if NoLegPricingDateBusinessCenters(41607) > 0. |
LegPricingDateTime
Tag | Name | Req’d | Description |
---|---|---|---|
41609 | LegPricingDateUnadjusted | N | |
41610 | LegPricingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. |
Component | LegPricingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. |
41611 | LegPricingDateAdjusted | N | |
41612 | LegPricingTime | N | |
41613 | LegPricingTimeBusinessCenter | N |
LegProtectionTermEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41625 | NoLegProtectionTermEvents | N | |
β41626 | LegProtectionTermEventType | N | Required if NoLegProtectionTermEvents(41625) > 0. |
β41627 | LegProtectionTermEventValue | N | |
β41628 | LegProtectionTermEventCurrency | N | |
β41629 | LegProtectionTermEventPeriod | N | Conditionally required when LegProtectionTermEventUnit(41630). |
β41630 | LegProtectionTermEventUnit | N | Conditionally required when LegProtectionTermEventPeriod(41629). |
β41631 | LegProtectionTermEventDayType | N | |
β41632 | LegProtectionTermEventRateSource | N | |
βComponent | LegProtectionTermEventQualifierGrp | N |
LegProtectionTermEventNewsSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41614 | NoLegProtectionTermEventNewsSources | N | |
β41615 | LegProtectionTermEventNewsSource | N | Required if NoLegProtectionTermEventNewsSources(41614) > 0. |
LegProtectionTermEventQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41633 | NoLegProtectionTermEventQualifiers | N | |
β41634 | LegProtectionTermEventQualifier | N | Required if NoLegProtectionTermEventQualifiers(41633) > 0. |
LegProtectionTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41616 | NoLegProtectionTerms | N | |
β41618 | LegProtectionTermNotional | N | Required if NoLegProtectionTerms(41616) > 0. |
β41619 | LegProtectionTermCurrency | N | |
β41620 | LegProtectionTermSellerNotifies | N | |
β41621 | LegProtectionTermBuyerNotifies | N | |
β41622 | LegProtectionTermEventBusinessCenter | N | |
β41623 | LegProtectionTermStandardSources | N | |
β41624 | LegProtectionTermEventMinimumSources | N | |
βComponent | LegProtectionTermEventNewsSourceGrp | N | |
βComponent | LegProtectionTermEventGrp | N | |
βComponent | LegProtectionTermObligationGrp | N | |
β41617 | LegProtectionTermXID | N |
LegProtectionTermObligationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41635 | NoLegProtectionTermObligations | N | |
β41636 | LegProtectionTermObligationType | N | Required if NoLegProtectionTermObligations(41635) > 0. |
β41637 | LegProtectionTermObligationValue | N |
LegProvisionCashSettlPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40934 | NoLegProvisionCashSettlPaymentDateBusinessCenters | N | |
β40517 | LegProvisionCashSettlPaymentDateBusinessCenter | N | Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. |
LegProvisionCashSettlPaymentDates
Tag | Name | Req’d | Description |
---|---|---|---|
40516 | LegProvisionCashSettlPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. |
Component | LegProvisionCashSettlPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. |
40518 | LegProvisionCashSettlPaymentDateRelativeTo | N | |
40519 | LegProvisionCashSettlPaymentDateOffsetPeriod | N | Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. |
40520 | LegProvisionCashSettlPaymentDateOffsetUnit | N | Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. |
40521 | LegProvisionCashSettlPaymentDateOffsetDayType | N | |
40522 | LegProvisionCashSettlPaymentDateRangeFirst | N | |
40523 | LegProvisionCashSettlPaymentDateRangeLast | N | |
Component | LegProvisionCashSettlPaymentFixedDateGrp | N |
LegProvisionCashSettlPaymentFixedDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40473 | NoLegProvisionCashSettlPaymentDates | N | |
β40474 | LegProvisionCashSettlPaymentDate | N | Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. |
β40475 | LegProvisionCashSettlPaymentDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegProvisionCashSettlQuoteSource
Tag | Name | Req’d | Description |
---|---|---|---|
40470 | LegProvisionCashSettlQuoteSource | N | |
41407 | LegProvisionCashSettlQuoteReferencePage | N |
LegProvisionCashSettlValueDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40935 | NoLegProvisionCashSettlValueDateBusinessCenters | N | |
β40527 | LegProvisionCashSettlValueDateBusinessCenter | N | Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. |
LegProvisionCashSettlValueDates
Tag | Name | Req’d | Description |
---|---|---|---|
40524 | LegProvisionCashSettlValueTime | N | |
40525 | LegProvisionCashSettlValueTimeBusinessCenter | N | |
40526 | LegProvisionCashSettlValueDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. |
Component | LegProvisionCashSettlValueDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. |
40528 | LegProvisionCashSettlValueDateRelativeTo | N | |
40529 | LegProvisionCashSettlValueDateOffsetPeriod | N | Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. |
40530 | LegProvisionCashSettlValueDateOffsetUnit | N | Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. |
40531 | LegProvisionCashSettlValueDateOffsetDayType | N | |
40532 | LegProvisionCashSettlValueDateAdjusted | N |
LegProvisionDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40939 | NoLegProvisionDateBusinessCenters | N | |
β40452 | LegProvisionDateBusinessCenter | N | Required if NoLegProvisionDateBusinessCenters(40939) > 0. |
LegProvisionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40448 | NoLegProvisions | N | |
β40449 | LegProvisionType | N | Required if NoLegProvisions(40448) > 0. |
β40450 | LegProvisionDateUnadjusted | N | |
β40451 | LegProvisionDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument’s leg provision. |
βComponent | LegProvisionDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument’s leg provision. |
β40453 | LegProvisionDateAdjusted | N | |
β40454 | LegProvisionDateTenorPeriod | N | Conditionally required when LegProvisionDateTenorUnit(40455) is specified. |
β40455 | LegProvisionDateTenorUnit | N | Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. |
β42506 | LegProvisionBreakFeeElection | N | |
β42507 | LegProvisionBreakFeeRate | N | |
β40456 | LegProvisionCalculationAgent | N | |
β40457 | LegProvisionOptionSinglePartyBuyerSide | N | |
β40458 | LegProvisionOptionSinglePartySellerSide | N | |
βComponent | LegProvisionCashSettlValueDates | N | |
βComponent | LegProvisionOptionExerciseDates | N | |
βComponent | LegProvisionOptionExpirationDate | N | |
βComponent | LegProvisionOptionRelevantUnderlyingDate | N | |
β40459 | LegProvisionOptionExerciseStyle | N | |
β40460 | LegProvisionOptionExerciseMultipleNotional | N | |
β40461 | LegProvisionOptionExerciseMinimumNotional | N | |
β40462 | LegProvisionOptionExerciseMaximumNotional | N | |
β40463 | LegProvisionOptionMinimumNumber | N | |
β40464 | LegProvisionOptionMaximumNumber | N | |
β40465 | LegProvisionOptionExerciseConfirmation | N | |
βComponent | LegProvisionCashSettlPaymentDates | N | |
β40466 | LegProvisionCashSettlMethod | N | |
β40467 | LegProvisionCashSettlCurrency | N | |
β40468 | LegProvisionCashSettlCurrency2 | N | |
β40469 | LegProvisionCashSettlQuoteType | N | |
βComponent | LegProvisionCashSettlQuoteSource | N | |
β40472 | LegProvisionText | N | |
β40980 | EncodedLegProvisionTextLen | N | Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. |
β40981 | EncodedLegProvisionText | N | Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. |
βComponent | LegProvisionParties | N |
LegProvisionOptionExerciseBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40936 | NoLegProvisionOptionExerciseBusinessCenters | N | |
β40477 | LegProvisionOptionExerciseBusinessCenter | N | Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. |
LegProvisionOptionExerciseDates
Tag | Name | Req’d | Description |
---|---|---|---|
40476 | LegProvisionOptionExerciseBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. |
Component | LegProvisionOptionExerciseBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. |
Component | LegProvisionOptionExerciseFixedDateGrp | N | |
40478 | LegProvisionOptionExerciseEarliestDateOffsetPeriod | N | Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. |
40479 | LegProvisionOptionExerciseEarliestDateOffsetUnit | N | Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. |
40480 | LegProvisionOptionExerciseFrequencyPeriod | N | Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. |
40481 | LegProvisionOptionExerciseFrequencyUnit | N | Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. |
40482 | LegProvisionOptionExerciseStartDateUnadjusted | N | |
40483 | LegProvisionOptionExerciseStartDateRelativeTo | N | |
40484 | LegProvisionOptionExerciseStartDateOffsetPeriod | N | Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. |
40485 | LegProvisionOptionExerciseStartDateOffsetUnit | N | Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. |
40486 | LegProvisionOptionExerciseStartDateOffsetDayType | N | |
40487 | LegProvisionOptionExerciseStartDateAdjusted | N | |
40488 | LegProvisionOptionExercisePeriodSkip | N | |
40489 | LegProvisionOptionExerciseBoundsFirstDateUnadjusted | N | |
40490 | LegProvisionOptionExerciseBoundsLastDateUnadjusted | N | |
40491 | LegProvisionOptionExerciseEarliestTime | N | |
40492 | LegProvisionOptionExerciseEarliestTimeBusinessCenter | N | |
40493 | LegProvisionOptionExerciseLatestTime | N | |
40494 | LegProvisionOptionExerciseLatestTimeBusinessCenter | N |
LegProvisionOptionExerciseFixedDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40495 | NoLegProvisionOptionExerciseFixedDates | N | |
β40496 | LegProvisionOptionExerciseFixedDate | N | Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. |
β40497 | LegProvisionOptionExerciseFixedDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
LegProvisionOptionExpirationDate
Tag | Name | Req’d | Description |
---|---|---|---|
40498 | LegProvisionOptionExpirationDateUnadjusted | N | |
40499 | LegProvisionOptionExpirationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. |
Component | LegProvisionOptionExpirationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. |
40501 | LegProvisionOptionExpirationDateRelativeTo | N | |
40502 | LegProvisionOptionExpirationDateOffsetPeriod | N | Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. |
40503 | LegProvisionOptionExpirationDateOffsetUnit | N | Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. |
40504 | LegProvisionOptionExpirationDateOffsetDayType | N | |
40505 | LegProvisionOptionExpirationDateAdjusted | N | |
40506 | LegProvisionOptionExpirationTime | N | |
40507 | LegProvisionOptionExpirationTimeBusinessCenter | N |
LegProvisionOptionExpirationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40937 | NoLegProvisionOptionExpirationDateBusinessCenters | N | |
β40500 | LegProvisionOptionExpirationDateBusinessCenter | N | Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. |
LegProvisionOptionRelevantUnderlyingDate
Tag | Name | Req’d | Description |
---|---|---|---|
40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | N | |
40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. |
Component | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. |
40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | N | |
40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | N | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. |
40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | N | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. |
40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | N | |
40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | N |
LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40938 | NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters | N | |
β40510 | LegProvisionOptionRelevantUnderlyingDateBusinessCenter | N | Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. |
LegProvisionParties
Tag | Name | Req’d | Description |
---|---|---|---|
40533 | NoLegProvisionPartyIDs | N | |
β40534 | LegProvisionPartyID | N | Required if NoLegProvisionPartyIDs(40533) > 0. |
β40535 | LegProvisionPartyIDSource | N | Required if NoLegProvisionPartyIDs(40533) > 0. |
β40536 | LegProvisionPartyRole | N | Required if NoLegProvisionPartyIDs(40533) > 0. |
β2380 | LegProvisionPartyRoleQualifier | N | |
βComponent | LegProvisionPtysSubGrp | N |
LegProvisionPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40537 | NoLegProvisionPartySubIDs | N | |
β40538 | LegProvisionPartySubID | N | Required if NoLegProvisionPartySubIDs(40537) > 0. |
β40539 | LegProvisionPartySubIDType | N | Required if NoLegProvisionPartySubIDs(40537) > 0. |
LegReturnRateDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42508 | NoLegReturnRateDates | N | |
β42509 | LegReturnRateDateMode | N | Required if NoLegReturnRateDates(42508) > 0. |
βComponent | LegReturnRateValuationDateGrp | N | |
β42510 | LegReturnRateValuationDateRelativeTo | N | |
β42511 | LegReturnRateValuationDateOffsetPeriod | N | Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. |
β42512 | LegReturnRateValuationDateOffsetUnit | N | Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. |
β42513 | LegReturnRateValuationDateOffsetDayType | N | |
β42514 | LegReturnRateValuationStartDateUnadjusted | N | |
β42515 | LegReturnRateValuationStartDateRelativeTo | N | |
β42516 | LegReturnRateValuationStartDateOffsetPeriod | N | Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. |
β42517 | LegReturnRateValuationStartDateOffsetUnit | N | Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. |
β42518 | LegReturnRateValuationStartDateOffsetDayType | N | |
β42519 | LegReturnRateValuationStartDateAdjusted | N | |
β42520 | LegReturnRateValuationEndDateUnadjusted | N | |
β42521 | LegReturnRateValuationEndDateRelativeTo | N | |
β42522 | LegReturnRateValuationEndDateOffsetPeriod | N | Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. |
β42523 | LegReturnRateValuationEndDateOffsetUnit | N | Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. |
β42524 | LegReturnRateValuationEndDateOffsetDayType | N | |
β42525 | LegReturnRateValuationEndDateAdjusted | N | |
β42526 | LegReturnRateValuationFrequencyPeriod | N | Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. |
β42527 | LegReturnRateValuationFrequencyUnit | N | Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. |
β42528 | LegReturnRateValuationFrequencyRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. |
β42529 | LegReturnRateValuationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. |
βComponent | LegReturnRateValuationDateBusinessCenterGrp | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. |
LegReturnRateFXConversionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42530 | NoLegReturnRateFXConversions | N | |
β42531 | LegReturnRateFXCurrencySymbol | N | Required if NoLegReturnRateFXConversions(42530) > 0. |
β42532 | LegReturnRateFXRate | N | Required if NoLegReturnRateFXConversions(42530) > 0. |
β42533 | LegReturnRateFXRateCalc | N |
LegReturnRateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42534 | NoLegReturnRates | N | |
β42535 | LegReturnRatePriceSequence | N | Required if NoLegReturnRates(42534) > 0. |
β42536 | LegReturnRateCommissionBasis | N | |
β42537 | LegReturnRateCommissionAmount | N | |
β42538 | LegReturnRateCommissionCurrency | N | If not specified, this is defaulted to the reporting currency. |
β42539 | LegReturnRateTotalCommissionPerTrade | N | |
β42540 | LegReturnRateDeterminationMethod | N | |
βComponent | LegReturnRatePriceGrp | N | |
βComponent | LegReturnRateFXConversionGrp | N | |
β42541 | LegReturnRateAmountRelativeTo | N | |
β42542 | LegReturnRateQuoteMeasureType | N | |
β42543 | LegReturnRateQuoteUnits | N | |
β42544 | LegReturnRateQuoteMethod | N | |
β42545 | LegReturnRateQuoteCurrency | N | |
β42546 | LegReturnRateQuoteCurrencyType | N | |
β42547 | LegReturnRateQuoteTimeType | N | Mutually exclusive with LegReturnRateQuoteTime(42548). |
β42548 | LegReturnRateQuoteTime | N | Mutually exclusive with LegReturnRateQuoteTimeType(42547). |
β42549 | LegReturnRateQuoteDate | N | |
β42550 | LegReturnRateQuoteExpirationTime | N | |
β42551 | LegReturnRateQuoteBusinessCenter | N | |
β42552 | LegReturnRateQuoteExchange | N | |
βComponent | LegReturnRateInformationSourceGrp | N | |
β42553 | LegReturnRateQuotePricingModel | N | |
β42554 | LegReturnRateCashFlowType | N | |
βComponent | LegReturnRateDateGrp | N | |
β42555 | LegReturnRateValuationTimeType | N | Mutually exclusive with LegReturnRateValuationTime(42556). |
β42556 | LegReturnRateValuationTime | N | Mutually exclusive with LegReturnRateValuationTimeType(42555). |
β42557 | LegReturnRateValuationTimeBusinessCenter | N | |
β42558 | LegReturnRateValuationPriceOption | N | |
β42559 | LegReturnRateFinalPriceFallback | N |
LegReturnRateInformationSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42560 | NoLegReturnRateInformationSources | N | |
β42561 | LegReturnRateInformationSource | N | Required if NoLegReturnRateInformationSources(42560) > 0. |
β42562 | LegReturnRateReferencePage | N | |
β42563 | LegReturnRateReferencePageHeading | N |
LegReturnRatePriceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42564 | NoLegReturnRatePrices | N | |
β42565 | LegReturnRatePriceBasis | N | Required if NoLegReturnRatePrices(42564) > 0. |
β42566 | LegReturnRatePrice | N | |
β42567 | LegReturnRatePriceCurrency | N | |
β42568 | LegReturnRatePriceType | N |
LegReturnRateValuationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42569 | NoLegReturnRateValuationDateBusinessCenters | N | |
β42570 | LegReturnRateValuationDateBusinessCenter | N | Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. |
LegReturnRateValuationDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42571 | NoLegReturnRateValuationDates | N | |
β42572 | LegReturnRateValuationDate | N | Required if NoLegReturnRateValuationDates(42571) > 0. |
β42573 | LegReturnRateValuationDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
LegSecAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
604 | NoLegSecurityAltID | N | |
β605 | LegSecurityAltID | N | |
β606 | LegSecurityAltIDSource | N | |
β2958 | LegSymbolPositionNumber | N |
LegSecondaryAssetGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2076 | NoLegSecondaryAssetClasses | N | |
β2077 | LegSecondaryAssetClass | N | Required if NoLegSecondaryAssetClasses(2076) > 0. |
β2078 | LegSecondaryAssetSubClass | N | Required if LegSecondaryAssetType(2079) is specified. |
β2079 | LegSecondaryAssetType | N | Required if LegSecondaryAssetSubType(2743) is specified. |
β2743 | LegSecondaryAssetSubType | N |
LegSecurityXML
Tag | Name | Req’d | Description |
---|---|---|---|
1871 | LegSecurityXMLLen | N | Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. |
1872 | LegSecurityXML | N | |
1873 | LegSecurityXMLSchema | N |
LegSettlMethodElectionDate
Tag | Name | Req’d | Description |
---|---|---|---|
42574 | LegSettlMethodElectionDateUnadjusted | N | |
42575 | LegSettlMethodElectionDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. |
Component | LegSettlMethodElectionDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. |
42576 | LegSettlMethodElectionDateRelativeTo | N | |
42577 | LegSettlMethodElectionDateOffsetPeriod | N | Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. |
42578 | LegSettlMethodElectionDateOffsetUnit | N | Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. |
42579 | LegSettlMethodElectionDateOffsetDayType | N | |
42580 | LegSettlMethodElectionDateAdjusted | N |
LegSettlMethodElectionDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42581 | NoLegSettlMethodElectionDateBusinessCenters | N | |
β42582 | LegSettlMethodElectionDateBusinessCenter | N | Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. |
LegSettlRateDisruptionFallbackGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40902 | NoLegSettlRateFallbacks | N | |
β40903 | LegSettlRatePostponementMaximumDays | N | Required if NoLegSettlRateFallbacks(40902) > 0. |
βComponent | LegSettlRateFallbackRateSource | N | |
β40905 | LegSettlRatePostponementSurvey | N | |
β40906 | LegSettlRatePostponementCalculationAgent | N |
LegSettlRateFallbackRateSource
Tag | Name | Req’d | Description |
---|---|---|---|
40366 | LegSettlRateFallbackRateSource | N | |
40370 | LegSettlRateFallbackReferencePage | N | Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). |
LegStipulations
Tag | Name | Req’d | Description |
---|---|---|---|
683 | NoLegStipulations | N | |
β688 | LegStipulationType | N | Required if NoLegStipulations >0 |
β689 | LegStipulationValue | N |
LegStreamAssetAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41452 | NoLegStreamAssetAttributes | N | |
β41453 | LegStreamAssetAttributeType | N | Required if NoLegStreamAssetAttributes(41452) > 0. |
β41454 | LegStreamAssetAttributeValue | N | |
β41455 | LegStreamAssetAttributeLimit | N |
LegStreamCalculationPeriodBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40940 | NoLegStreamCalculationPeriodBusinessCenters | N | |
β40266 | LegStreamCalculationPeriodBusinessCenter | N | Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. |
LegStreamCalculationPeriodDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41638 | NoLegStreamCalculationPeriodDates | N | |
β41639 | LegStreamCalculationPeriodDate | N | Required if NoLegStreamCalculationPeriodDates(41638) > 0. |
β41640 | LegStreamCalculationPeriodDateType | N |
LegStreamCalculationPeriodDates
Tag | Name | Req’d | Description |
---|---|---|---|
41641 | LegStreamCalculationPeriodDatesXID | N | |
41642 | LegStreamCalculationPeriodDatesXIDRef | N | |
40265 | LegStreamCalculationPeriodBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. |
Component | LegStreamCalculationPeriodBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. |
Component | LegStreamCalculationPeriodDateGrp | N | |
40267 | LegStreamFirstPeriodStartDateUnadjusted | N | |
40268 | LegStreamFirstPeriodStartDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. |
Component | LegStreamFirstPeriodStartDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. |
40270 | LegStreamFirstPeriodStartDateAdjusted | N | |
40271 | LegStreamFirstRegularPeriodStartDateUnadjusted | N | |
40272 | LegStreamFirstCompoundingPeriodEndDateUnadjusted | N | |
40273 | LegStreamLastRegularPeriodEndDateUnadjusted | N | |
40274 | LegStreamCalculationFrequencyPeriod | N | Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. |
40275 | LegStreamCalculationFrequencyUnit | N | Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. |
40276 | LegStreamCalculationRollConvention | N | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. |
41643 | LegStreamCalculationBalanceOfFirstPeriod | N | |
41644 | LegStreamCalculationCorrectionPeriod | N | Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. |
41645 | LegStreamCalculationCorrectionUnit | N | Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. |
LegStreamCommodity
Tag | Name | Req’d | Description |
---|---|---|---|
41648 | LegStreamCommodityBase | N | |
41649 | LegStreamCommodityType | N | |
41650 | LegStreamCommoditySecurityID | N | Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. |
41651 | LegStreamCommoditySecurityIDSource | N | Conditionally required when LegStreamCommoditySecurityID(41650) is specified. |
Component | LegStreamCommodityAltIDGrp | N | |
41652 | LegStreamCommodityDesc | N | |
41653 | EncodedLegStreamCommodityDescLen | N | Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. |
41654 | EncodedLegStreamCommodityDesc | N | Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. |
42588 | LegStreamCommodityDeliveryPricingRegion | N | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). |
Component | LegStreamAssetAttributeGrp | N | |
41655 | LegStreamCommodityUnitOfMeasure | N | |
41656 | LegStreamCommodityCurrency | N | |
41657 | LegStreamCommodityExchange | N | |
41658 | LegStreamCommodityRateSource | N | |
41659 | LegStreamCommodityRateReferencePage | N | |
41660 | LegStreamCommodityRateReferencePageHeading | N | |
41661 | LegStreamDataProvider | N | |
Component | LegStreamCommodityDataSourceGrp | N | |
41662 | LegStreamCommodityPricingType | N | |
41663 | LegStreamCommodityNearbySettlDayPeriod | N | Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. |
41664 | LegStreamCommodityNearbySettlDayUnit | N | Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. |
41665 | LegStreamCommoditySettlDateUnadjusted | N | |
41666 | LegStreamCommoditySettlDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. |
Component | LegStreamCommoditySettlBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. |
41667 | LegStreamCommoditySettlDateAdjusted | N | |
41668 | LegStreamCommoditySettlMonth | N | |
41669 | LegStreamCommoditySettlDateRollPeriod | N | Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. |
41670 | LegStreamCommoditySettlDateRollUnit | N | Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. |
41671 | LegStreamCommoditySettlDayType | N | |
Component | LegStreamCommoditySettlPeriodGrp | N | |
41672 | LegStreamCommodityXID | N | |
41673 | LegStreamCommodityXIDRef | N |
LegStreamCommodityAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41674 | NoLegStreamCommodityAltIDs | N | |
β41675 | LegStreamCommodityAltID | N | Required if NoLegStreamCommodityAltIDs(41674) > 0. |
β41676 | LegStreamCommodityAltIDSource | N | Required if NoLegStreamCommodityAltIDs(41674) > 0. |
LegStreamCommodityDataSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41677 | NoLegStreamCommodityDataSources | N | |
β41678 | LegStreamCommodityDataSourceID | N | Required if NoLegStreamCommodityDataSources(41677) > 0. |
β41679 | LegStreamCommodityDataSourceIDType | N | Required if NoLegStreamCommodityDataSources(41677) > 0. |
LegStreamCommoditySettlBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41646 | NoLegStreamCommoditySettlBusinessCenters | N | |
β41647 | LegStreamCommoditySettlBusinessCenter | N | Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. |
LegStreamCommoditySettlDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41680 | NoLegStreamCommoditySettlDays | N | |
β41681 | LegStreamCommoditySettlDay | N | Required if NoLegStreamCommoditySettlementDays(41680) > 0. |
β41682 | LegStreamCommoditySettlTotalHours | N | |
βComponent | LegStreamCommoditySettlTimeGrp | N |
LegStreamCommoditySettlPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41686 | NoLegStreamCommoditySettlPeriods | N | |
β41687 | LegStreamCommoditySettlCountry | N | Required if NoLegStreamCommoditySettlPeriods(41686) > 0. |
β41688 | LegStreamCommoditySettlTimeZone | N | |
β41689 | LegStreamCommoditySettlFlowType | N | |
β41690 | LegStreamCommoditySettlPeriodNotional | N | |
β41691 | LegStreamCommoditySettlPeriodNotionalUnitOfMeasure | N | |
β41692 | LegStreamCommoditySettlPeriodFrequencyPeriod | N | Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. |
β41693 | LegStreamCommoditySettlPeriodFrequencyUnit | N | Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. |
β41694 | LegStreamCommoditySettlPeriodPrice | N | |
β41695 | LegStreamCommoditySettlPeriodPriceUnitOfMeasure | N | |
β41696 | LegStreamCommoditySettlPeriodPriceCurrency | N | |
β41697 | LegStreamCommoditySettlHolidaysProcessingInstruction | N | |
βComponent | LegStreamCommoditySettlDayGrp | N | |
β41698 | LegStreamCommoditySettlPeriodXID | N | |
β41699 | LegStreamCommoditySettlPeriodXIDRef | N |
LegStreamCommoditySettlTimeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41683 | NoLegStreamCommoditySettlTimes | N | |
β41684 | LegStreamCommoditySettlStart | N | Required if NoLegStreamCommoditySettlTimes(41683) > 0. |
β41685 | LegStreamCommoditySettlEnd | N | Required if NoLegStreamCommoditySettlTimes(41683) > 0. |
β41935 | LegStreamCommoditySettlTimeType | N | May be defaulted to market convention or bilaterally agreed if not specified. |
LegStreamEffectiveDate
Tag | Name | Req’d | Description |
---|---|---|---|
40249 | LegStreamEffectiveDateUnadjusted | N | |
40250 | LegStreamEffectiveDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. |
Component | LegStreamEffectiveDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. |
40252 | LegStreamEffectiveDateRelativeTo | N | |
40253 | LegStreamEffectiveDateOffsetPeriod | N | Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. |
40254 | LegStreamEffectiveDateOffsetUnit | N | Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. |
40255 | LegStreamEffectiveDateOffsetDayType | N | |
40256 | LegStreamEffectiveDateAdjusted | N |
LegStreamEffectiveDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40942 | NoLegStreamEffectiveDateBusinessCenters | N | |
β40251 | LegStreamEffectiveDateBusinessCenter | N | Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. |
LegStreamFirstPeriodStartDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40941 | NoLegStreamFirstPeriodStartDateBusinessCenters | N | |
β40269 | LegStreamFirstPeriodStartDateBusinessCenter | N | Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. |
LegStreamGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40241 | NoLegStreams | N | |
β40242 | LegStreamType | N | Required if NoLegStreams(40241) > 0. |
β41700 | LegStreamXID | N | |
β40243 | LegStreamDesc | N | |
β42583 | LegStreamVersion | N | |
β42584 | LegStreamVersionEffectiveDate | N | |
β40244 | LegStreamPaySide | N | |
β40245 | LegStreamReceiveSide | N | |
β41702 | LegStreamNotionalXIDRef | N | |
β40246 | LegStreamNotional | N | |
β40247 | LegStreamCurrency | N | |
β42585 | LegStreamNotionalDeterminationMethod | N | |
β42586 | LegStreamNotionalAdjustments | N | |
β41703 | LegStreamNotionalFrequencyPeriod | N | Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. |
β41704 | LegStreamNotionalFrequencyUnit | N | Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. |
β41705 | LegStreamNotionalCommodityFrequency | N | |
β41706 | LegStreamNotionalUnitOfMeasure | N | |
β41707 | LegStreamTotalNotional | N | |
β41708 | LegStreamTotalNotionalUnitOfMeasure | N | |
βComponent | LegStreamCommodity | N | |
βComponent | LegStreamEffectiveDate | N | |
βComponent | LegStreamTerminationDate | N | |
βComponent | LegStreamCalculationPeriodDates | N | |
βComponent | LegPaymentStream | N | |
βComponent | LegPaymentScheduleGrp | N | |
βComponent | LegPaymentStubGrp | N | |
βComponent | LegDeliveryStream | N | |
βComponent | LegDeliveryScheduleGrp | N | |
β40248 | LegStreamText | N | |
β40978 | EncodedLegStreamTextLen | N | Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. |
β40979 | EncodedLegStreamText | N | Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. |
LegStreamTerminationDate
Tag | Name | Req’d | Description |
---|---|---|---|
40257 | LegStreamTerminationDateUnadjusted | N | |
40258 | LegStreamTerminationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. |
Component | LegStreamTerminationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. |
40260 | LegStreamTerminationDateRelativeTo | N | |
40261 | LegStreamTerminationDateOffsetPeriod | N | Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. |
40262 | LegStreamTerminationDateOffsetUnit | N | Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. |
40263 | LegStreamTerminationDateOffsetDayType | N | |
40264 | LegStreamTerminationDateAdjusted | N |
LegStreamTerminationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40943 | NoLegStreamTerminationDateBusinessCenters | N | |
β40259 | LegStreamTerminationDateBusinessCenter | N | Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. |
LimitAmts
Tag | Name | Req’d | Description |
---|---|---|---|
1630 | NoLimitAmts | N | |
β1631 | LimitAmtType | N | Required when NoLimitAmts > 0 |
β1632 | LastLimitAmt | N | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. |
β1633 | LimitAmtRemaining | N | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. |
β2394 | LimitUtilizationAmt | N | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. |
β2395 | LimitAmt | N | |
β1634 | LimitAmtCurrency | N | |
β2935 | LimitAmtCurrencyCodeSource | N | |
β2396 | LimitRole | N |
MarketDisruption
Tag | Name | Req’d | Description |
---|---|---|---|
41087 | MarketDisruptionProvision | N | |
Component | MarketDisruptionEventGrp | N | |
41088 | MarketDisruptionFallbackProvision | N | |
Component | MarketDisruptionFallbackGrp | N | |
Component | MarketDisruptionFallbackReferencePriceGrp | N | |
41089 | MarketDisruptionMaximumDays | N | |
41090 | MarketDisruptionMaterialityPercentage | N | If specified, the disruption event should be specified in MarketDisruptionEventGrp. |
41091 | MarketDisruptionMinimumFuturesContracts | N | Applicable only when MarketDisruptionEvent(41093)=’DeMinimisTrading’. |
MarketDisruptionEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41092 | NoMarketDisruptionEvents | N | |
β41093 | MarketDisruptionEvent | N | Required if NoMarketDisruptionEvents(41092) > 0. |
β40991 | MarketDisruptionValue | N |
MarketDisruptionFallbackGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41094 | NoMarketDisruptionFallbacks | N | |
β41095 | MarketDisruptionFallbackType | N | Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. |
β40992 | MarketDisruptionFallbackValue | N |
MarketDisruptionFallbackReferencePriceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41096 | NoMarketDisruptionFallbackReferencePrices | N | |
β41097 | MarketDisruptionFallbackUnderlierType | N | Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. |
β41098 | MarketDisruptionFallbackUnderlierSecurityID | N | Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. |
β41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | N | Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. |
β41100 | MarketDisruptionFallbackUnderlierSecurityDesc | N | |
β41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | N | Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it |
β41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | N | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. |
β41103 | MarketDisruptionFallbackOpenUnits | N | |
β41104 | MarketDisruptionFallbackBasketCurrency | N | |
β41105 | MarketDisruptionFallbackBasketDivisor | N |
MatchingInstructions
Tag | Name | Req’d | Description |
---|---|---|---|
1624 | NoMatchInst | N | |
β1625 | MatchInst | N | Required if NoMatchInst > 0. |
β1673 | MatchInstMarketID | N | |
β1626 | MatchAttribTagID | N | Required if NoMatchInst > 0. |
β1627 | MatchAttribValue | N | Required if NoMatchInst > 0. |
MiscFeesGrp
Tag | Name | Req’d | Description |
---|---|---|---|
136 | NoMiscFees | N | |
β137 | MiscFeeAmt | N | Required if NoMiscFees(136) > 0. |
β138 | MiscFeeCurr | N | |
β139 | MiscFeeType | N | Required if NoMiscFees(136) > 0. |
β2712 | MiscFeeQualifier | N | |
βComponent | MiscFeesSubGrp | N | |
β891 | MiscFeeBasis | N | |
β2216 | MiscFeeRate | N | |
β2217 | MiscFeeAmountDue | N | |
β2713 | MiscFeeDesc | N |
MiscFeesSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2633 | NoMiscFeeSubTypes | N | |
β2634 | MiscFeeSubType | N | Required if NoMiscFeeSubTypes(2633) > 0. |
β2635 | MiscFeeSubTypeAmt | N | |
β2636 | MiscFeeSubTypeDesc | N | |
β2637 | EncodedMiscFeeSubTypeDescLen | N | Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. |
β2638 | EncodedMiscFeeSubTypeDesc | N | Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. |
NestedParties
Tag | Name | Req’d | Description |
---|---|---|---|
539 | NoNestedPartyIDs | N | |
β524 | NestedPartyID | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. |
β525 | NestedPartyIDSource | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. |
β538 | NestedPartyRole | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. |
β2384 | NestedPartyRoleQualifier | N | |
βComponent | NstdPtysSubGrp | N | Repeating group of NestedParty sub-identifiers. |
NestedParties2
Tag | Name | Req’d | Description |
---|---|---|---|
756 | NoNested2PartyIDs | N | |
β757 | Nested2PartyID | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. |
β758 | Nested2PartyIDSource | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. |
β759 | Nested2PartyRole | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. |
β2381 | Nested2PartyRoleQualifier | N | |
βComponent | NstdPtys2SubGrp | N | Repeating group of Nested2Party sub-identifiers. |
NestedParties3
Tag | Name | Req’d | Description |
---|---|---|---|
948 | NoNested3PartyIDs | N | |
β949 | Nested3PartyID | N | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. |
β950 | Nested3PartyIDSource | N | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. |
β951 | Nested3PartyRole | N | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. |
β2382 | Nested3PartyRoleQualifier | N | |
βComponent | NstdPtys3SubGrp | N | Repeating group of Nested3Party sub-identifiers. |
NstdPtys2SubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
806 | NoNested2PartySubIDs | N | |
β760 | Nested2PartySubID | N | |
β807 | Nested2PartySubIDType | N |
NstdPtys3SubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
952 | NoNested3PartySubIDs | N | |
β953 | Nested3PartySubID | N | |
β954 | Nested3PartySubIDType | N |
NstdPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
804 | NoNestedPartySubIDs | N | |
β545 | NestedPartySubID | N | |
β805 | NestedPartySubIDType | N |
OptionExercise
Tag | Name | Req’d | Description |
---|---|---|---|
41106 | ExerciseDesc | N | |
41107 | EncodedExerciseDescLen | N | Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. |
41108 | EncodedExerciseDesc | N | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. |
41109 | AutomaticExerciseIndicator | N | |
41110 | AutomaticExerciseThresholdRate | N | |
41111 | ExerciseConfirmationMethod | N | |
41112 | ManualNoticeBusinessCenter | N | |
41113 | FallbackExerciseIndicator | N | |
41114 | LimitedRightToConfirmIndicator | N | |
41115 | ExerciseSplitTicketIndicator | N | |
42590 | SettlMethodElectingPartySide | N | |
Component | SettlMethodElectionDate | N | |
Component | OptionExerciseDates | N | |
Component | OptionExerciseExpiration | N | |
Component | OptionExerciseMakeWholeProvision | N |
OptionExerciseBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41116 | NoOptionExerciseBusinessCenters | N | |
β41117 | OptionExerciseBusinessCenter | N | Required if NoOptionExerciseBusinessCenters(41116) > 0. |
OptionExerciseDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41137 | NoOptionExerciseDates | N | |
β41138 | OptionExerciseDate | N | Required if NoOptionExerciseDates(41137) > 0. |
β41139 | OptionExerciseDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
OptionExerciseDates
Tag | Name | Req’d | Description |
---|---|---|---|
41118 | OptionExerciseBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. |
Component | OptionExerciseBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. |
Component | OptionExerciseDateGrp | N | |
41119 | OptionExerciseEarliestDateOffsetDayType | N | |
41120 | OptionExerciseEarliestDateOffsetPeriod | N | Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. |
41121 | OptionExerciseEarliestDateOffsetUnit | N | Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. |
41122 | OptionExerciseFrequencyPeriod | N | Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. |
41123 | OptionExerciseFrequencyUnit | N | Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. |
41124 | OptionExerciseStartDateUnadjusted | N | |
41125 | OptionExerciseStartDateRelativeTo | N | |
41126 | OptionExerciseStartDateOffsetPeriod | N | Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. |
41127 | OptionExerciseStartDateOffsetUnit | N | Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. |
41128 | OptionExerciseStartDateOffsetDayType | N | |
41129 | OptionExerciseStartDateAdjusted | N | |
41130 | OptionExerciseSkip | N | |
41131 | OptionExerciseNominationDeadline | N | |
41132 | OptionExerciseFirstDateUnadjusted | N | |
41133 | OptionExerciseLastDateUnadjusted | N | |
41134 | OptionExerciseEarliestTime | N | |
41135 | OptionExerciseLatestTime | N | |
41136 | OptionExerciseTimeBusinessCenter | N |
OptionExerciseExpiration
Tag | Name | Req’d | Description |
---|---|---|---|
41142 | OptionExerciseExpirationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. |
Component | OptionExerciseExpirationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. |
Component | OptionExerciseExpirationDateGrp | N | |
41143 | OptionExerciseExpirationDateRelativeTo | N | |
41144 | OptionExerciseExpirationDateOffsetPeriod | N | Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. |
41145 | OptionExerciseExpirationDateOffsetUnit | N | Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. |
41146 | OptionExerciseExpirationFrequencyPeriod | N | Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. |
41147 | OptionExerciseExpirationFrequencyUnit | N | Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. |
41148 | OptionExerciseExpirationRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. |
41149 | OptionExerciseExpirationDateOffsetDayType | N | |
41150 | OptionExerciseExpirationTime | N | |
41151 | OptionExerciseExpirationTimeBusinessCenter | N |
OptionExerciseExpirationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41140 | NoOptionExerciseExpirationDateBusinessCenters | N | |
β41141 | OptionExerciseExpirationDateBusinessCenter | N | Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. |
OptionExerciseExpirationDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41152 | NoOptionExerciseExpirationDates | N | |
β41153 | OptionExerciseExpirationDate | N | Required if NoOptionExpirationDates(41152) > 0. |
β41154 | OptionExerciseExpirationDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
OptionExerciseMakeWholeProvision
Tag | Name | Req’d | Description |
---|---|---|---|
42591 | MakeWholeDate | N | |
42592 | MakeWholeAmount | N | |
42593 | MakeWholeBenchmarkCurveName | N | |
42594 | MakeWholeBenchmarkCurvePoint | N | |
42595 | MakeWholeRecallSpread | N | |
42596 | MakeWholeBenchmarkQuote | N | |
42597 | MakeWholeInterpolationMethod | N |
OrderAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2593 | NoOrderAttributes | N | |
β2594 | OrderAttributeType | N | Required if NoOrderAttributes(2593) > 0. |
β2595 | OrderAttributeValue | N | Required if NoOrderAttributes(2593) > 0. |
OrderQtyData
Tag | Name | Req’d | Description |
---|---|---|---|
38 | OrderQty | N | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. |
152 | CashOrderQty | N | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate monetary quantityfor the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. |
516 | OrderPercent | N | For CIV – Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. |
468 | RoundingDirection | N | For CIV – Optional |
469 | RoundingModulus | N | For CIV – Optional |
Parties
Tag | Name | Req’d | Description |
---|---|---|---|
453 | NoPartyIDs | N | |
β448 | PartyID | N | Required if NoPartyIDs(453) > 0. Identification of the party. |
β447 | PartyIDSource | N | Required if NoPartyIDs(453) > 0. Used to identify classification source. |
β452 | PartyRole | N | Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). |
β2376 | PartyRoleQualifier | N | |
βComponent | PtysSubGrp | N | Repeating group of Party sub-identifiers. |
PartyDetailAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1516 | NoPartyDetailAltID | N | |
β1517 | PartyDetailAltID | N | Required when NoPartyDetailAltID > 0. |
β1518 | PartyDetailAltIDSource | N | Required when NoPartyDetailAltID > 0. |
βComponent | PartyDetailAltSubGrp | N |
PartyDetailAltSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1519 | NoPartyDetailAltSubIDs | N | |
β1520 | PartyDetailAltSubID | N | Required when NoPartyDetailAltSubIDs > 0. |
β1521 | PartyDetailAltSubIDType | N | Required when NoPartyDetailAltSubIDs > 0. |
PartyDetailGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1671 | NoPartyDetails | N | |
β1691 | PartyDetailID | N | The identification of the party. Required when NoPartyDetails(1671) > 0. |
β1692 | PartyDetailIDSource | N | Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. |
β1693 | PartyDetailRole | N | Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. |
β1674 | PartyDetailRoleQualifier | N | |
βComponent | PartyDetailSubGrp | N | |
βComponent | PartyDetailAltIDGrp | N | Optionally used to specify alternate IDs to identify the party specified. |
βComponent | RelatedPartyDetailGrp | N | May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) |
β1672 | PartyDetailStatus | N |
PartyDetailSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1694 | NoPartyDetailSubIDs | N | |
β1695 | PartyDetailSubID | N | Required when NoPartyDetailSubIDs > 0. |
β1696 | PartyDetailSubIDType | N | Required when NoPartyDetailSubIDs > 0. |
PartyRelationshipGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1514 | NoPartyRelationships | N | |
β1515 | PartyRelationship | N | Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. |
PaymentBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40944 | NoPaymentBusinessCenters | N | |
β40221 | PaymentBusinessCenter | N | Required if NoPaymentBusinessCenters(40944) > 0. |
PaymentGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40212 | NoPayments | N | |
β40213 | PaymentType | N | Required if NoPayments(40212) > 0. |
β40993 | PaymentSubType | N | |
β40214 | PaymentPaySide | N | |
β40215 | PaymentReceiveSide | N | |
β43087 | PaymentDesc | N | |
β40216 | PaymentCurrency | N | |
β40217 | PaymentAmount | N | Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentRFloatingRateIndex(43098) must be specified. |
β42598 | PaymentAmountRelativeTo | N | |
β42599 | PaymentAmountDeterminationMethod | N | |
β43097 | PaymentFixedRate | N | Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified. |
β43098 | PaymentFloatingRateIndex | N | Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified. |
β43100 | PaymentFloatingRateIndexCurveUnit | N | Conditionally required when PaymentFloatingRateIndexCurvePeriod(43099) is specified. |
β43099 | PaymentFloatingRateIndexCurvePeriod | N | Conditionally required when PaymentFloatingRateIndexCurveUnit(43100) is specified. |
β43101 | PaymentFloatingRateSpread | N | Conditionally required when PaymentFloatingRateIndex(43098) is specified and the spread to the index is not zero. When the spread to the index is zerothis may be omitted. |
β43105 | PaymentRateResetFrequencyUnit | N | Conditionally required when PaymentRateResetFrequencyPeriod(43104) is specified. |
β43104 | PaymentRateResetFrequencyPeriod | N | Conditionally required when PaymentRateResetFrequencyUnit(43105) is specified. |
β43103 | PaymentFrequencyUnit | N | Conditionally required when PaymentFrequencyPeriod(43102) is specified. |
β43102 | PaymentFrequencyPeriod | N | Conditionally required when PaymentFrequencyUnitPeriod(43103) is specified. |
β40218 | PaymentPrice | N | |
β40919 | PaymentPriceType | N | |
β41155 | PaymentUnitOfMeasure | N | |
β40219 | PaymentDateUnadjusted | N | |
β40220 | PaymentBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. |
βComponent | PaymentBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. |
β41156 | PaymentDateRelativeTo | N | |
β41157 | PaymentDateOffsetPeriod | N | Conditionally required when PaymentDateOffsetUnit(41158) is specified. |
β41158 | PaymentDateOffsetUnit | N | Conditionally required when PaymentDateOffsetPeriod(41157) is specified. |
β41159 | PaymentDateOffsetDayType | N | |
β40222 | PaymentDateAdjusted | N | |
β41160 | PaymentForwardStartType | N | |
β40224 | PaymentDiscountFactor | N | |
β40225 | PaymentPresentValueAmount | N | |
β40226 | PaymentPresentValueCurrency | N | |
β40227 | PaymentSettlStyle | N | |
β492 | PaymentMethod | N | |
βComponent | PaymentSettlGrp | N | |
β41304 | PaymentLegRefID | N | Used to link a payment back to its parent InstrumentLeg by using the same value as the parentβs LegID(1788). |
β40229 | PaymentText | N | |
β40984 | EncodedPaymentTextLen | N | Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. |
β40985 | EncodedPaymentText | N | Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. |
PaymentScheduleFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40977 | NoPaymentScheduleFixingDateBusinessCenters | N | |
β40854 | PaymentScheduleFixingDateBusinessCenter | N | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. |
PaymentScheduleFixingDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41161 | NoPaymentScheduleFixingDays | N | |
β41162 | PaymentScheduleFixingDayOfWeek | N | Required if NoPaymentScheduleFixingDays(41161) > 0. |
β41163 | PaymentScheduleFixingDayNumber | N |
PaymentScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40828 | NoPaymentSchedules | N | |
β40829 | PaymentScheduleType | N | Required if NoPaymentSchedules(40828) > 0. |
β41164 | PaymentScheduleXID | N | |
β41165 | PaymentScheduleXIDRef | N | |
β40830 | PaymentScheduleStubType | N | |
β40831 | PaymentScheduleStartDateUnadjusted | N | |
β40832 | PaymentScheduleEndDateUnadjusted | N | |
β40833 | PaymentSchedulePaySide | N | |
β40834 | PaymentScheduleReceiveSide | N | |
β40835 | PaymentScheduleNotional | N | |
β40836 | PaymentScheduleCurrency | N | |
β40837 | PaymentScheduleRate | N | |
β40838 | PaymentScheduleRateMultiplier | N | |
β40839 | PaymentScheduleRateSpread | N | |
β41166 | PaymentScheduleRateCurrency | N | |
β41167 | PaymentScheduleRateUnitOfMeasure | N | |
β41168 | PaymentScheduleRateConversionFactor | N | |
β41169 | PaymentScheduleRateSpreadType | N | |
β40840 | PaymentScheduleRateSpreadPositionType | N | |
β40841 | PaymentScheduleRateTreatment | N | |
β40842 | PaymentScheduleFixedAmount | N | |
β40843 | PaymentScheduleFixedCurrency | N | |
β41170 | PaymentScheduleSettlPeriodPrice | N | |
β41171 | PaymentScheduleSettlPeriodPriceCurrency | N | |
β41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | N | |
β41173 | PaymentScheduleStepUnitOfMeasure | N | |
β40844 | PaymentScheduleStepFrequencyPeriod | N | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. |
β40845 | PaymentScheduleStepFrequencyUnit | N | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. |
β40846 | PaymentScheduleStepOffsetValue | N | |
β40847 | PaymentScheduleStepRate | N | |
β40848 | PaymentScheduleStepOffsetRate | N | |
β40849 | PaymentScheduleStepRelativeTo | N | |
βComponent | PaymentScheduleRateSourceGrp | N | |
β40850 | PaymentScheduleFixingDateUnadjusted | N | |
β40851 | PaymentScheduleWeight | N | |
β40852 | PaymentScheduleFixingDateRelativeTo | N | |
β40853 | PaymentScheduleFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. |
βComponent | PaymentScheduleFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. |
β40855 | PaymentScheduleFixingDateOffsetPeriod | N | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. |
β40856 | PaymentScheduleFixingDateOffsetUnit | N | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. |
β40857 | PaymentScheduleFixingDateOffsetDayType | N | |
β41174 | PaymentScheduleFixingDayDistribution | N | |
β41175 | PaymentScheduleFixingDayCount | N | |
β40858 | PaymentScheduleFixingDateAdjusted | N | |
βComponent | PaymentScheduleFixingDayGrp | N | |
β41176 | PaymentScheduleFixingLagPeriod | N | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. |
β41177 | PaymentScheduleFixingLagUnit | N | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. |
β41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | N | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. |
β41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | N | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. |
β40859 | PaymentScheduleFixingTime | N | |
β40860 | PaymentScheduleFixingTimeBusinessCenter | N | |
β40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | N | |
β40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. |
βComponent | PaymentScheduleInterimExchangeDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. |
β40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | N | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. |
β40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | N | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. |
β40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | N | |
β40867 | PaymentScheduleInterimExchangeDateAdjusted | N |
PaymentScheduleInterimExchangeDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | N | |
β40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | N | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. |
PaymentScheduleRateSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40868 | NoPaymentScheduleRateSources | N | |
β40869 | PaymentScheduleRateSource | N | Required if NoPaymentScheduleRateSources(40868) > 0. |
β40870 | PaymentScheduleRateSourceType | N | Required if NoPaymentScheduleRateSources(40868) > 0. |
β40871 | PaymentScheduleReferencePage | N | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) |
PaymentSettlGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40230 | NoPaymentSettls | N | |
β40231 | PaymentSettlAmount | N | Required if NoPaymentSettls(40230) > 0. |
β40232 | PaymentSettlCurrency | N | |
βComponent | PaymentSettlParties | N |
PaymentSettlParties
Tag | Name | Req’d | Description |
---|---|---|---|
40233 | NoPaymentSettlPartyIDs | N | |
β40234 | PaymentSettlPartyID | N | Required if NoPaymentSettlPartyIDs(40233) > 0. |
β40235 | PaymentSettlPartyIDSource | N | Required if NoPaymentSettlPartyIDs(40233) > 0. |
β40236 | PaymentSettlPartyRole | N | Required if NoPaymentSettlPartyIDs(40233) > 0. |
β40237 | PaymentSettlPartyRoleQualifier | N | |
βComponent | PaymentSettlPtysSubGrp | N |
PaymentSettlPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40238 | NoPaymentSettlPartySubIDs | N | |
β40239 | PaymentSettlPartySubID | N | Required if NoPaymentSettlPartySubIDs(40238) > 0. |
β40240 | PaymentSettlPartySubIDType | N | Required if NoPaymentSettlPartySubIDs(40238) > 0. |
PaymentStream
Tag | Name | Req’d | Description |
---|---|---|---|
40738 | PaymentStreamType | N | |
40739 | PaymentStreamMarketRate | N | |
40740 | PaymentStreamDelayIndicator | N | |
42600 | PaymentStreamCashSettlIndicator | N | |
40741 | PaymentStreamSettlCurrency | N | |
40742 | PaymentStreamDayCount | N | |
43106 | PaymentStreamOtherDayCount | N | May be used to specify a count method not listed in PaymentStreamDayCount(40742). |
40743 | PaymentStreamAccrualDays | N | |
40744 | PaymentStreamDiscountType | N | |
40745 | PaymentStreamDiscountRate | N | |
40746 | PaymentStreamDiscountRateDayCount | N | |
40747 | PaymentStreamCompoundingMethod | N | |
42601 | PaymentStreamCompoundingXIDRef | N | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. |
42602 | PaymentStreamCompoundingSpread | N | |
42603 | PaymentStreamInterpolationMethod | N | |
42604 | PaymentStreamInterpolationPeriod | N | |
40748 | PaymentStreamInitialPrincipalExchangeIndicator | N | |
40749 | PaymentStreamInterimPrincipalExchangeIndicator | N | |
40750 | PaymentStreamFinalPrincipalExchangeIndicator | N | |
41180 | PaymentStreamFlatRateIndicator | N | |
41181 | PaymentStreamFlatRateAmount | N | |
41182 | PaymentStreamFlatRateCurrency | N | |
41183 | PaymentStreamMaximumPaymentAmount | N | |
41184 | PaymentStreamMaximumPaymentCurrency | N | |
41185 | PaymentStreamMaximumTransactionAmount | N | |
41186 | PaymentStreamMaximumTransactionCurrency | N | |
Component | PaymentStreamPaymentDates | N | |
Component | PaymentStreamResetDates | N | |
Component | PaymentStreamFixedRate | N | |
Component | PaymentStreamFloatingRate | N | |
42605 | PaymentStreamCompoundingFixedRate | N | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. |
Component | PaymentStreamCompoundingFloatingRate | N | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). |
Component | PaymentStreamCompoundingDates | N | |
Component | PaymentStreamNonDeliverableSettlTerms | N |
PaymentStreamCompoundingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42606 | NoPaymentStreamCompoundingDates | N | |
β42607 | PaymentStreamCompoundingDate | N | Required if NoPaymentStreamCompoundingDates(42606) > 0. |
β42608 | PaymentStreamCompoundingDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
PaymentStreamCompoundingDates
Tag | Name | Req’d | Description |
---|---|---|---|
42609 | PaymentStreamCompoundingDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. |
Component | PaymentStreamCompoundingDatesBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. |
Component | PaymentStreamCompoundingDateGrp | N | |
42610 | PaymentStreamCompoundingDatesRelativeTo | N | |
42611 | PaymentStreamCompoundingDatesOffsetPeriod | N | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. |
42612 | PaymentStreamCompoundingDatesOffsetUnit | N | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. |
42613 | PaymentStreamCompoundingDatesOffsetDayType | N | |
42614 | PaymentStreamCompoundingPeriodSkip | N | |
Component | PaymentStreamCompoundingStartDate | N | |
Component | PaymentStreamCompoundingEndDate | N | |
42615 | PaymentStreamCompoundingFrequencyPeriod | N | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. |
42616 | PaymentStreamCompoundingFrequencyUnit | N | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. |
42617 | PaymentStreamCompoundingRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. |
42618 | PaymentStreamBoundsFirstDateUnadjusted | N | |
42619 | PaymentStreamBoundsLastDateUnadjusted | N |
PaymentStreamCompoundingDatesBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42620 | NoPaymentStreamCompoundingDatesBusinessCenters | N | |
β42621 | PaymentStreamCompoundingDatesBusinessCenter | N | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. |
PaymentStreamCompoundingEndDate
Tag | Name | Req’d | Description |
---|---|---|---|
42622 | PaymentStreamCompoundingEndDateUnadjusted | N | |
42623 | PaymentStreamCompoundingEndDateRelativeTo | N | |
42624 | PaymentStreamCompoundingEndDateOffsetPeriod | N | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. |
42625 | PaymentStreamCompoundingEndDateOffsetUnit | N | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. |
42626 | PaymentStreamCompoundingEndDateOffsetDayType | N | |
42627 | PaymentStreamCompoundingEndDateAdjusted | N |
PaymentStreamCompoundingFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
42628 | PaymentStreamCompoundingRateIndex | N | |
42629 | PaymentStreamCompoundingRateIndexCurvePeriod | N | Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. |
42630 | PaymentStreamCompoundingRateIndexCurveUnit | N | Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. |
42631 | PaymentStreamCompoundingRateMultiplier | N | |
42632 | PaymentStreamCompoundingRateSpread | N | |
42633 | PaymentStreamCompoundingRateSpreadPositionType | N | |
42634 | PaymentStreamCompoundingRateTreatment | N | |
42635 | PaymentStreamCompoundingCapRate | N | |
42636 | PaymentStreamCompoundingCapRateBuySide | N | |
42637 | PaymentStreamCompoundingCapRateSellSide | N | |
42638 | PaymentStreamCompoundingFloorRate | N | |
42639 | PaymentStreamCompoundingFloorRateBuySide | N | |
42640 | PaymentStreamCompoundingFloorRateSellSide | N | |
42641 | PaymentStreamCompoundingInitialRate | N | |
42642 | PaymentStreamCompoundingFinalRateRoundingDirection | N | |
42643 | PaymentStreamCompoundingFinalRatePrecision | N | |
42644 | PaymentStreamCompoundingAveragingMethod | N | |
42645 | PaymentStreamCompoundingNegativeRateTreatment | N |
PaymentStreamCompoundingStartDate
Tag | Name | Req’d | Description |
---|---|---|---|
42646 | PaymentStreamCompoundingStartDateUnadjusted | N | |
42647 | PaymentStreamCompoundingStartDateRelativeTo | N | |
42648 | PaymentStreamCompoundingStartDateOffsetPeriod | N | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. |
42649 | PaymentStreamCompoundingStartDateOffsetUnit | N | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. |
42650 | PaymentStreamCompoundingStartDateOffsetDayType | N | |
42651 | PaymentStreamCompoundingStartDateAdjusted | N |
PaymentStreamFinalPricePaymentDate
Tag | Name | Req’d | Description |
---|---|---|---|
42654 | PaymentStreamFinalPricePaymentDateUnadjusted | N | |
42655 | PaymentStreamFinalPricePaymentDateRelativeTo | N | |
42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | N | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. |
42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | N | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. |
42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | N | |
42659 | PaymentStreamFinalPricePaymentDateAdjusted | N |
PaymentStreamFixedRate
Tag | Name | Req’d | Description |
---|---|---|---|
40784 | PaymentStreamRate | N | Mutually exclusive with PaymentStreamFixedAmount(40785). |
40785 | PaymentStreamFixedAmount | N | Mutually exclusive with PaymentStreamRate(40784). |
40786 | PaymentStreamRateOrAmountCurrency | N | |
41187 | PaymentStreamFixedAmountUnitOfMeasure | N | |
41188 | PaymentStreamTotalFixedAmount | N | |
40787 | PaymentStreamFutureValueNotional | N | |
40788 | PaymentStreamFutureValueDateAdjusted | N | |
41189 | PaymentStreamWorldScaleRate | N | |
41190 | PaymentStreamContractPrice | N | |
41191 | PaymentStreamContractPriceCurrency | N |
PaymentStreamFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40950 | NoPaymentStreamFixingDateBusinessCenters | N | |
β40776 | PaymentStreamFixingDateBusinessCenter | N | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. |
PaymentStreamFixingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42660 | NoPaymentStreamFixingDates | N | |
β42661 | PaymentStreamFixingDate | N | Required if NoPaymentStreamFixingDates(42660) > 0. |
β42662 | PaymentStreamFixingDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
PaymentStreamFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
40789 | PaymentStreamRateIndex | N | |
40790 | PaymentStreamRateIndexSource | N | |
43090 | PaymentStreamRateIndexID | N | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. |
43091 | PaymentStreamRateIndexIDSource | N | Conditionally required when PaymentStreamRateIndexID(43090) is specified. |
40791 | PaymentStreamRateIndexCurveUnit | N | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. |
40792 | PaymentStreamRateIndexCurvePeriod | N | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. |
43112 | PaymentStreamRateIndex2 | N | |
43113 | PaymentStreamRateIndex2Source | N | |
43114 | PaymentStreamRateIndex2ID | N | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified. |
43115 | PaymentStreamRateIndex2IDSource | N | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified. |
41194 | PaymentStreamRateIndex2CurvePeriod | N | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified. |
41195 | PaymentStreamRateIndex2CurveUnit | N | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified. |
41196 | PaymentStreamRateIndexLocation | N | |
41197 | PaymentStreamRateIndexLevel | N | |
41198 | PaymentStreamRateIndexUnitOfMeasure | N | |
41199 | PaymentStreamSettlLevel | N | |
41200 | PaymentStreamReferenceLevel | N | |
41201 | PaymentStreamReferenceLevelUnitOfMeasure | N | |
41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | N | |
40793 | PaymentStreamRateMultiplier | N | |
40794 | PaymentStreamRateSpread | N | |
41203 | PaymentStreamRateSpreadCurrency | N | |
41204 | PaymentStreamRateSpreadUnitOfMeasure | N | |
41205 | PaymentStreamRateConversionFactor | N | |
41206 | PaymentStreamRateSpreadType | N | |
40795 | PaymentStreamRateSpreadPositionType | N | |
40796 | PaymentStreamRateTreatment | N | |
40797 | PaymentStreamCapRate | N | |
40798 | PaymentStreamCapRateBuySide | N | |
40799 | PaymentStreamCapRateSellSide | N | |
40800 | PaymentStreamFloorRate | N | |
40801 | PaymentStreamFloorRateBuySide | N | |
40802 | PaymentStreamFloorRateSellSide | N | |
40803 | PaymentStreamInitialRate | N | |
41207 | PaymentStreamLastResetRate | N | |
41208 | PaymentStreamFinalRate | N | |
40804 | PaymentStreamFinalRateRoundingDirection | N | |
40805 | PaymentStreamFinalRatePrecision | N | |
40806 | PaymentStreamAveragingMethod | N | |
40807 | PaymentStreamNegativeRateTreatment | N | |
41209 | PaymentStreamCalculationLagPeriod | N | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. |
41210 | PaymentStreamCalculationLagUnit | N | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. |
42663 | PaymentStreamFirstObservationDateUnadjusted | N | |
42664 | PaymentStreamFirstObservationDateRelativeTo | N | |
42665 | PaymentStreamFirstObservationDateOffsetDayType | N | |
41211 | PaymentStreamFirstObservationDateOffsetPeriod | N | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. |
41212 | PaymentStreamFirstObservationDateOffsetUnit | N | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. |
42666 | PaymentStreamFirstObservationDateAdjusted | N | |
41213 | PaymentStreamPricingDayType | N | |
41214 | PaymentStreamPricingDayDistribution | N | |
41215 | PaymentStreamPricingDayCount | N | |
41216 | PaymentStreamPricingBusinessCalendar | N | |
41217 | PaymentStreamPricingBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. |
Component | PaymentStreamPricingBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. |
Component | PaymentStreamPricingDayGrp | N | |
Component | PaymentStreamPricingDateGrp | N | |
40808 | PaymentStreamInflationLagPeriod | N | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. |
40809 | PaymentStreamInflationLagUnit | N | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. |
40810 | PaymentStreamInflationLagDayType | N | |
40811 | PaymentStreamInflationInterpolationMethod | N | |
40812 | PaymentStreamInflationIndexSource | N | |
40813 | PaymentStreamInflationPublicationSource | N | |
40814 | PaymentStreamInflationInitialIndexLevel | N | |
40815 | PaymentStreamInflationFallbackBondApplicable | N | |
40816 | PaymentStreamFRADiscounting | N | |
42667 | PaymentStreamUnderlierRefID | N | |
Component | PaymentStreamFormula | N | |
Component | DividendConditions | N | |
42668 | ReturnRateNotionalReset | N | |
Component | ReturnRateGrp | N | |
42669 | PaymentStreamLinkInitialLevel | N | |
42670 | PaymentStreamLinkClosingLevelIndicator | N | |
42671 | PaymentStreamLinkExpiringLevelIndicator | N | |
42672 | PaymentStreamLinkEstimatedTradingDays | N | |
42673 | PaymentStreamLinkStrikePrice | N | |
42674 | PaymentStreamLinkStrikePriceType | N | |
42675 | PaymentStreamLinkMaximumBoundary | N | |
42676 | PaymentStreamLinkMinimumBoundary | N | |
42677 | PaymentStreamLinkNumberOfDataSeries | N | |
42678 | PaymentStreamVarianceUnadjustedCap | N | |
42679 | PaymentStreamRealizedVarianceMethod | N | |
42680 | PaymentStreamDaysAdjustmentIndicator | N | |
42681 | PaymentStreamNearestExchangeContractRefID | N | |
42682 | PaymentStreamVegaNotionalAmount | N |
PaymentStreamFormula
Tag | Name | Req’d | Description |
---|---|---|---|
42686 | PaymentStreamFormulaCurrency | N | |
42687 | PaymentStreamFormulaCurrencyDeterminationMethod | N | |
42688 | PaymentStreamFormulaReferenceAmount | N | |
Component | PaymentStreamFormulaMathGrp | N | |
Component | PaymentStreamFormulaImage | N |
PaymentStreamFormulaImage
Tag | Name | Req’d | Description |
---|---|---|---|
42652 | PaymentStreamFormulaImageLength | N | Conditionally required when PaymentStreamFormulaImage(42653) is specified. |
42653 | PaymentStreamFormulaImage | N | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. |
PaymentStreamFormulaMathGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42683 | NoPaymentStreamFormulas | N | |
β43109 | PaymentStreamFormulaLength | N | Required if NoPaymentStreamFormulas(42683) > 0. |
β42684 | PaymentStreamFormula | N | Required if NoPaymentStreamFormulas(42683) > 0. |
β42685 | PaymentStreamFormulaDesc | N |
PaymentStreamInitialFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40949 | NoPaymentStreamInitialFixingDateBusinessCenters | N | |
β40769 | PaymentStreamInitialFixingDateBusinessCenter | N | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. |
PaymentStreamNonDeliverableFixingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40825 | NoNonDeliverableFixingDates | N | |
β40826 | NonDeliverableFixingDate | N | Required if NoNonDeliverableFixingDates(40825) > 0. |
β40827 | NonDeliverableFixingDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | N | |
β40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | N | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. |
PaymentStreamNonDeliverableSettlRateSource
Tag | Name | Req’d | Description |
---|---|---|---|
40371 | PaymentStreamNonDeliverableSettlRateSource | N | |
40372 | PaymentStreamNonDeliverableSettlReferencePage | N | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). |
PaymentStreamNonDeliverableSettlTerms
Tag | Name | Req’d | Description |
---|---|---|---|
40817 | PaymentStreamNonDeliverableRefCurrency | N | |
40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s non-deliverable fixing dates. |
Component | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s non-deliverable fixing dates. |
40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | N | |
40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | N | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. |
40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | N | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. |
40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | N | |
Component | PaymentStreamNonDeliverableSettlRateSource | N | |
Component | PaymentStreamNonDeliverableFixingDateGrp | N | |
Component | SettlRateDisruptionFallbackGrp | N |
PaymentStreamPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40947 | NoPaymentStreamPaymentDateBusinessCenters | N | |
β40752 | PaymentStreamPaymentDateBusinessCenter | N | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. |
PaymentStreamPaymentDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41220 | NoPaymentStreamPaymentDates | N | |
β41221 | PaymentStreamPaymentDate | N | Required if NoPaymentStreamPaymentDates(41220) > 0. |
β41222 | PaymentStreamPaymentDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
PaymentStreamPaymentDates
Tag | Name | Req’d | Description |
---|---|---|---|
40751 | PaymentStreamPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s payment dates. |
Component | PaymentStreamPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s payment dates. |
Component | PaymentStreamPaymentDateGrp | N | |
40753 | PaymentStreamPaymentFrequencyPeriod | N | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. |
40754 | PaymentStreamPaymentFrequencyUnit | N | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. |
40755 | PaymentStreamPaymentRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates |
40756 | PaymentStreamFirstPaymentDateUnadjusted | N | |
40757 | PaymentStreamLastRegularPaymentDateUnadjusted | N | |
40758 | PaymentStreamPaymentDateRelativeTo | N | |
40759 | PaymentStreamPaymentDateOffsetPeriod | N | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. |
40760 | PaymentStreamPaymentDateOffsetUnit | N | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. |
40920 | PaymentStreamPaymentDateOffsetDayType | N | |
41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | N | |
Component | PaymentStreamFinalPricePaymentDate | N |
PaymentStreamPricingBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41192 | NoPaymentStreamPricingBusinessCenters | N | |
β41193 | PaymentStreamPricingBusinessCenter | N | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. |
PaymentStreamPricingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41224 | NoPaymentStreamPricingDates | N | |
β41225 | PaymentStreamPricingDate | N | Required if NoPaymentStreamPricingDates(41224) > 0. |
β41226 | PaymentStreamPricingDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
PaymentStreamPricingDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41227 | NoPaymentStreamPricingDays | N | |
β41228 | PaymentStreamPricingDayOfWeek | N | Required if NoPaymentStreamPricingDays(41227) > 0. |
β41229 | PaymentStreamPricingDayNumber | N |
PaymentStreamResetDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40948 | NoPaymentStreamResetDateBusinessCenters | N | |
β40763 | PaymentStreamResetDateBusinessCenter | N | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. |
PaymentStreamResetDates
Tag | Name | Req’d | Description |
---|---|---|---|
40761 | PaymentStreamResetDateRelativeTo | N | |
40762 | PaymentStreamResetDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s reset dates. |
Component | PaymentStreamResetDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s reset dates. |
40764 | PaymentStreamResetFrequencyPeriod | N | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. |
40765 | PaymentStreamResetFrequencyUnit | N | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. |
40766 | PaymentStreamResetWeeklyRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. |
40767 | PaymentStreamInitialFixingDateRelativeTo | N | |
40768 | PaymentStreamInitialFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s reset dates. |
Component | PaymentStreamInitialFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s reset dates. |
40770 | PaymentStreamInitialFixingDateOffsetPeriod | N | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. |
40771 | PaymentStreamInitialFixingDateOffsetUnit | N | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. |
40772 | PaymentStreamInitialFixingDateOffsetDayType | N | |
40773 | PaymentStreamInitialFixingDateAdjusted | N | |
40774 | PaymentStreamFixingDateRelativeTo | N | |
40775 | PaymentStreamFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s reset dates. |
Component | PaymentStreamFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s reset dates. |
40777 | PaymentStreamFixingDateOffsetPeriod | N | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. |
40778 | PaymentStreamFixingDateOffsetUnit | N | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. |
40779 | PaymentStreamFixingDateOffsetDayType | N | |
40780 | PaymentStreamFixingDateAdjusted | N | |
40781 | PaymentStreamRateCutoffDateOffsetPeriod | N | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. |
40782 | PaymentStreamRateCutoffDateOffsetUnit | N | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. |
40783 | PaymentStreamRateCutoffDateOffsetDayType | N | |
Component | PaymentStreamFixingDateGrp | N |
PaymentStubEndDate
Tag | Name | Req’d | Description |
---|---|---|---|
42689 | PaymentStubEndDateUnadjusted | N | |
42690 | PaymentStubEndDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. |
Component | PaymentStubEndDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. |
42691 | PaymentStubEndDateRelativeTo | N | |
42692 | PaymentStubEndDateOffsetPeriod | N | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. |
42693 | PaymentStubEndDateOffsetUnit | N | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. |
42694 | PaymentStubEndDateOffsetDayType | N | |
42695 | PaymentStubEndDateAdjusted | N |
PaymentStubEndDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42696 | NoPaymentStubEndDateBusinessCenters | N | |
β42697 | PaymentStubEndDateBusinessCenter | N | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. |
PaymentStubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40872 | NoPaymentStubs | N | |
β40873 | PaymentStubType | N | Required if NoPaymentStubs(40872) > 0. |
β40874 | PaymentStubLength | N | |
βComponent | PaymentStubStartDate | N | |
βComponent | PaymentStubEndDate | N | |
β40875 | PaymentStubRate | N | |
β40876 | PaymentStubFixedAmount | N | |
β40877 | PaymentStubFixedCurrency | N | |
β40878 | PaymentStubIndex | N | |
β40879 | PaymentStubIndexSource | N | |
β40880 | PaymentStubIndexCurvePeriod | N | Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. |
β40881 | PaymentStubIndexCurveUnit | N | Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. |
β40882 | PaymentStubIndexRateMultiplier | N | |
β40883 | PaymentStubIndexRateSpread | N | |
β40884 | PaymentStubIndexRateSpreadPositionType | N | |
β40885 | PaymentStubIndexRateTreatment | N | |
β40886 | PaymentStubIndexCapRate | N | |
β40887 | PaymentStubIndexCapRateBuySide | N | |
β40888 | PaymentStubIndexCapRateSellSide | N | |
β40889 | PaymentStubIndexFloorRate | N | |
β40890 | PaymentStubIndexFloorRateBuySide | N | |
β40891 | PaymentStubIndexFloorRateSellSide | N | |
β40892 | PaymentStubIndex2 | N | |
β40893 | PaymentStubIndex2Source | N | |
β40894 | PaymentStubIndex2CurvePeriod | N | Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. |
β40895 | PaymentStubIndex2CurveUnit | N | Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. |
β40896 | PaymentStubIndex2RateMultiplier | N | |
β40897 | PaymentStubIndex2RateSpread | N | |
β40898 | PaymentStubIndex2RateSpreadPositionType | N | |
β40899 | PaymentStubIndex2RateTreatment | N | |
β40900 | PaymentStubIndex2CapRate | N | |
β40901 | PaymentStubIndex2FloorRate | N |
PaymentStubStartDate
Tag | Name | Req’d | Description |
---|---|---|---|
42698 | PaymentStubStartDateUnadjusted | N | |
42699 | PaymentStubStartDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. |
Component | PaymentStubStartDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. |
42700 | PaymentStubStartDateRelativeTo | N | |
42701 | PaymentStubStartDateOffsetPeriod | N | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. |
42702 | PaymentStubStartDateOffsetUnit | N | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. |
42703 | PaymentStubStartDateOffsetDayType | N | |
42704 | PaymentStubStartDateAdjusted | N |
PaymentStubStartDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42705 | NoPaymentStubStartDateBusinessCenters | N | |
β42706 | PaymentStubStartDateBusinessCenter | N | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. |
PhysicalSettlDeliverableObligationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40209 | NoPhysicalSettlDeliverableObligations | N | |
β40210 | PhysicalSettlDeliverableObligationType | N | Required if NoPhysicalSettlDeliverableObligations (40209) > 0. |
β40211 | PhysicalSettlDeliverableObligationValue | N |
PhysicalSettlTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40204 | NoPhysicalSettlTerms | N | |
βComponent | PhysicalSettlDeliverableObligationGrp | N | Required if NoPhysicalSettlTerms(40204) > 0. |
β40205 | PhysicalSettlCurrency | N | |
β40206 | PhysicalSettlBusinessDays | N | |
β40207 | PhysicalSettlMaximumBusinessDays | N | |
β40208 | PhysicalSettlTermXID | N |
PriceQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2709 | NoPriceQualifiers | N | |
β2710 | PriceQualifier | N | Required if NoPriceQualifiers(2709) > 0. |
PricingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41230 | NoPricingDateBusinessCenters | N | |
β41231 | PricingDateBusinessCenter | N | Required if NoPricingDateBusinessCenters(41230) > 0. |
PricingDateTime
Tag | Name | Req’d | Description |
---|---|---|---|
41232 | PricingDateUnadjusted | N | |
41233 | PricingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. |
Component | PricingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. |
41234 | PricingDateAdjusted | N | |
41235 | PricingTime | N | |
41236 | PricingTimeBusinessCenter | N |
ProtectionTermEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40191 | NoProtectionTermEvents | N | |
β40192 | ProtectionTermEventType | N | Required if NoProtectionTermEvents(40191) > 0. |
β40193 | ProtectionTermEventValue | N | |
β40194 | ProtectionTermEventCurrency | N | |
β40195 | ProtectionTermEventPeriod | N | Conditionally required when ProtectionTermEventUnit(40196) is specified. |
β40196 | ProtectionTermEventUnit | N | Conditionally required when ProtectionTermEventPeriod(40195) is specified. |
β40197 | ProtectionTermEventDayType | N | |
β40198 | ProtectionTermEventRateSource | N | |
βComponent | ProtectionTermEventQualifierGrp | N |
ProtectionTermEventNewsSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40951 | NoProtectionTermEventNewsSources | N | |
β40189 | ProtectionTermEventNewsSource | N | Required if NoProtectionTermEventNewsSources(40951) > 0. |
ProtectionTermEventQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40199 | NoProtectionTermEventQualifiers | N | |
β40200 | ProtectionTermEventQualifier | N | Required if NoProtectionTermEventQualifiers(40199) > 0. |
ProtectionTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40181 | NoProtectionTerms | N | |
β40182 | ProtectionTermNotional | N | Required if NoProtectionTerms(40181) > 0. |
β40183 | ProtectionTermCurrency | N | |
β40184 | ProtectionTermSellerNotifies | N | |
β40185 | ProtectionTermBuyerNotifies | N | |
β40186 | ProtectionTermEventBusinessCenter | N | |
β40187 | ProtectionTermStandardSources | N | |
β40188 | ProtectionTermEventMinimumSources | N | |
βComponent | ProtectionTermEventNewsSourceGrp | N | |
βComponent | ProtectionTermEventGrp | N | |
βComponent | ProtectionTermObligationGrp | N | |
β40190 | ProtectionTermXID | N |
ProtectionTermObligationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40201 | NoProtectionTermObligations | N | |
β40202 | ProtectionTermObligationType | N | Required if NoProtectionTermObligations(40201) > 0. |
β40203 | ProtectionTermObligationValue | N |
ProvisionCashSettlPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40952 | NoProvisionCashSettlPaymentDateBusinessCenters | N | |
β40164 | ProvisionCashSettlPaymentDateBusinessCenter | N | Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. |
ProvisionCashSettlPaymentDates
Tag | Name | Req’d | Description |
---|---|---|---|
40163 | ProvisionCashSettlPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. |
Component | ProvisionCashSettlPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. |
40165 | ProvisionCashSettlPaymentDateRelativeTo | N | |
40166 | ProvisionCashSettlPaymentDateOffsetPeriod | N | Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. |
40167 | ProvisionCashSettlPaymentDateOffsetUnit | N | Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. |
40168 | ProvisionCashSettlPaymentDateOffsetDayType | N | |
40169 | ProvisionCashSettlPaymentDateRangeFirst | N | |
40170 | ProvisionCashSettlPaymentDateRangeLast | N | |
Component | ProvisionCashSettlPaymentFixedDateGrp | N |
ProvisionCashSettlPaymentFixedDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40171 | NoProvisionCashSettlPaymentDates | N | |
β40172 | ProvisionCashSettlPaymentDate | N | Required if NoProvisionCashSettlPaymentDates (40171) > 0. |
β40173 | ProvisionCashSettlPaymentDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
ProvisionCashSettlQuoteSource
Tag | Name | Req’d | Description |
---|---|---|---|
40112 | ProvisionCashSettlQuoteSource | N | |
41406 | ProvisionCashSettlQuoteReferencePage | N |
ProvisionCashSettlValueDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40953 | NoProvisionCashSettlValueDateBusinessCenters | N | |
β40117 | ProvisionCashSettlValueDateBusinessCenter | N | Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. |
ProvisionCashSettlValueDates
Tag | Name | Req’d | Description |
---|---|---|---|
40114 | ProvisionCashSettlValueTime | N | |
40115 | ProvisionCashSettlValueTimeBusinessCenter | N | |
40116 | ProvisionCashSettlValueDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. |
Component | ProvisionCashSettlValueDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. |
40118 | ProvisionCashSettlValueDateRelativeTo | N | |
40119 | ProvisionCashSettlValueDateOffsetPeriod | N | Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. |
40120 | ProvisionCashSettlValueDateOffsetUnit | N | Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. |
40121 | ProvisionCashSettlValueDateOffsetDayType | N | |
40122 | ProvisionCashSettlValueDateAdjusted | N |
ProvisionDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40957 | NoProvisionDateBusinessCenters | N | |
β40094 | ProvisionDateBusinessCenter | N | Required if NoProvisionDateBusinessCenters(40957) > 0. |
ProvisionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40090 | NoProvisions | N | |
β40091 | ProvisionType | N | Required if NoProvisions(40090) > 0. |
β40092 | ProvisionDateUnadjusted | N | |
β40093 | ProvisionDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. |
βComponent | ProvisionDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. |
β40095 | ProvisionDateAdjusted | N | |
β40096 | ProvisionDateTenorPeriod | N | Conditionally required when ProvisionDateTenorUnit(40097) is specified. |
β40097 | ProvisionDateTenorUnit | N | Conditionally required when ProvisionDateTenorPeriod(40096) is specified. |
β42707 | ProvisionBreakFeeElection | N | |
β42708 | ProvisionBreakFeeRate | N | |
β40098 | ProvisionCalculationAgent | N | |
β40099 | ProvisionOptionSinglePartyBuyerSide | N | |
β40100 | ProvisionOptionSinglePartySellerSide | N | |
βComponent | ProvisionCashSettlValueDates | N | |
βComponent | ProvisionOptionExerciseDates | N | |
βComponent | ProvisionOptionExpirationDate | N | |
βComponent | ProvisionOptionRelevantUnderlyingDate | N | |
β40101 | ProvisionOptionExerciseStyle | N | |
β40102 | ProvisionOptionExerciseMultipleNotional | N | |
β40103 | ProvisionOptionExerciseMinimumNotional | N | |
β40104 | ProvisionOptionExerciseMaximumNotional | N | |
β40105 | ProvisionOptionMinimumNumber | N | |
β40106 | ProvisionOptionMaximumNumber | N | |
β40107 | ProvisionOptionExerciseConfirmation | N | |
βComponent | ProvisionCashSettlPaymentDates | N | |
β40108 | ProvisionCashSettlMethod | N | |
β40109 | ProvisionCashSettlCurrency | N | |
β40110 | ProvisionCashSettlCurrency2 | N | |
β40111 | ProvisionCashSettlQuoteType | N | |
βComponent | ProvisionCashSettlQuoteSource | N | |
β40113 | ProvisionText | N | |
β40986 | EncodedProvisionTextLen | N | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. |
β40987 | EncodedProvisionText | N | Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. |
βComponent | ProvisionParties | N |
ProvisionOptionExerciseBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40954 | NoProvisionOptionExerciseBusinessCenters | N | |
β40124 | ProvisionOptionExerciseBusinessCenter | N | Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. |
ProvisionOptionExerciseDates
Tag | Name | Req’d | Description |
---|---|---|---|
40123 | ProvisionOptionExerciseBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. |
Component | ProvisionOptionExerciseBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. |
Component | ProvisionOptionExerciseFixedDateGrp | N | |
40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | N | Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. |
40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | N | Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. |
40127 | ProvisionOptionExerciseFrequencyPeriod | N | Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. |
40128 | ProvisionOptionExerciseFrequencyUnit | N | Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. |
40129 | ProvisionOptionExerciseStartDateUnadjusted | N | |
40130 | ProvisionOptionExerciseStartDateRelativeTo | N | |
40131 | ProvisionOptionExerciseStartDateOffsetPeriod | N | Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. |
40132 | ProvisionOptionExerciseStartDateOffsetUnit | N | Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. |
40133 | ProvisionOptionExerciseStartDateOffsetDayType | N | |
40134 | ProvisionOptionExerciseStartDateAdjusted | N | |
40135 | ProvisionOptionExercisePeriodSkip | N | |
40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | N | |
40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | N | |
40138 | ProvisionOptionExerciseEarliestTime | N | |
40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | N | |
40140 | ProvisionOptionExerciseLatestTime | N | |
40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | N |
ProvisionOptionExerciseFixedDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40142 | NoProvisionOptionExerciseFixedDates | N | |
β40143 | ProvisionOptionExerciseFixedDate | N | Required if NoProvisionOptionExerciseFixedDates (40142) > 0. |
β40144 | ProvisionOptionExerciseFixedDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
ProvisionOptionExpirationDate
Tag | Name | Req’d | Description |
---|---|---|---|
40145 | ProvisionOptionExpirationDateUnadjusted | N | |
40146 | ProvisionOptionExpirationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. |
Component | ProvisionOptionExpirationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. |
40148 | ProvisionOptionExpirationDateRelativeTo | N | |
40149 | ProvisionOptionExpirationDateOffsetPeriod | N | Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. |
40150 | ProvisionOptionExpirationDateOffsetUnit | N | Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. |
40151 | ProvisionOptionExpirationDateOffsetDayType | N | |
40152 | ProvisionOptionExpirationDateAdjusted | N | |
40153 | ProvisionOptionExpirationTime | N | |
40154 | ProvisionOptionExpirationTimeBusinessCenter | N |
ProvisionOptionExpirationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40955 | NoProvisionOptionExpirationDateBusinessCenters | N | |
β40147 | ProvisionOptionExpirationDateBusinessCenter | N | Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. |
ProvisionOptionRelevantUnderlyingDate
Tag | Name | Req’d | Description |
---|---|---|---|
40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | N | |
40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. |
Component | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevant underlying date. |
40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | N | |
40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | N | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. |
40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | N | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. |
40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | N | |
40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | N |
ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40956 | NoProvisionOptionRelevantUnderlyingDateBusinessCenters | N | |
β40157 | ProvisionOptionRelevantUnderlyingDateBusinessCenter | N | Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. |
ProvisionParties
Tag | Name | Req’d | Description |
---|---|---|---|
40174 | NoProvisionPartyIDs | N | |
β40175 | ProvisionPartyID | N | Required if NoProvisionPartyIDs(40174) > 0. |
β40176 | ProvisionPartyIDSource | N | Required if NoProvisionPartyIDs(40174) > 0. |
β40177 | ProvisionPartyRole | N | Required if NoProvisionPartyIDs(40174) > 0. |
β2385 | ProvisionPartyRoleQualifier | N | |
βComponent | ProvisionPtysSubGrp | N |
ProvisionPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40178 | NoProvisionPartySubIDs | N | |
β40179 | ProvisionPartySubID | N | Required if NoProvisionPartySubIDs(40178) > 0. |
β40180 | ProvisionPartySubIDType | N | Required if NoProvisionPartySubIDs(40178) > 0. |
PtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
802 | NoPartySubIDs | N | |
β523 | PartySubID | N | |
β803 | PartySubIDType | N |
RateSource
Tag | Name | Req’d | Description |
---|---|---|---|
1445 | NoRateSources | N | |
β1446 | RateSource | N | Required if NoRateSource(1445) > 0 |
β1447 | RateSourceType | N | Required if NoRateSources(1445) > 0 |
β1448 | ReferencePage | N | May be used when RateSource(1446)=99 (Other) |
β2412 | RateSourceReferemcePageHeading | N | |
β2796 | FXBenchmarkRateFix | N |
ReferenceDataDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2746 | NoReferenceDataDates | N | |
β2747 | ReferenceDataDate | N | Required if NoReferenceDataDates(2746) > 0. |
β2748 | ReferenceDataDateType | N |
RegulatoryTradeIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1907 | NoRegulatoryTradeIDs | N | |
β1903 | RegulatoryTradeID | N | Required if NoRegulatoryTradeIDs(1907) > 0. |
β1905 | RegulatoryTradeIDSource | N | |
β1904 | RegulatoryTradeIDEvent | N | |
β1906 | RegulatoryTradeIDType | N | |
β2411 | RegulatoryLegRefID | N | This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. |
β2397 | RegulatoryTradeIDScope | N |
RelatedInstrumentGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1647 | NoRelatedInstruments | N | |
β1648 | RelatedInstrumentType | N | Conditionally required when NoRelatedInstruments > 0 |
β1649 | RelatedSymbol | N | Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ( hedges forinstrument) this would be the instrument being used to offset the option Instrument. If one of the related tofields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. |
β1650 | RelatedSecurityID | N | Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the related tofields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. |
β1651 | RelatedSecurityIDSource | N | Conditionally required when RelatedSecurityID(1650) is specified. |
β1652 | RelatedSecurityType | N | May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. |
β1653 | RelatedMaturityMonthYear | N | May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. |
β2413 | RelatedToSecurityID | N | Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all related tofields may be omitted. |
β2414 | RelatedToSecurityIDSource | N | Conditionally required when RelatedToSecurityID(2413) is specified. |
β2415 | RelatedToStreamXIDRef | N | Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all related tofields may be omitted. |
β2417 | RelatedToDividendPeriodXIDRef | N | Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all related tofields may be omitted. |
RelatedOrderGrp
Tag | Name | Req’d | Description |
---|---|---|---|
73 | NoOrders | N | |
β2887 | RelatedOrderID | N | Required if NoOrders(73) > 0. |
β2888 | RelatedOrderIDSource | N | The same value must be used for all orders having the same OrderRelationship(2890) value. |
β2836 | RelatedOrderTime | N | |
β2889 | RelatedOrderQty | N | |
β2890 | OrderRelationship | N | May be used to explicitly express the type of relationship or to provide orders having different relationships. |
β2835 | OrderOriginationFirmID | N | May be used when aggregating orders that were originally submitted by different firms, e.g. due to a merger or acquisition. |
RelatedPartyDetailAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1569 | NoRelatedPartyDetailAltID | N | |
β1570 | RelatedPartyDetailAltID | N | Required when NoRelatedPartyDetailAltID > 0. |
β1571 | RelatedPartyDetailAltIDSource | N | Required when NoRelatedPartyDetailAltID > 0. |
βComponent | RelatedPartyDetailAltSubGrp | N |
RelatedPartyDetailAltSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1572 | NoRelatedPartyDetailAltSubIDs | N | |
β1573 | RelatedPartyDetailAltSubID | N | Required when NoRelatedPartyDetailAltSubIDs > 0. |
β1574 | RelatedPartyDetailAltSubIDType | N | Required when NoRelatedPartyDetailAltSubIDs > 0. |
RelatedPartyDetailGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1562 | NoRelatedPartyDetailID | N | |
β1563 | RelatedPartyDetailID | N | Required if NoRelatedPartyDetails > 0. |
β1564 | RelatedPartyDetailIDSource | N | Required if NoRelatedPartyDetails > 0. |
β1565 | RelatedPartyDetailRole | N | Required if NoRelatedPartyDetails > 0. |
β1675 | RelatedPartyDetailRoleQualifier | N | |
βComponent | RelatedPartyDetailSubGrp | N | |
βComponent | RelatedPartyDetailAltIDGrp | N | |
βComponent | PartyRelationshipGrp | N |
RelatedPartyDetailSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1566 | NoRelatedPartyDetailSubIDs | N | |
β1567 | RelatedPartyDetailSubID | N | Required when NoRelatedPartyDetailSubIDs > 0. |
β1568 | RelatedPartyDetailSubIDType | N | Required when NoRelatedPartyDetailSubIDs > 0. |
RelatedTradeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1855 | NoRelatedTrades | N | |
β1856 | RelatedTradeID | N | Required if NoRelatedTrades(1855) > 0. |
β1857 | RelatedTradeIDSource | N | |
β2103 | RelatedRegulatoryTradeIDSource | N | Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. |
β1858 | RelatedTradeDate | N | Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. |
β1859 | RelatedTradeMarketID | N | Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. |
β1860 | RelatedTradeQuantity | N |
RelativeValueGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2529 | NoRelativeValues | N | |
β2530 | RelativeValueType | N | Required if NoRelativeValues(2529) > 0. |
β2531 | RelativeValue | N | Required if NoRelativeValues(2529) > 0. |
β2532 | RelativeValueSide | N |
ReturnRateDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42709 | NoReturnRateDates | N | |
β42710 | ReturnRateDateMode | N | Required if NoReturnRateDates(42709) > 0. |
βComponent | ReturnRateValuationDateGrp | N | |
β42711 | ReturnRateValuationDateRelativeTo | N | |
β42712 | ReturnRateValuationDateOffsetPeriod | N | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. |
β42713 | ReturnRateValuationDateOffsetUnit | N | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. |
β42714 | ReturnRateValuationDateOffsetDayType | N | |
β42715 | ReturnRateValuationStartDateUnadjusted | N | |
β42716 | ReturnRateValuationStartDateRelativeTo | N | |
β42717 | ReturnRateValuationStartDateOffsetPeriod | N | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. |
β42718 | ReturnRateValuationStartDateOffsetUnit | N | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. |
β42719 | ReturnRateValuationStartDateOffsetDayType | N | |
β42720 | ReturnRateValuationStartDateAdjusted | N | |
β42721 | ReturnRateValuationEndDateUnadjusted | N | |
β42722 | ReturnRateValuationEndDateRelativeTo | N | |
β42723 | ReturnRateValuationEndDateOffsetPeriod | N | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. |
β42724 | ReturnRateValuationEndDateOffsetUnit | N | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. |
β42725 | ReturnRateValuationEndDateOffsetDayType | N | |
β42726 | ReturnRateValuationEndDateAdjusted | N | |
β42727 | ReturnRateValuationFrequencyPeriod | N | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. |
β42728 | ReturnRateValuationFrequencyUnit | N | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. |
β42729 | ReturnRateValuationFrequencyRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. |
β42730 | ReturnRateValuationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. |
βComponent | ReturnRateValuationDateBusinessCenterGrp | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. |
ReturnRateFXConversionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42731 | NoReturnRateFXConversions | N | |
β42732 | ReturnRateFXCurrencySymbol | N | Required if NoReturnRateFXConversions(42731) > 0. |
β42733 | ReturnRateFXRate | N | Required if NoReturnRateFXConversions(42731) > 0. |
β42734 | ReturnRateFXRateCalc | N |
ReturnRateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42735 | NoReturnRates | N | |
β42736 | ReturnRatePriceSequence | N | Required if NoReturnRates(42735) > 0. |
β42737 | ReturnRateCommissionBasis | N | |
β42738 | ReturnRateCommissionAmount | N | |
β42739 | ReturnRateCommissionCurrency | N | If not specified, this is defaulted to the reporting currency. |
β42740 | ReturnRateTotalCommissionPerTrade | N | |
β42741 | ReturnRateDeterminationMethod | N | |
βComponent | ReturnRatePriceGrp | N | |
βComponent | ReturnRateFXConversionGrp | N | |
β42742 | ReturnRateAmountRelativeTo | N | |
β42743 | ReturnRateQuoteMeasureType | N | |
β42744 | ReturnRateQuoteUnits | N | |
β42745 | ReturnRateQuoteMethod | N | |
β42746 | ReturnRateQuoteCurrency | N | |
β42747 | ReturnRateQuoteCurrencyType | N | |
β42748 | ReturnRateQuoteTimeType | N | Mutually exclusive with ReturnRateQuoteTime(42749). |
β42749 | ReturnRateQuoteTime | N | Mutually exclusive with ReturnRateQuoteTimeType(42748). |
β42750 | ReturnRateQuoteDate | N | |
β42751 | ReturnRateQuoteExpirationTime | N | |
β42752 | ReturnRateQuoteBusinessCenter | N | |
β42753 | ReturnRateQuoteExchange | N | |
βComponent | ReturnRateInformationSourceGrp | N | |
β42754 | ReturnRateQuotePricingModel | N | |
β42755 | ReturnRateCashFlowType | N | |
βComponent | ReturnRateDateGrp | N | |
β42756 | ReturnRateValuationTimeType | N | Mutually exclusive with ReturnRateValuationTime(42757). |
β42757 | ReturnRateValuationTime | N | Mutually exclusive with ReturnRateValuationTimeType(42756). |
β42758 | ReturnRateValuationTimeBusinessCenter | N | |
β42759 | ReturnRateValuationPriceOption | N | |
β42760 | ReturnRateFinalPriceFallback | N |
ReturnRateInformationSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42761 | NoReturnRateInformationSources | N | |
β42762 | ReturnRateInformationSource | N | Required if NoReturnRateInformationSources(42761) > 0. |
β42763 | ReturnRateReferencePage | N | |
β42764 | ReturnRateReferencePageHeading | N |
ReturnRatePriceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42765 | NoReturnRatePrices | N | |
β42766 | ReturnRatePriceBasis | N | Required if NoReturnRatePrices(42765) > 0. |
β42767 | ReturnRatePrice | N | |
β42768 | ReturnRatePriceCurrency | N | |
β42769 | ReturnRatePriceType | N |
ReturnRateValuationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42770 | NoReturnRateValuationDateBusinessCenters | N | |
β42771 | ReturnRateValuationDateBusinessCenter | N | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. |
ReturnRateValuationDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42772 | NoReturnRateValuationDates | N | |
β42773 | ReturnRateValuationDate | N | Required if NoReturnRateValuationDates(42772) > 0. |
β42774 | ReturnRateValuationDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
RootParties
Tag | Name | Req’d | Description |
---|---|---|---|
1116 | NoRootPartyIDs | N | |
β1117 | RootPartyID | N | Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. |
β1118 | RootPartyIDSource | N | Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. |
β1119 | RootPartyRole | N | Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. |
β2388 | RootPartyRoleQualifier | N | |
βComponent | RootSubParties | N | Repeating group of RootParty sub-identifiers. |
RootSubParties
Tag | Name | Req’d | Description |
---|---|---|---|
1120 | NoRootPartySubIDs | N | |
β1121 | RootPartySubID | N | Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. |
β1122 | RootPartySubIDType | N | Type of Sub-identifier. Required if NoRootPartySubIDs > 0. |
SecAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
454 | NoSecurityAltID | N | |
β455 | SecurityAltID | N | |
β456 | SecurityAltIDSource | N | |
β2957 | SymbolPositionNumber | N |
SecondaryAssetGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1976 | NoSecondaryAssetClasses | N | |
β1977 | SecondaryAssetClass | N | Required if NoSecondaryAssetClasses(1976) > 0. |
β1978 | SecondaryAssetSubClass | N | Required if SecondaryAssetType(1979) is specified. |
β1979 | SecondaryAssetType | N | Required if SecondaryAssetSubType(2741) is specified. |
β2741 | SecondaryAssetSubType | N |
SecurityXML
Tag | Name | Req’d | Description |
---|---|---|---|
1184 | SecurityXMLLen | N | Must be provided if SecurityXML(1185) field is specified and must immediately precede it. |
1185 | SecurityXML | N | |
1186 | SecurityXMLSchema | N |
SettlMethodElectionDate
Tag | Name | Req’d | Description |
---|---|---|---|
42777 | SettlMethodElectionDateUnadjusted | N | |
42778 | SettlMethodElectionDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. |
Component | SettlMethodElectionDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. |
42779 | SettlMethodElectionDateRelativeTo | N | |
42780 | SettlMethodElectionDateOffsetPeriod | N | Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. |
42781 | SettlMethodElectionDateOffsetUnit | N | Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. |
42782 | SettlMethodElectionDateOffsetDayType | N | |
42783 | SettlMethodElectionDateAdjusted | N |
SettlMethodElectionDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42775 | NoSettlMethodElectionDateBusinessCenters | N | |
β42776 | SettlMethodElectionDateBusinessCenter | N | Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. |
SettlRateDisruptionFallbackGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40085 | NoSettlRateFallbacks | N | |
β40086 | SettlRatePostponementMaximumDays | N | Required if NoSettlRateFallbacks(40085) > 0. |
βComponent | SettlRateFallbackRateSource | N | |
β40088 | SettlRatePostponementSurvey | N | |
β40089 | SettlRatePostponementCalculationAgent | N |
SettlRateFallbackRateSource
Tag | Name | Req’d | Description |
---|---|---|---|
40373 | SettlRateFallbackRateSource | N | |
40655 | SettlRateFallbackReferencePage | N | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). |
SpreadOrBenchmarkCurveData
Tag | Name | Req’d | Description |
---|---|---|---|
218 | Spread | N | For Fixed Income |
220 | BenchmarkCurveCurrency | N | |
2950 | BenchmarkCurveCurrencyCodeSource | N | |
221 | BenchmarkCurveName | N | |
222 | BenchmarkCurvePoint | N | |
662 | BenchmarkPrice | N | |
663 | BenchmarkPriceType | N | Must be present if BenchmarkPrice is used. |
699 | BenchmarkSecurityID | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. |
761 | BenchmarkSecurityIDSource | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. |
StandardHeader
Tag | Name | Req’d | Description |
---|---|---|---|
8 | BeginString | Y | FIXT.1.1 (Always unencrypted, must be first field in message) |
9 | BodyLength | Y | (Always unencrypted, must be second field in message) |
35 | MsgType | Y | (Always unencrypted, must be third field in message) |
1128 | ApplVerID | N | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. |
1156 | ApplExtID | N | |
1129 | CstmApplVerID | N | Used to support bilaterally agreed custom functionality |
49 | SenderCompID | Y | (Always unencrypted) |
56 | TargetCompID | Y | (Always unencrypted) |
115 | OnBehalfOfCompID | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) |
128 | DeliverToCompID | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) |
34 | MsgSeqNum | Y | (Can be embedded within encrypted data section.) |
50 | SenderSubID | N | (Can be embedded within encrypted data section.) |
142 | SenderLocationID | N | Sender’s LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) |
57 | TargetSubID | N | ADMINreserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) |
143 | TargetLocationID | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) |
116 | OnBehalfOfSubID | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) |
144 | OnBehalfOfLocationID | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) |
129 | DeliverToSubID | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) |
145 | DeliverToLocationID | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) |
43 | PossDupFlag | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) |
97 | PossResend | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) |
52 | SendingTime | Y | (Can be embedded within encrypted data section.) |
122 | OrigSendingTime | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) |
212 | XmlDataLen | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) |
213 | XmlData | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support |
347 | MessageEncoding | N | Type of message encoding (non-ASCII characters) used in a message’s Encodedfields. Required if any Encodingfields are used. |
369 | LastMsgSeqNumProcessed | N | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. |
Component | HopGrp | N | Number of repeating groups of historical hopinformation. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. |
StandardTrailer
Tag | Name | Req’d | Description |
---|---|---|---|
10 | CheckSum | Y | (Always unencrypted, always last field in message) |
Stipulations
Tag | Name | Req’d | Description |
---|---|---|---|
232 | NoStipulations | N | |
β233 | StipulationType | N | Required if NoStipulations >0 |
β234 | StipulationValue | N |
StreamAssetAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41237 | NoStreamAssetAttributes | N | |
β41238 | StreamAssetAttributeType | N | Required if NoStreamAssetAttributes(41237) > 0. |
β41239 | StreamAssetAttributeValue | N | |
β41240 | StreamAssetAttributeLimit | N |
StreamCalculationPeriodBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40958 | NoStreamCalculationPeriodBusinessCenters | N | |
β40074 | StreamCalculationPeriodBusinessCenter | N | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. |
StreamCalculationPeriodDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41241 | NoStreamCalculationPeriodDates | N | |
β41242 | StreamCalculationPeriodDate | N | Required if NoStreamCalculationPeriodDates(41241) > 0. |
β41243 | StreamCalculationPeriodDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
StreamCalculationPeriodDates
Tag | Name | Req’d | Description |
---|---|---|---|
41244 | StreamCalculationPeriodDatesXID | N | |
41245 | StreamCalculationPeriodDatesXIDRef | N | |
40073 | StreamCalculationPeriodBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. |
Component | StreamCalculationPeriodBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. |
Component | StreamCalculationPeriodDateGrp | N | |
40075 | StreamFirstPeriodStartDateUnadjusted | N | |
40076 | StreamFirstPeriodStartDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. |
Component | StreamFirstPeriodStartDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. |
40078 | StreamFirstPeriodStartDateAdjusted | N | |
40079 | StreamFirstRegularPeriodStartDateUnadjusted | N | |
40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | N | |
40081 | StreamLastRegularPeriodEndDateUnadjusted | N | |
40082 | StreamCalculationFrequencyPeriod | N | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. |
40083 | StreamCalculationFrequencyUnit | N | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. |
40084 | StreamCalculationRollConvention | N | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. |
41246 | StreamCalculationBalanceOfFirstPeriod | N | |
41247 | StreamCalculationCorrectionPeriod | N | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. |
41248 | StreamCalculationCorrectionUnit | N | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. |
StreamCommodity
Tag | Name | Req’d | Description |
---|---|---|---|
41251 | StreamCommodityBase | N | |
41252 | StreamCommodityType | N | |
41253 | StreamCommoditySecurityID | N | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. |
41254 | StreamCommoditySecurityIDSource | N | Conditionally required when StreamCommoditySecurityID(41253) is specified. |
Component | StreamCommodityAltIDGrp | N | |
41255 | StreamCommodityDesc | N | |
41256 | EncodedStreamCommodityDescLen | N | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. |
41257 | EncodedStreamCommodityDesc | N | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. |
42587 | StreamCommodityDeliveryPricingRegion | N | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). |
Component | StreamAssetAttributeGrp | N | |
41258 | StreamCommodityUnitOfMeasure | N | |
41259 | StreamCommodityCurrency | N | |
41260 | StreamCommodityExchange | N | |
41261 | StreamCommodityRateSource | N | |
41262 | StreamCommodityRateReferencePage | N | |
41263 | StreamCommodityRateReferencePageHeading | N | |
41264 | StreamDataProvider | N | |
Component | StreamCommodityDataSourceGrp | N | |
41265 | StreamCommodityPricingType | N | |
41266 | StreamCommodityNearbySettlDayPeriod | N | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. |
41267 | StreamCommodityNearbySettlDayUnit | N | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. |
41268 | StreamCommoditySettlDateUnadjusted | N | |
41269 | StreamCommoditySettlDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. |
Component | StreamCommoditySettlBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. |
41270 | StreamCommoditySettlDateAdjusted | N | |
41271 | StreamCommoditySettlMonth | N | |
41272 | StreamCommoditySettlDateRollPeriod | N | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. |
41273 | StreamCommoditySettlDateRollUnit | N | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. |
41274 | StreamCommoditySettlDayType | N | |
Component | StreamCommoditySettlPeriodGrp | N | |
41275 | StreamCommodityXID | N | |
41276 | StreamCommodityXIDRef | N |
StreamCommodityAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41277 | NoStreamCommodityAltIDs | N | |
β41278 | StreamCommodityAltID | N | Required if NoStreamCommodityAltIDs(41277) > 0. |
β41279 | StreamCommodityAltIDSource | N | Required if NoStreamCommodityAltIDs(41277) > 0. |
StreamCommodityDataSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41280 | NoStreamCommodityDataSources | N | |
β41281 | StreamCommodityDataSourceID | N | Required if NoStreamCommodityDataSources(41280) > 0. |
β41282 | StreamCommodityDataSourceIDType | N | Required if NoStreamCommodityDataSources(41280) > 0. |
StreamCommoditySettlBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41249 | NoStreamCommoditySettlBusinessCenters | N | |
β41250 | StreamCommoditySettlBusinessCenter | N | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. |
StreamCommoditySettlDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41283 | NoStreamCommoditySettlDays | N | |
β41284 | StreamCommoditySettlDay | N | Required if NoStreamCommoditySettlDays(41283) > 0. |
β41285 | StreamCommoditySettlTotalHours | N | |
βComponent | StreamCommoditySettlTimeGrp | N |
StreamCommoditySettlPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41289 | NoStreamCommoditySettlPeriods | N | |
β41290 | StreamCommoditySettlCountry | N | Required if NoStreamCommoditySettlPeriods(41289) > 0. |
β41291 | StreamCommoditySettlTimeZone | N | |
β41292 | StreamCommoditySettlFlowType | N | |
β41293 | StreamCommoditySettlPeriodNotional | N | |
β41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | N | |
β41295 | StreamCommoditySettlPeriodFrequencyPeriod | N | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. |
β41296 | StreamCommoditySettlPeriodFrequencyUnit | N | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. |
β41297 | StreamCommoditySettlPeriodPrice | N | |
β41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | N | |
β41299 | StreamCommoditySettlPeriodPriceCurrency | N | |
β41300 | StreamCommoditySettlHolidaysProcessingInstruction | N | |
βComponent | StreamCommoditySettlDayGrp | N | |
β41301 | StreamCommoditySettlPeriodXID | N | |
β41302 | StreamCommoditySettlPeriodXIDRef | N |
StreamCommoditySettlTimeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41286 | NoStreamCommoditySettlTimes | N | |
β41287 | StreamCommoditySettlStart | N | Required if NoStreamCommoditySettlTimes(41286) > 0. |
β41288 | StreamCommoditySettlEnd | N | Required if NoStreamCommoditySettlTimes(41286) > 0. |
β41588 | StreamCommoditySettlTimeType | N | May be defaulted to market convention or bilaterally agreed if not specified. |
StreamEffectiveDate
Tag | Name | Req’d | Description |
---|---|---|---|
40907 | StreamEffectiveDateUnadjusted | N | |
40908 | StreamEffectiveDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. |
Component | StreamEffectiveDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. |
40910 | StreamEffectiveDateRelativeTo | N | |
40911 | StreamEffectiveDateOffsetPeriod | N | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. |
40912 | StreamEffectiveDateOffsetUnit | N | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. |
40913 | StreamEffectiveDateOffsetDayType | N | |
40914 | StreamEffectiveDateAdjusted | N |
StreamEffectiveDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40960 | NoStreamEffectiveDateBusinessCenters | N | |
β40909 | StreamEffectiveDateBusinessCenter | N | Required if NoStreamEffectiveDateBusinessCenters(40960) > 0. |
StreamFirstPeriodStartDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40959 | NoStreamFirstPeriodStartDateBusinessCenters | N | |
β40077 | StreamFirstPeriodStartDateBusinessCenter | N | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. |
StreamGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40049 | NoStreams | N | |
β40050 | StreamType | N | Required if NoStreams(40049) > 0. |
β41303 | StreamXID | N | |
β40051 | StreamDesc | N | |
β42784 | StreamVersion | N | |
β42785 | StreamVersionEffectiveDate | N | |
β40052 | StreamPaySide | N | |
β40053 | StreamReceiveSide | N | |
β41305 | StreamNotionalXIDRef | N | |
β40054 | StreamNotional | N | |
β40055 | StreamCurrency | N | |
β42786 | StreamNotionalDeterminationMethod | N | |
β42787 | StreamNotionalAdjustments | N | |
β41306 | StreamNotionalFrequencyPeriod | N | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. |
β41307 | StreamNotionalFrequencyUnit | N | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. |
β41308 | StreamNotionalCommodityFrequency | N | |
β41309 | StreamNotionalUnitOfMeasure | N | |
β41310 | StreamTotalNotional | N | |
β41311 | StreamTotalNotionalUnitOfMeasure | N | |
βComponent | StreamCommodity | N | |
βComponent | StreamEffectiveDate | N | |
βComponent | StreamTerminationDate | N | |
βComponent | StreamCalculationPeriodDates | N | |
βComponent | PaymentStream | N | |
βComponent | PaymentScheduleGrp | N | |
βComponent | PaymentStubGrp | N | |
βComponent | DeliveryStream | N | |
βComponent | DeliveryScheduleGrp | N | |
β40056 | StreamText | N | |
β40982 | EncodedStreamTextLen | N | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. |
β40983 | EncodedStreamText | N | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. |
StreamTerminationDate
Tag | Name | Req’d | Description |
---|---|---|---|
40065 | StreamTerminationDateUnadjusted | N | |
40066 | StreamTerminationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. |
Component | StreamTerminationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. |
40068 | StreamTerminationDateRelativeTo | N | |
40069 | StreamTerminationDateOffsetPeriod | N | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. |
40070 | StreamTerminationDateOffsetUnit | N | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. |
40071 | StreamTerminationDateOffsetDayType | N | |
40072 | StreamTerminationDateAdjusted | N |
StreamTerminationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40961 | NoStreamTerminationDateBusinessCenters | N | |
β40067 | StreamTerminationDateBusinessCenter | N | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. |
TargetParties
Tag | Name | Req’d | Description |
---|---|---|---|
1461 | NoTargetPartyIDs | N | |
β1462 | TargetPartyID | N | Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. |
β1463 | TargetPartyIDSource | N | Used to identify source of target party identifier. |
β1464 | TargetPartyRole | N | Used to identify the role of source party identifier. |
β1818 | TargetPartyRoleQualifier | N | Used to further qualify the role of the target party role. |
βComponent | TargetPtysSubGrp | N | Repeating group of target party sub-identifiers. |
TargetPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2433 | NoTargetPartySubIDs | N | |
β2434 | TargetPartySubID | N | Required when NoTargetPartySubIDs(2433) > 0. |
β2435 | TargetPartySubIDType | N | Required when NoTargetPartySubIDs(2433) > 0. |
ThrottleResponse
Tag | Name | Req’d | Description |
---|---|---|---|
1685 | ThrottleInst | N | |
1609 | ThrottleStatus | N | |
1686 | ThrottleCountIndicator | N |
TradePriceConditionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1838 | NoTradePriceConditions | N | |
β1839 | TradePriceCondition | N | Required if NoTradePriceConditions(1838) > 0. |
TrdRegPublicationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2668 | NoTrdRegPublications | N | |
β2669 | TrdRegPublicationType | N | Required if NoTrdRegPublications(2668) > 0. |
β2670 | TrdRegPublicationReason | N |
TrdRegTimestamps
Tag | Name | Req’d | Description |
---|---|---|---|
768 | NoTrdRegTimestamps | N | |
β769 | TrdRegTimestamp | N | Required if NoTrdRegTimestamps(768) > 0. |
β770 | TrdRegTimestampType | N | Required if NoTrdRegTimestamps(768) > 0. |
β771 | TrdRegTimestampOrigin | N | |
β2839 | TrdRegTimestampManualIndicator | N | |
β1033 | DeskType | N | |
β1034 | DeskTypeSource | N | |
β1035 | DeskOrderHandlingInst | N | |
β1727 | InformationBarrierID | N | |
β2831 | NBBOEntryType | N | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
β2832 | NBBOPrice | N | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
β2833 | NBBOQty | N | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
β2834 | NBBOSource | N | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
TrdgSesGrp
Tag | Name | Req’d | Description |
---|---|---|---|
386 | NoTradingSessions | N | |
β336 | TradingSessionID | N | Required if NoTradingSessions is > 0. |
β625 | TradingSessionSubID | N |
UndInstrmtGrp
Tag | Name | Req’d | Description |
---|---|---|---|
711 | NoUnderlyings | N | |
βComponent | UnderlyingInstrument | N | Required if NoUnderlyings(711) > 0. |
UndSecAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
457 | NoUnderlyingSecurityAltID | N | |
β458 | UnderlyingSecurityAltID | N | |
β459 | UnderlyingSecurityAltIDSource | N | |
β2959 | UnderlyingSymbolPositionNumber | N |
UnderlyingAdditionalTermBondRefGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41340 | NoUnderlyingAdditionalTermBondRefs | N | |
β41341 | UnderlyingAdditionalTermBondSecurityID | N | Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. |
β41701 | UnderlyingAdditionalTermBondSecurityIDSource | N | Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. |
β41709 | UnderlyingAdditionalTermBondDesc | N | |
β41710 | EncodedUnderlyingAdditionalTermBondDescLen | N | Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. |
β41711 | EncodedUnderlyingAdditionalTermBondDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. |
β41712 | UnderlyingAdditionalTermBondCurrency | N | |
β42017 | UnderlyingAdditionalTermBondIssuer | N | |
β42025 | EncodedUnderlyingAdditionalTermBondIssuerLen | N | Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. |
β42026 | EncodedUnderlyingAdditionalTermBondIssuer | N | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. |
β42027 | UnderlyingAdditionalTermBondSeniority | N | |
β42028 | UnderlyingAdditionalTermBondCouponType | N | |
β42029 | UnderlyingAdditionalTermBondCouponRate | N | |
β42030 | UnderlyingAdditionalTermBondMaturityDate | N | |
β42031 | UnderlyingAdditionalTermBondParValue | N | |
β42032 | UnderlyingAdditionalTermBondCurrentTotalIssuedAmount | N | |
β42033 | UnderlyingAdditionalTermBondCouponFrequencyPeriod | N | Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. |
β42034 | UnderlyingAdditionalTermBondCouponFrequencyUnit | N | Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. |
β42035 | UnderlyingAdditionalTermBondDayCount | N |
UnderlyingAdditionalTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42036 | NoUnderlyingAdditionalTerms | N | |
β42037 | UnderlyingAdditionalTermConditionPrecedentBondIndicator | N | Required if NoUnderlyingAdditionalTerms(42036) > 0. |
β42038 | UnderlyingAdditionalTermDiscrepancyClauseIndicator | N | |
βComponent | UnderlyingAdditionalTermBondRefGrp | N |
UnderlyingAssetAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2312 | NoUnderlyingAssetAttributes | N | |
β2313 | UnderlyingAssetAttributeType | N | Required if NoUnderlyingAssetAttributes(2312) > 0. |
β2314 | UnderlyingAssetAttributeValue | N | |
β2315 | UnderlyingAssetAttributeLimit | N |
UnderlyingBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40962 | NoUnderlyingBusinessCenters | N | |
β40963 | UnderlyingBusinessCenter | N | Required if NoUnderlyingBusinessCenters(40962) > 0. |
UnderlyingCashSettlDate
Tag | Name | Req’d | Description |
---|---|---|---|
42790 | UnderlyingCashSettlDateUnadjusted | N | |
42791 | UnderlyingCashSettlDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. |
Component | UnderlyingCashSettlDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. |
42792 | UnderlyingCashSettlDateRelativeTo | N | |
42793 | UnderlyingCashSettlDateOffsetPeriod | N | Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. |
42794 | UnderlyingCashSettlDateOffsetUnit | N | Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. |
42795 | UnderlyingCashSettlDateOffsetDayType | N | |
42796 | UnderlyingCashSettlDateAdjusted | N |
UnderlyingCashSettlDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42788 | NoUnderlyingCashSettlDateBusinessCenters | N | |
β42789 | UnderlyingCashSettlDateBusinessCenter | N | Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. |
UnderlyingCashSettlDealerGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42039 | NoUnderlyingCashSettlDealers | N | |
β42040 | UnderlyingCashSettlDealer | N | Required if NoUnderlyingCashSettlDealers(42039) > 0. |
UnderlyingCashSettlTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42041 | NoUnderlyingCashSettlTerms | N | |
β42042 | UnderlyingCashSettlCurrency | N | Required if NoUnderlyingCashSettlTerms(42041) > 0. |
β42043 | UnderlyingCashSettlValuationFirstBusinessDayOffset | N | |
β42044 | UnderlyingCashSettlValuationSubsequentBusinessDaysOffset | N | |
β42045 | UnderlyingCashSettlNumOfValuationDates | N | |
β42046 | UnderlyingCashSettlValuationTime | N | |
β42047 | UnderlyingCashSettlBusinessCenter | N | |
β42048 | UnderlyingCashSettlQuoteMethod | N | |
β42049 | UnderlyingCashSettlQuoteAmount | N | |
β42050 | UnderlyingCashSettlQuoteCurrency | N | |
β42051 | UnderlyingCashSettlMinimumQuoteAmount | N | |
β42052 | UnderlyingCashSettlMinimumQuoteCurrency | N | |
βComponent | UnderlyingCashSettlDealerGrp | N | |
β42797 | UnderlyingCashSettlPriceSource | N | |
β42798 | UnderlyingCashSettlPriceDefault | N | |
β42053 | UnderlyingCashSettlBusinessDays | N | |
β42054 | UnderlyingCashSettlAmount | N | |
βComponent | UnderlyingCashSettlDate | N | |
β42055 | UnderlyingCashSettlRecoveryFactor | N | |
β42056 | UnderlyingCashSettlFixedTermIndicator | N | |
β42057 | UnderlyingCashSettlAccruedInterestIndicator | N | |
β42058 | UnderlyingCashSettlValuationMethod | N | |
β42059 | UnderlyingCashSettlTermXID | N |
UnderlyingComplexEventAveragingObservationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41713 | NoUnderlyingComplexEventAveragingObservations | N | |
β41714 | UnderlyingComplexEventAveragingObservationNumber | N | Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. |
β41715 | UnderlyingComplexEventAveragingWeight | N |
UnderlyingComplexEventCreditEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41716 | NoUnderlyingComplexEventCreditEvents | N | |
β41717 | UnderlyingComplexEventCreditEventType | N | Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. |
β41718 | UnderlyingComplexEventCreditEventValue | N | |
β41719 | UnderlyingComplexEventCreditEventCurrency | N | |
β41720 | UnderlyingComplexEventCreditEventPeriod | N | Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. |
β41721 | UnderlyingComplexEventCreditEventUnit | N | Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. |
β41722 | UnderlyingComplexEventCreditEventDayType | N | |
β41723 | UnderlyingComplexEventCreditEventRateSource | N | |
βComponent | UnderlyingComplexEventCreditEventQualifierGrp | N |
UnderlyingComplexEventCreditEventQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41724 | NoUnderlyingComplexEventCreditEventQualifiers | N | |
β41725 | UnderlyingComplexEventCreditEventQualifier | N | Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. |
UnderlyingComplexEventCreditEventSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41748 | NoUnderlyingComplexEventCreditEventSources | N | |
β41749 | UnderlyingComplexEventCreditEventSource | N | Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. |
UnderlyingComplexEventDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41737 | NoUnderlyingComplexEventDateBusinessCenters | N | |
β41738 | UnderlyingComplexEventDateBusinessCenter | N | Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. |
UnderlyingComplexEventDates
Tag | Name | Req’d | Description |
---|---|---|---|
2053 | NoUnderlyingComplexEventDates | N | |
β2054 | UnderlyingComplexEventStartDate | N | Required if NoUnderlyingComplexEventDates(2054) > 0. |
β2055 | UnderlyingComplexEventEndDate | N | Required if NoUnderlyingComplexEventDates(2054) > 0. |
βComponent | UnderlyingComplexEventTimes | N |
UnderlyingComplexEventPeriodDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41726 | NoUnderlyingComplexEventPeriodDateTimes | N | |
β41727 | UnderlyingComplexEventPeriodDate | N | Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. |
β41728 | UnderlyingComplexEventPeriodTime | N |
UnderlyingComplexEventPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41729 | NoUnderlyingComplexEventPeriods | N | |
β41730 | UnderlyingComplexEventPeriodType | N | Required if NoUnderlyingComplexEventPeriods(41729) > 0. |
β41731 | UnderlyingComplexEventBusinessCenter | N | |
βComponent | UnderlyingComplexEventScheduleGrp | N | |
βComponent | UnderlyingComplexEventPeriodDateGrp | N | |
βComponent | UnderlyingComplexEventAveragingObservationGrp | N |
UnderlyingComplexEventRateSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41732 | NoUnderlyingComplexEventRateSources | N | |
β41733 | UnderlyingComplexEventRateSource | N | Required if NoUnderlyingComplexEventRateSources(41732) > 0. |
β41734 | UnderlyingComplexEventRateSourceType | N | Required if NoUnderlyingComplexEventRateSources(41732) > 0. |
β41735 | UnderlyingComplexEventReferencePage | N | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). |
β41736 | UnderlyingComplexEventReferencePageHeading | N |
UnderlyingComplexEventRelativeDate
Tag | Name | Req’d | Description |
---|---|---|---|
41739 | UnderlyingComplexEventDateUnadjusted | N | |
41740 | UnderlyingComplexEventDateRelativeTo | N | |
41741 | UnderlyingComplexEventDateOffsetPeriod | N | Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. |
41742 | UnderlyingComplexEventDateOffsetUnit | N | Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. |
41743 | UnderlyingComplexEventDateOffsetDayType | N | |
41744 | UnderlyingComplexEventDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. |
Component | UnderlyingComplexEventDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. |
41745 | UnderlyingComplexEventDateAdjusted | N | |
41746 | UnderlyingComplexEventFixingTime | N | |
41747 | UnderlyingComplexEventFixingTimeBusinessCenter | N |
UnderlyingComplexEventScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41750 | NoUnderlyingComplexEventSchedules | N | |
β41751 | UnderlyingComplexEventScheduleStartDate | N | Required if NoUnderlyingComplexEventSchedules(41750) > 0. |
β41752 | UnderlyingComplexEventScheduleEndDate | N | |
β41753 | UnderlyingComplexEventScheduleFrequencyPeriod | N | Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. |
β41754 | UnderlyingComplexEventScheduleFrequencyUnit | N | Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. |
β41755 | UnderlyingComplexEventScheduleRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. |
UnderlyingComplexEventTimes
Tag | Name | Req’d | Description |
---|---|---|---|
2056 | NoUnderlyingComplexEventTimes | N | |
β2057 | UnderlyingComplexEventStartTime | N | Required if NoUnderlyingComplexEventTimes(2056) > 0. |
β2058 | UnderlyingComplexEventEndTime | N | Required if NoUnderlyingComplexEventTimes(2056) > 0. |
UnderlyingComplexEvents
Tag | Name | Req’d | Description |
---|---|---|---|
2045 | NoUnderlyingComplexEvents | N | |
β2046 | UnderlyingComplexEventType | N | Required if NoUnderlyingComplexEvents(2045) > 0. |
β2261 | UnderlyingComplexOptPayoutPaySide | N | |
β2262 | UnderlyingComplexOptPayoutReceiveSide | N | |
β2263 | UnderlyingComplexOptPayoutUnderlier | N | |
β2047 | UnderlyingComplexOptPayoutAmount | N | |
β2264 | UnderlyingComplexOptPayoutPercentage | N | |
β2265 | UnderlyingComplexOptPayoutTime | N | |
β2266 | UnderlyingComplexOptPayoutCurrency | N | |
β2947 | UnderlyingComplexOptPayoutCurrencyCodeSource | N | |
β2048 | UnderlyingComplexEventPrice | N | |
β2267 | UnderlyingComplexEventPricePercentage | N | |
β2049 | UnderlyingComplexEventPriceBoundaryMethod | N | |
β2050 | UnderlyingComplexEventPriceBoundaryPrecision | N | |
β2051 | UnderlyingComplexEventPriceTimeType | N | |
β2052 | UnderlyingComplexEventCondition | N | Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. |
βComponent | UnderlyingComplexEventDates | N | |
β2268 | UnderlyingComplexEventCurrencyOne | N | |
β2948 | UnderlyingComplexEventCurrencyOneCodeSource | N | |
β2269 | UnderlyingComplexEventCurrencyTwo | N | |
β2949 | UnderlyingComplexEventCurrencyTwoCodeSource | N | |
β2270 | UnderlyingComplexEventQuoteBasis | N | |
β2271 | UnderlyingComplexEventFixedFXRate | N | |
β2419 | UnderlyingComplexEventSpotRate | N | |
β2420 | UnderlyingComplexEventForwardPoints | N | |
β2272 | UnderlyingComplexEventDeterminationMethod | N | |
β2273 | UnderlyingComplexEventCalculationAgent | N | |
β2274 | UnderlyingComplexEventStrikePrice | N | |
β2275 | UnderlyingComplexEventStrikeFactor | N | |
β2276 | UnderlyingComplexEventStrikeNumberOfOptions | N | |
βComponent | UnderlyingComplexEventRateSourceGrp | N | |
βComponent | UnderlyingComplexEventRelativeDate | N | |
βComponent | UnderlyingComplexEventPeriodGrp | N | |
β2277 | UnderlyingComplexEventCreditEventsXIDRef | N | |
β2278 | UnderlyingComplexEventCreditEventNotifyingParty | N | |
β2279 | UnderlyingComplexEventCreditEventBusinessCenter | N | |
β2280 | UnderlyingComplexEventCreditEventStandardSources | N | |
β2281 | UnderlyingComplexEventCreditEventMinimumSources | N | |
βComponent | UnderlyingComplexEventCreditEventSourceGrp | N | |
βComponent | UnderlyingComplexEventCreditEventGrp | N | |
β2611 | UnderlyingComplexEventFuturesPriceValuation | N | |
β2612 | UnderlyingComplexEventOptionsPriceValuation | N | |
β2613 | UnderlyingComplexEventPVFinalPriceElectionFallback | N | |
β2282 | UnderlyingComplexEventXID | N | |
β2283 | UnderlyingComplexEventXIDRef | N |
UnderlyingDateAdjustment
Tag | Name | Req’d | Description |
---|---|---|---|
40964 | UnderlyingBusinessDayConvention | N | |
Component | UnderlyingBusinessCenterGrp | N | |
40965 | UnderlyingDateRollConvention | N |
UnderlyingDeliveryScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41756 | NoUnderlyingDeliverySchedules | N | |
β41757 | UnderlyingDeliveryScheduleType | N | Required if NoUnderlyingDeliverySchedules(41756) > 0. |
β41758 | UnderlyingDeliveryScheduleXID | N | |
β41759 | UnderlyingDeliveryScheduleNotional | N | |
β41760 | UnderlyingDeliveryScheduleNotionalUnitOfMeasure | N | |
β41761 | UnderlyingDeliveryScheduleNotionalCommodityFrequency | N | |
β41762 | UnderlyingDeliveryScheduleNegativeTolerance | N | |
β41763 | UnderlyingDeliverySchedulePositiveTolerance | N | |
β41764 | UnderlyingDeliveryScheduleToleranceUnitOfMeasure | N | |
β41765 | UnderlyingDeliveryScheduleToleranceType | N | Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. |
β41766 | UnderlyingDeliveryScheduleSettlCountry | N | |
β41767 | UnderlyingDeliveryScheduleSettlTimeZone | N | |
β41768 | UnderlyingDeliveryScheduleSettlFlowType | N | |
β41769 | UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction | N | |
βComponent | UnderlyingDeliveryScheduleSettlDayGrp | N |
UnderlyingDeliveryScheduleSettlDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41770 | NoUnderlyingDeliveryScheduleSettlDays | N | |
β41771 | UnderlyingDeliveryScheduleSettlDay | N | Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. |
β41772 | UnderlyingDeliveryScheduleSettlTotalHours | N | |
βComponent | UnderlyingDeliveryScheduleSettlTimeGrp | N |
UnderlyingDeliveryScheduleSettlTimeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41773 | NoUnderlyingDeliveryScheduleSettlTimes | N | |
β41774 | UnderlyingDeliveryScheduleSettlStart | N | Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. |
β41775 | UnderlyingDeliveryScheduleSettlEnd | N | Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. |
β41776 | UnderlyingDeliveryScheduleSettlTimeType | N | May be defaulted to market convention or bilaterally agreed if not specified. |
UnderlyingDeliveryStream
Tag | Name | Req’d | Description |
---|---|---|---|
41777 | UnderlyingDeliveryStreamType | N | |
Component | UnderlyingDeliveryStreamCommoditySourceGrp | N | |
41778 | UnderlyingDeliveryStreamPipeline | N | |
41779 | UnderlyingDeliveryStreamEntryPoint | N | |
41780 | UnderlyingDeliveryStreamWithdrawalPoint | N | |
41781 | UnderlyingDeliveryStreamDeliveryPoint | N | |
42196 | UnderlyingDeliveryStreamDeliveryPointSource | N | |
42197 | UnderlyingDeliveryStreamDeliveryPointDesc | N | |
41782 | UnderlyingDeliveryStreamDeliveryRestriction | N | |
41783 | UnderlyingDeliveryStreamDeliveryContingency | N | |
41784 | UnderlyingDeliveryStreamDeliveryContingentPartySide | N | |
41785 | UnderlyingDeliveryStreamDeliverAtSourceIndicator | N | |
41786 | UnderlyingDeliveryStreamRiskApportionment | N | |
41587 | UnderlyingDeliveryStreamRiskApportionmentSource | N | |
Component | UnderlyingDeliveryStreamCycleGrp | N | |
41787 | UnderlyingDeliveryStreamTitleTransferLocation | N | |
41788 | UnderlyingDeliveryStreamTitleTransferCondition | N | |
41789 | UnderlyingDeliveryStreamImporterOfRecord | N | |
41790 | UnderlyingDeliveryStreamNegativeTolerance | N | |
41791 | UnderlyingDeliveryStreamPositiveTolerance | N | |
41792 | UnderlyingDeliveryStreamToleranceUnitOfMeasure | N | |
41793 | UnderlyingDeliveryStreamToleranceType | N | |
41794 | UnderlyingDeliveryStreamToleranceOptionSide | N | |
41795 | UnderlyingDeliveryStreamTotalPositiveTolerance | N | |
41796 | UnderlyingDeliveryStreamTotalNegativeTolerance | N | |
41797 | UnderlyingDeliveryStreamNotionalConversionFactor | N | |
41798 | UnderlyingDeliveryStreamTransportEquipment | N | |
41799 | UnderlyingDeliveryStreamElectingPartySide | N | |
43096 | UnderlyingDeliveryStreamRouteOrCharter | N |
UnderlyingDeliveryStreamCommoditySourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41808 | NoUnderlyingDeliveryStreamCommoditySources | N | |
β41809 | UnderlyingDeliveryStreamCommoditySource | N | Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. |
UnderlyingDeliveryStreamCycleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41804 | NoUnderlyingDeliveryStreamCycles | N | |
β41805 | UnderlyingDeliveryStreamCycleDesc | N | Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. |
β41806 | EncodedUnderlyingDeliveryStreamCycleDescLen | N | Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. |
β41807 | EncodedUnderlyingDeliveryStreamCycleDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. |
UnderlyingDividendAccrualFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
42801 | UnderlyingDividendFloatingRateIndex | N | |
42802 | UnderlyingDividendFloatingRateIndexCurvePeriod | N | Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. |
42803 | UnderlyingDividendFloatingRateIndexCurveUnit | N | Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. |
42804 | UnderlyingDividendFloatingRateMultiplier | N | |
42805 | UnderlyingDividendFloatingRateSpread | N | |
42806 | UnderlyingDividendFloatingRateSpreadPositionType | N | |
42807 | UnderlyingDividendFloatingRateTreatment | N | |
42808 | UnderlyingDividendCapRate | N | |
42809 | UnderlyingDividendCapRateBuySide | N | |
42810 | UnderlyingDividendCapRateSellSide | N | |
42811 | UnderlyingDividendFloorRate | N | |
42812 | UnderlyingDividendFloorRateBuySide | N | |
42813 | UnderlyingDividendFloorRateSellSide | N | |
42814 | UnderlyingDividendInitialRate | N | |
42815 | UnderlyingDividendFinalRateRoundingDirection | N | |
42816 | UnderlyingDividendFinalRatePrecision | N | |
42817 | UnderlyingDividendAveragingMethod | N | |
42818 | UnderlyingDividendNegativeRateTreatment | N |
UnderlyingDividendAccrualPaymentDate
Tag | Name | Req’d | Description |
---|---|---|---|
42819 | UnderlyingDividendAccrualPaymentDateRelativeTo | N | |
42820 | UnderlyingDividendAccrualPaymentDateOffsetPeriod | N | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. |
42821 | UnderlyingDividendAccrualPaymentDateOffsetUnit | N | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. |
42822 | UnderlyingDividendAccrualPaymentDateOffsetDayType | N | |
42823 | UnderlyingDividendAccrualPaymentDateUnadjusted | N | |
42824 | UnderlyingDividendAccrualPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. |
Component | UnderlyingDividendAccrualPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. |
42825 | UnderlyingDividendAccrualPaymentDateAdjusted | N |
UnderlyingDividendAccrualPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42799 | NoUnderlyingDividendAccrualPaymentDateBusinessCenters | N | |
β42800 | UnderlyingDividendAccrualPaymentDateBusinessCenter | N | Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. |
UnderlyingDividendConditions
Tag | Name | Req’d | Description |
---|---|---|---|
42826 | UnderlyingDividendReinvestmentIndicator | N | |
42827 | UnderlyingDividendEntitlementEvent | N | |
42828 | UnderlyingDividendAmountType | N | |
42829 | UnderlyingDividendUnderlierRefID | N | |
Component | UnderlyingDividendPeriodGrp | N | |
42830 | UnderlyingExtraordinaryDividendPartySide | N | |
42831 | UnderlyingExtraordinaryDividendAmountType | N | |
42832 | UnderlyingExtraordinaryDividendCurrency | N | |
42833 | UnderlyingExtraordinaryDividendDeterminationMethod | N | |
Component | UnderlyingDividendFXTriggerDate | N | |
Component | UnderlyingDividendAccrualFloatingRate | N | |
42834 | UnderlyingDividendAccrualFixedRate | N | |
Component | UnderlyingDividendAccrualPaymentDate | N | |
42835 | UnderlyingDividendCompoundingMethod | N | |
42836 | UnderlyingDividendNumOfIndexUnits | N | |
42837 | UnderlyingDividendCashPercentage | N | |
42838 | UnderlyingDividendCashEquivalentPercentage | N | |
42839 | UnderlyingNonCashDividendTreatment | N | |
42840 | UnderlyingDividendComposition | N | |
42841 | UnderlyingSpecialDividendsIndicator | N | |
42842 | UnderlyingMaterialDividendsIndicator | N | |
42843 | UnderlyingOptionsExchangeDividendsIndicator | N | |
42844 | UnderlyingAdditionalDividendsIndicator | N | |
42845 | UnderlyingAllDividendsIndicator | N |
UnderlyingDividendFXTriggerDate
Tag | Name | Req’d | Description |
---|---|---|---|
42846 | UnderlyingDividendFXTriggerDateRelativeTo | N | |
42847 | UnderlyingDividendFXTriggerDateOffsetPeriod | N | Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. |
42848 | UnderlyingDividendFXTriggerDateOffsetUnit | N | Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. |
42849 | UnderlyingDividendFXTriggerDateOffsetDayType | N | |
42850 | UnderlyingDividendFXTriggerDateUnadjusted | N | |
42851 | UnderlyingDividendFXTriggerDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. |
Component | UnderlyingDividendFXTriggerDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. |
42852 | UnderlyingDividendFXTriggerDateAdjusted | N |
UnderlyingDividendFXTriggerDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42853 | NoUnderlyingDividendFXTriggerDateBusinessCenters | N | |
β42854 | UnderlyingDividendFXTriggerDateBusinessCenter | N | Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. |
UnderlyingDividendPaymentGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42855 | NoUnderlyingDividendPayments | N | |
β42856 | UnderlyingDividendPaymentDate | N | Required if NoUnderlyingDividendPayments (42855) > 0. |
β42857 | UnderlyingDividendPaymentAmount | N | Required if NoUnderlyingDividendPayments (42855) > 0. |
β42858 | UnderlyingDividendPaymentCurrency | N | |
β42859 | UnderlyingDividendAccruedInterest | N |
UnderlyingDividendPayout
Tag | Name | Req’d | Description |
---|---|---|---|
42860 | UnderlyingDividendPayoutRatio | N | |
42861 | UnderlyingDividendPayoutConditions | N | |
Component | UnderlyingDividendPaymentGrp | N |
UnderlyingDividendPeriodBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42882 | NoUnderlyingDividendPeriodBusinessCenters | N | |
β42883 | UnderlyingDividendPeriodBusinessCenter | N | Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. |
UnderlyingDividendPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42862 | NoUnderlyingDividendPeriods | N | |
β42863 | UnderlyingDividendPeriodSequence | N | Required if NoUnderlyingDividendPeriods(42862) > 0. |
β42864 | UnderlyingDividendPeriodStartDateUnadjusted | N | |
β42865 | UnderlyingDividendPeriodEndDateUnadjusted | N | |
β42866 | UnderlyingDividendPeriodUnderlierRefID | N | When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. |
β42867 | UnderlyingDividendPeriodStrikePrice | N | |
β42868 | UnderlyingDividendPeriodBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. |
βComponent | UnderlyingDividendPeriodBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. |
β42869 | UnderlyingDividendPeriodValuationDateUnadjusted | N | |
β42870 | UnderlyingDividendPeriodValuationDateRelativeTo | N | |
β42871 | UnderlyingDividendPeriodValuationDateOffsetPeriod | N | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. |
β42872 | UnderlyingDividendPeriodValuationDateOffsetUnit | N | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. |
β42873 | UnderlyingDividendPeriodValuationDateOffsetDayType | N | |
β42874 | UnderlyingDividendPeriodValuationDateAdjusted | N | |
β42875 | UnderlyingDividendPeriodPaymentDateUnadjusted | N | |
β42876 | UnderlyingDividendPeriodPaymentDateRelativeTo | N | |
β42877 | UnderlyingDividendPeriodPaymentDateOffsetPeriod | N | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. |
β42878 | UnderlyingDividendPeriodPaymentDateOffsetUnit | N | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. |
β42879 | UnderlyingDividendPeriodPaymentDateOffsetDayType | N | |
β42880 | UnderlyingDividendPeriodPaymentDateAdjusted | N | |
β42881 | UnderlyingDividendPeriodXID | N |
UnderlyingEvntGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1981 | NoUnderlyingEvents | N | |
β1982 | UnderlyingEventType | N | Required if NoUnderlyingEvents(1982) > 0. |
β1983 | UnderlyingEventDate | N | Conditionally required when UnderlyingEventTime(1984) is specified. |
β1984 | UnderlyingEventTime | N | |
β1985 | UnderlyingEventTimeUnit | N | Conditionally required when UnderlyingEventTimePeriod(1986) is specified. |
β1986 | UnderlyingEventTimePeriod | N | Conditionally required when UnderlyingEventTimeUnit(1985) is specified. |
β2342 | UnderlyingEventMonthYear | N | |
β1987 | UnderlyingEventPx | N | |
β2071 | UnderlyingEventText | N | |
β2072 | EncodedUnderlyingEventTextLen | N | Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. |
β2073 | EncodedUnderlyingEventText | N | Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. |
UnderlyingExtraordinaryEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42884 | NoUnderlyingExtraordinaryEvents | N | |
β42885 | UnderlyingExtraordinaryEventType | N | Required if NoUnderlyingExtraordinaryEvents(42884) > 0. |
β42886 | UnderlyingExtraordinaryEventValue | N | Required if NoUnderlyingExtraordinaryEvents(42884) > 0. |
UnderlyingInstrument
Tag | Name | Req’d | Description |
---|---|---|---|
311 | UnderlyingSymbol | N | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the UnderlyingInstrument component is marked as required where the component is used. |
312 | UnderlyingSymbolSfx | N | |
309 | UnderlyingSecurityID | N | |
305 | UnderlyingSecurityIDSource | N | |
Component | UndSecAltIDGrp | N | |
2874 | UnderlyingID | N | Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed. |
462 | UnderlyingProduct | N | |
Component | UnderlyingSecurityXML | N | Embedded XML document describing the underlying instrument. |
463 | UnderlyingCFICode | N | |
2894 | UnderlyingUPICode | N | |
310 | UnderlyingSecurityType | N | |
763 | UnderlyingSecuritySubType | N | |
313 | UnderlyingMaturityMonthYear | N | |
542 | UnderlyingMaturityDate | N | |
1213 | UnderlyingMaturityTime | N | |
1837 | UnderlyingContractPriceRefMonth | N | |
241 | UnderlyingCouponPaymentDate | N | |
1453 | UnderlyingRestructuringType | N | |
1454 | UnderlyingSeniority | N | |
2614 | UnderlyingNotional | N | |
2615 | UnderlyingNotionalCurrency | N | |
2921 | UnderlyingNotionalCurrencyCodeSource | N | |
2616 | UnderlyingNotionalDeterminationMethod | N | |
2617 | UnderlyingNotionalAdjustments | N | |
2619 | UnderlyingNotionalXIDRef | N | |
1455 | UnderlyingNotionalPercentageOutstanding | N | |
1456 | UnderlyingOriginalNotionalPercentageOutstanding | N | |
1459 | UnderlyingAttachmentPoint | N | |
1460 | UnderlyingDetachmentPoint | N | |
242 | UnderlyingIssueDate | N | |
246 | UnderlyingFactor | N | |
256 | UnderlyingCreditRating | N | |
595 | UnderlyingInstrRegistry | N | |
592 | UnderlyingCountryOfIssue | N | |
593 | UnderlyingStateOrProvinceOfIssue | N | |
594 | UnderlyingLocaleOfIssue | N | |
316 | UnderlyingStrikePrice | N | |
941 | UnderlyingStrikeCurrency | N | |
2917 | UnderlyingStrikeCurrencyCodeSource | N | |
317 | UnderlyingOptAttribute | N | |
436 | UnderlyingContractMultiplier | N | |
1437 | UnderlyingContractMultiplierUnit | N | |
2363 | UnderlyingTradingUnitPeriodMultiplier | N | |
1441 | UnderlyingFlowScheduleType | N | |
998 | UnderlyingUnitOfMeasure | N | |
1423 | UnderlyingUnitOfMeasureQty | N | |
1718 | UnderlyingUnitOfMeasureCurrency | N | |
2918 | UnderlyingUnitOfMeasureCurrencyCodeSource | N | |
1424 | UnderlyingPriceUnitOfMeasure | N | |
1425 | UnderlyingPriceUnitOfMeasureQty | N | |
1719 | UnderlyingPriceUnitOfMeasureCurrency | N | |
2919 | UnderlyingPriceUnitOfMeasureCurrencyCodeSource | N | |
1000 | UnderlyingTimeUnit | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) |
1419 | UnderlyingExerciseStyle | N | |
1526 | UnderlyingPriceQuoteCurrency | N | |
2920 | UnderlyingPriceQuoteCurrencyCodeSource | N | |
435 | UnderlyingCouponRate | N | |
308 | UnderlyingSecurityExchange | N | |
306 | UnderlyingIssuer | N | |
362 | EncodedUnderlyingIssuerLen | N | Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it. |
363 | EncodedUnderlyingIssuer | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field. |
2742 | UnderlyingFinancialInstrumentShortName | N | |
2720 | UnderlyingFinancialInstrumentFullName | N | |
2721 | EncodedUnderlyingFinancialInstrumentFullNameLen | N | Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it. |
2722 | EncodedUnderlyingFinancialInstrumentFullName | N | Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. |
2723 | UnderlyingIndexCurveUnit | N | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724). |
2724 | UnderlyingIndexCurvePeriod | N | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723). |
307 | UnderlyingSecurityDesc | N | |
364 | EncodedUnderlyingSecurityDescLen | N | Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it. |
365 | EncodedUnderlyingSecurityDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field. |
877 | UnderlyingCPProgram | N | |
878 | UnderlyingCPRegType | N | |
972 | UnderlyingAllocationPercent | N | 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 | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) |
2916 | UnderlyingCurrencyCodeSource | N | |
879 | UnderlyingQty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) |
975 | UnderlyingSettlementType | N | Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. |
973 | UnderlyingCashAmount | N | 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 | N | 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 | N | 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 | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirtymeans it includes accrued interest |
883 | UnderlyingEndPrice | N | 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 | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement |
885 | UnderlyingCurrentValue | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral |
886 | UnderlyingEndValue | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement |
2885 | UnderlyingAccruedInterestAmt | N | |
2886 | UnderlyingNumDaysInterest | N | |
Component | UnderlyingStipulations | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block |
1044 | UnderlyingAdjustedQuantity | N | 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 | N | 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 | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). |
1038 | UnderlyingCapValue | N | |
Component | UndlyInstrumentParties | N | |
1039 | UnderlyingSettlMethod | N | |
315 | UnderlyingPutOrCall | N | Used to express option right |
2683 | UnderlyingInTheMoneyCondition | N | Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315). |
2687 | UnderlyingContraryInstructionEligibilityIndicator | N | |
1988 | UnderlyingConstituentWeight | N | |
1989 | UnderlyingCouponType | N | |
1990 | UnderlyingTotalIssuedAmount | N | |
1991 | UnderlyingCouponFrequencyPeriod | N | Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. |
1992 | UnderlyingCouponFrequencyUnit | N | Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. |
1993 | UnderlyingCouponDayCount | N | |
2881 | UnderlyingCouponOtherDayCount | N | |
1994 | UnderlyingObligationID | N | |
1995 | UnderlyingObligationIDSource | N | Conditionally required when UnderlyingObligationID(1994) is specified. |
1996 | UnderlyingEquityID | N | |
1997 | UnderlyingEquityIDSource | N | Conditionally required when UnderlyingEquityID(1996) is specified. |
2620 | UnderlyingFutureID | N | |
2621 | UnderlyingFutureIDSource | N | Required if UnderlyingFutureID(2620) is specified. |
Component | UnderlyingEvntGrp | N | |
1998 | UnderlyingLienSeniority | N | |
1999 | UnderlyingLoanFacility | N | |
2000 | UnderlyingReferenceEntityType | N | |
2003 | UnderlyingIndexSeries | N | |
2004 | UnderlyingIndexAnnexVersion | N | |
2005 | UnderlyingIndexAnnexDate | N | |
2006 | UnderlyingIndexAnnexSource | N | |
2284 | UnderlyingSettlRateIndex | N | |
2285 | UnderlyingSettlRateIndexLocation | N | |
2286 | UnderlyingOptionExpirationDesc | N | |
2287 | EncodedUnderlyingOptionExpirationDescLen | N | Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. |
2288 | EncodedUnderlyingOptionExpirationDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. |
2007 | UnderlyingProductComplex | N | |
2008 | UnderlyingSecurityGroup | N | |
2009 | UnderlyingSettleOnOpenFlag | N | |
2010 | UnderlyingAssignmentMethod | N | |
2011 | UnderlyingSecurityStatus | N | |
2012 | UnderlyingObligationType | N | |
2491 | UnderlyingAssetGroup | N | |
2013 | UnderlyingAssetClass | N | Required if UnderlyingAssetSubClass(2014) is specified. |
2014 | UnderlyingAssetSubClass | N | Required if UnderlyingAssetType(2015) is specified. |
2015 | UnderlyingAssetType | N | Required if UnderlyingAssetSubType(2744) is specified. |
2744 | UnderlyingAssetSubType | N | |
Component | UnderlyingSecondaryAssetGrp | N | |
Component | UnderlyingAssetAttributeGrp | N | |
2016 | UnderlyingSwapClass | N | |
2289 | UnderlyingSwapSubClass | N | |
2017 | UnderlyingNthToDefault | N | Conditionally required when UnderlyingMthToDefault(2018) is specified. |
2018 | UnderlyingMthToDefault | N | |
2019 | UnderlyingSettledEntityMatrixSource | N | |
2020 | UnderlyingSettledEntityMatrixPublicationDate | N | |
2021 | UnderlyingStrikeMultiplier | N | |
2022 | UnderlyingStrikeValue | N | |
2290 | UnderlyingStrikeUnitOfMeasure | N | |
2622 | UnderlyingStrikeIndexCurvePoint | N | |
2291 | UnderlyingStrikeIndex | N | |
2623 | UnderlyingStrikeIndexQuote | N | |
2292 | UnderlyingStrikeIndexSpread | N | |
2023 | UnderlyingStrikePriceDeterminationMethod | N | |
2024 | UnderlyingStrikePriceBoundaryMethod | N | When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified. |
2025 | UnderlyingStrikePriceBoundaryPrecision | N | |
2026 | UnderlyingMinPriceIncrement | N | |
2027 | UnderlyingMinPriceIncrementAmount | N | |
2028 | UnderlyingOptPayoutType | N | |
2029 | UnderlyingOptPayoutAmount | N | Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). |
2757 | UnderlyingReturnTrigger | N | |
2030 | UnderlyingPriceQuoteMethod | N | |
2031 | UnderlyingValuationMethod | N | |
2293 | UnderlyingValuationSource | N | |
2294 | UnderlyingValuationReferenceModel | N | |
2032 | UnderlyingListMethod | N | |
2033 | UnderlyingCapPrice | N | |
2034 | UnderlyingFloorPrice | N | |
2035 | UnderlyingFlexibleIndicator | N | |
2036 | UnderlyingFlexProductEligibilityIndicator | N | |
2037 | UnderlyingPositionLimit | N | |
2038 | UnderlyingNTPositionLimit | N | |
2039 | UnderlyingPool | N | |
2040 | UnderlyingContractSettlMonth | N | |
2041 | UnderlyingDatedDate | N | |
2042 | UnderlyingInterestAccrualDate | N | |
2043 | UnderlyingShortSaleRestriction | N | |
2044 | UnderlyingRefTickTableID | N | |
41314 | UnderlyingProtectionTermXIDRef | N | |
41315 | UnderlyingSettlTermXIDRef | N | |
Component | UnderlyingComplexEvents | N | |
2295 | UnderlyingStrategyType | N | |
2296 | UnderlyingCommonPricingIndicator | N | |
2297 | UnderlyingSettlDisruptionProvision | N | |
2756 | UnderlyingDeliveryRouteOrCharter | N | |
2298 | UnderlyingInstrumentRoundingDirection | N | |
2299 | UnderlyingInstrumentRoundingPrecision | N | |
Component | UnderlyingDateAdjustment | N | |
Component | UnderlyingPricingDateTime | N | |
Component | UnderlyingMarketDisruption | N | |
Component | UnderlyingOptionExercise | N | |
Component | UnderlyingStreamGrp | N | |
Component | UnderlyingProvisionGrp | N | |
Component | UnderlyingAdditionalTermGrp | N | |
Component | UnderlyingProtectionTermGrp | N | |
Component | UnderlyingCashSettlTermGrp | N | |
Component | UnderlyingPhysicalSettlTermGrp | N | |
Component | UnderlyingRateSpreadSchedule | N | |
Component | UnderlyingDividendPayout | N | |
Component | UnderlyingExtraordinaryEventGrp | N | |
2624 | UnderlyingExtraordinaryEventAdjustmentMethod | N | |
2625 | UnderlyingExchangeLookAlike | N | |
2626 | UnderlyingAverageVolumeLimitationPercentage | N | |
2627 | UnderlyingAverageVolumeLimitationPeriodDays | N | |
2628 | UnderlyingDepositoryReceiptIndicator | N | |
2629 | UnderlyingOpenUnits | N | |
2630 | UnderlyingBasketDivisor | N | |
2631 | UnderlyingInstrumentXID | N |
UnderlyingMarketDisruption
Tag | Name | Req’d | Description |
---|---|---|---|
41859 | UnderlyingMarketDisruptionProvision | N | |
Component | UnderlyingMarketDisruptionEventGrp | N | |
41860 | UnderlyingMarketDisruptionFallbackProvision | N | |
Component | UnderlyingMarketDisruptionFallbackGrp | N | |
Component | UnderlyingMarketDisruptionFallbackReferencePriceGrp | N | |
41861 | UnderlyingMarketDisruptionMaximumDays | N | |
41862 | UnderlyingMarketDisruptionMaterialityPercentage | N | If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. |
41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | N | Applicable only when UnderlyingMarketDisruptionEvent(41865)=’DeMinimisTrading’. |
UnderlyingMarketDisruptionEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41864 | NoUnderlyingMarketDisruptionEvents | N | |
β41865 | UnderlyingMarketDisruptionEvent | N | Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. |
β41338 | UnderlyingMarketDisruptionValue | N |
UnderlyingMarketDisruptionFallbackGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41866 | NoUnderlyingMarketDisruptionFallbacks | N | |
β41867 | UnderlyingMarketDisruptionFallbackType | N | Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. |
β41339 | UnderlyingMarketDisruptionFallbackValue | N |
UnderlyingMarketDisruptionFallbackReferencePriceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41868 | NoUnderlyingMarketDisruptionFallbackReferencePrices | N | |
β41869 | UnderlyingMarketDisruptionFallbackUnderlierType | N | Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. |
β41870 | UnderlyingMarketDisruptionFallbackUnderlierSecurityID | N | Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. |
β41871 | UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource | N | Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. |
β41872 | UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | N | |
β41873 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen | N | Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. |
β41874 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. |
β41875 | UnderlyingMarketDisruptionFallbackOpenUnits | N | |
β41876 | UnderlyingMarketDisruptionFallbackBasketCurrency | N | |
β41877 | UnderlyingMarketDisruptionFallbackBasketDivisor | N |
UnderlyingOptionExercise
Tag | Name | Req’d | Description |
---|---|---|---|
41810 | UnderlyingExerciseDesc | N | |
41811 | EncodedUnderlyingExerciseDescLen | N | Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. |
41812 | EncodedUnderlyingExerciseDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. |
41813 | UnderlyingAutomaticExerciseIndicator | N | |
41814 | UnderlyingAutomaticExerciseThresholdRate | N | |
41815 | UnderlyingExerciseConfirmationMethod | N | |
41816 | UnderlyingManualNoticeBusinessCenter | N | |
41817 | UnderlyingFallbackExerciseIndicator | N | |
41818 | UnderlyingLimitedRightToConfirmIndicator | N | |
41819 | UnderlyingExerciseSplitTicketIndicator | N | |
42887 | UnderlyingSettlMethodElectingPartySide | N | |
Component | UnderlyingSettlMethodElectionDate | N | |
Component | UnderlyingOptionExerciseDates | N | |
Component | UnderlyingOptionExerciseExpiration | N | |
Component | UnderlyingOptionExerciseMakeWholeProvision | N |
UnderlyingOptionExerciseBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41820 | NoUnderlyingOptionExerciseBusinessCenters | N | |
β41821 | UnderlyingOptionExerciseBusinessCenter | N | Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. |
UnderlyingOptionExerciseDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41841 | NoUnderlyingOptionExerciseDates | N | |
β41842 | UnderlyingOptionExerciseDate | N | Required if NoUnderlyingOptionExerciseDates(41841) > 0. |
β41843 | UnderlyingOptionExerciseDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingOptionExerciseDates
Tag | Name | Req’d | Description |
---|---|---|---|
41822 | UnderlyingOptionExerciseBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. |
Component | UnderlyingOptionExerciseBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. |
Component | UnderlyingOptionExerciseDateGrp | N | |
41823 | UnderlyingOptionExerciseEarliestDateOffsetDayType | N | |
41824 | UnderlyingOptionExerciseEarliestDateOffsetPeriod | N | Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. |
41825 | UnderlyingOptionExerciseEarliestDateOffsetUnit | N | Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. |
41826 | UnderlyingOptionExerciseFrequencyPeriod | N | Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. |
41827 | UnderlyingOptionExerciseFrequencyUnit | N | Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. |
41828 | UnderlyingOptionExerciseStartDateUnadjusted | N | |
41829 | UnderlyingOptionExerciseStartDateRelativeTo | N | |
41830 | UnderlyingOptionExerciseStartDateOffsetPeriod | N | Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. |
41831 | UnderlyingOptionExerciseStartDateOffsetUnit | N | Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. |
41832 | UnderlyingOptionExerciseStartDateOffsetDayType | N | |
41833 | UnderlyingOptionExerciseStartDateAdjusted | N | |
41834 | UnderlyingOptionExerciseSkip | N | |
41835 | UnderlyingOptionExerciseNominationDeadline | N | |
41836 | UnderlyingOptionExerciseFirstDateUnadjusted | N | |
41837 | UnderlyingOptionExerciseLastDateUnadjusted | N | |
41838 | UnderlyingOptionExerciseEarliestTime | N | |
41839 | UnderlyingOptionExerciseLatestTime | N | |
41840 | UnderlyingOptionExerciseTimeBusinessCenter | N |
UnderlyingOptionExerciseExpiration
Tag | Name | Req’d | Description |
---|---|---|---|
41846 | UnderlyingOptionExerciseExpirationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. |
Component | UnderlyingOptionExerciseExpirationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. |
Component | UnderlyingOptionExerciseExpirationDateGrp | N | |
41847 | UnderlyingOptionExerciseExpirationDateRelativeTo | N | |
41848 | UnderlyingOptionExerciseExpirationDateOffsetPeriod | N | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. |
41849 | UnderlyingOptionExerciseExpirationDateOffsetUnit | N | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. |
41850 | UnderlyingOptionExerciseExpirationFrequencyPeriod | N | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. |
41851 | UnderlyingOptionExerciseExpirationFrequencyUnit | N | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. |
41852 | UnderlyingOptionExerciseExpirationRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. |
41853 | UnderlyingOptionExerciseExpirationDateOffsetDayType | N | |
41854 | UnderlyingOptionExerciseExpirationTime | N | |
41855 | UnderlyingOptionExerciseExpirationTimeBusinessCenter | N |
UnderlyingOptionExerciseExpirationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41844 | NoUnderlyingOptionExerciseExpirationDateBusinessCenters | N | |
β41845 | UnderlyingOptionExerciseExpirationDateBusinessCenter | N | Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. |
UnderlyingOptionExerciseExpirationDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41856 | NoUnderlyingOptionExerciseExpirationDates | N | |
β41857 | UnderlyingOptionExerciseExpirationDate | N | Required if NoUnderlyingOptionExpirationDates(41856) > 0. |
β41858 | UnderlyingOptionExerciseExpirationDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingOptionExerciseMakeWholeProvision
Tag | Name | Req’d | Description |
---|---|---|---|
42888 | UnderlyingMakeWholeDate | N | |
42889 | UnderlyingMakeWholeAmount | N | |
42890 | UnderlyingMakeWholeBenchmarkCurveName | N | |
42891 | UnderlyingMakeWholeBenchmarkCurvePoint | N | |
42892 | UnderlyingMakeWholeRecallSpread | N | |
42893 | UnderlyingMakeWholeBenchmarkQuote | N | |
42894 | UnderlyingMakeWholeInterpolationMethod | N |
UnderlyingPaymentScheduleFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40966 | NoUnderlyingPaymentScheduleFixingDateBusinessCenters | N | |
β40690 | UnderlyingPaymentScheduleFixingDateBusinessCenter | N | Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. |
UnderlyingPaymentScheduleFixingDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41878 | NoUnderlyingPaymentScheduleFixingDays | N | |
β41879 | UnderlyingPaymentScheduleFixingDayOfWeek | N | Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. |
β41880 | UnderlyingPaymentScheduleFixingDayNumber | N |
UnderlyingPaymentScheduleGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40664 | NoUnderlyingPaymentSchedules | N | |
β40665 | UnderlyingPaymentScheduleType | N | Required if NoUnderlyingPaymentScheules(40664) > 0. |
β41881 | UnderlyingPaymentScheduleXID | N | |
β41882 | UnderlyingPaymentScheduleXIDRef | N | |
β40666 | UnderlyingPaymentScheduleStubType | N | |
β40667 | UnderlyingPaymentScheduleStartDateUnadjusted | N | |
β40668 | UnderlyingPaymentScheduleEndDateUnadjusted | N | |
β40669 | UnderlyingPaymentSchedulePaySide | N | |
β40670 | UnderlyingPaymentScheduleReceiveSide | N | |
β40671 | UnderlyingPaymentScheduleNotional | N | |
β40672 | UnderlyingPaymentScheduleCurrency | N | |
β40673 | UnderlyingPaymentScheduleRate | N | |
β40674 | UnderlyingPaymentScheduleRateMultiplier | N | |
β40675 | UnderlyingPaymentScheduleRateSpread | N | |
β41883 | UnderlyingPaymentScheduleRateCurrency | N | |
β41884 | UnderlyingPaymentScheduleRateUnitOfMeasure | N | |
β41885 | UnderlyingPaymentScheduleRateConversionFactor | N | |
β41886 | UnderlyingPaymentScheduleRateSpreadType | N | |
β40676 | UnderlyingPaymentScheduleRateSpreadPositionType | N | |
β40677 | UnderlyingPaymentScheduleRateTreatment | N | |
β40678 | UnderlyingPaymentScheduleFixedAmount | N | |
β40679 | UnderlyingPaymentScheduleFixedCurrency | N | |
β41887 | UnderlyingPaymentScheduleSettlPeriodPrice | N | |
β41888 | UnderlyingPaymentScheduleSettlPeriodPriceCurrency | N | |
β41889 | UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure | N | |
β41890 | UnderlyingPaymentScheduleStepUnitOfMeasure | N | |
β40680 | UnderlyingPaymentScheduleStepFrequencyPeriod | N | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. |
β40681 | UnderlyingPaymentScheduleStepFrequencyUnit | N | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. |
β40682 | UnderlyingPaymentScheduleStepOffsetValue | N | |
β40683 | UnderlyingPaymentScheduleStepRate | N | |
β40684 | UnderlyingPaymentScheduleStepOffsetRate | N | |
β40685 | UnderlyingPaymentScheduleStepRelativeTo | N | |
βComponent | UnderlyingPaymentScheduleRateSourceGrp | N | |
β40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | N | |
β40687 | UnderlyingPaymentScheduleWeight | N | |
β40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | N | |
β40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule. |
βComponent | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule. |
β40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. |
β40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | N | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. |
β40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | N | |
β41891 | UnderlyingPaymentScheduleFixingDayDistribution | N | |
β41892 | UnderlyingPaymentScheduleFixingDayCount | N | |
β40694 | UnderlyingPaymentScheduleFixingDateAdjusted | N | |
βComponent | UnderlyingPaymentScheduleFixingDayGrp | N | |
β41893 | UnderlyingPaymentScheduleFixingLagPeriod | N | Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. |
β41894 | UnderlyingPaymentScheduleFixingLagUnit | N | Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. |
β41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. |
β41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | N | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. |
β40695 | UnderlyingPaymentScheduleFixingTime | N | |
β40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | N | |
β40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | N | |
β40698 | UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule. |
βComponent | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule. |
β40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | N | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. |
β40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | N | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. |
β40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | N | |
β40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | N |
UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40967 | NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters | N | |
β40699 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter | N | Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. |
UnderlyingPaymentScheduleRateSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40704 | NoUnderlyingPaymentScheduleRateSources | N | |
β40705 | UnderlyingPaymentScheduleRateSource | N | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. |
β40706 | UnderlyingPaymentScheduleRateSourceType | N | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. |
β40707 | UnderlyingPaymentScheduleReferencePage | N | Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). |
UnderlyingPaymentStream
Tag | Name | Req’d | Description |
---|---|---|---|
40568 | UnderlyingPaymentStreamType | N | |
40569 | UnderlyingPaymentStreamMarketRate | N | |
40570 | UnderlyingPaymentStreamDelayIndicator | N | |
42895 | UnderlyingPaymentStreamCashSettlIndicator | N | |
40571 | UnderlyingPaymentStreamSettlCurrency | N | |
40572 | UnderlyingPaymentStreamDayCount | N | |
43107 | UnderlyingPaymentStreamOtherDayCount | N | May be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572). |
40573 | UnderlyingPaymentStreamAccrualDays | N | |
40574 | UnderlyingPaymentStreamDiscountType | N | |
40575 | UnderlyingPaymentStreamDiscountRate | N | |
40576 | UnderlyingPaymentStreamDiscountRateDayCount | N | |
40577 | UnderlyingPaymentStreamCompoundingMethod | N | |
42896 | UnderlyingPaymentStreamCompoundingXIDRef | N | Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. |
42897 | UnderlyingPaymentStreamCompoundingSpread | N | |
42898 | UnderlyingPaymentStreamInterpolationMethod | N | |
42899 | UnderlyingPaymentStreamInterpolationPeriod | N | |
40578 | UnderlyingPaymentStreamInitialPrincipalExchangeIndicator | N | |
40579 | UnderlyingPaymentStreamInterimPrincipalExchangeIndicator | N | |
40580 | UnderlyingPaymentStreamFinalPrincipalExchangeIndicator | N | |
41897 | UnderlyingPaymentStreamFlatRateIndicator | N | |
41898 | UnderlyingPaymentStreamFlatRateAmount | N | |
41899 | UnderlyingPaymentStreamFlatRateCurrency | N | |
41900 | UnderlyingPaymentStreamMaximumPaymentAmount | N | |
41901 | UnderlyingPaymentStreamMaximumPaymentCurrency | N | |
41902 | UnderlyingPaymentStreamMaximumTransactionAmount | N | |
41903 | UnderlyingPaymentStreamMaximumTransactionCurrency | N | |
Component | UnderlyingPaymentStreamPaymentDates | N | |
Component | UnderlyingPaymentStreamResetDates | N | |
Component | UnderlyingPaymentStreamFixedRate | N | |
Component | UnderlyingPaymentStreamFloatingRate | N | |
42900 | UnderlyingPaymentStreamCompoundingFixedRate | N | Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. |
Component | UnderlyingPaymentStreamCompoundingFloatingRate | N | Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). |
Component | UnderlyingPaymentStreamCompoundingDates | N | |
Component | UnderlyingPaymentStreamNonDeliverableSettlTerms | N |
UnderlyingPaymentStreamCompoundingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42901 | NoUnderlyingPaymentStreamCompoundingDates | N | |
β42902 | UnderlyingPaymentStreamCompoundingDate | N | Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0. |
β42903 | UnderlyingPaymentStreamCompoundingDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
UnderlyingPaymentStreamCompoundingDates
Tag | Name | Req’d | Description |
---|---|---|---|
42904 | UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. |
Component | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. |
Component | UnderlyingPaymentStreamCompoundingDateGrp | N | |
42905 | UnderlyingPaymentStreamCompoundingDatesRelativeTo | N | |
42906 | UnderlyingPaymentStreamCompoundingDatesOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. |
42907 | UnderlyingPaymentStreamCompoundingDatesOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. |
42908 | UnderlyingPaymentStreamCompoundingDatesOffsetDayType | N | |
42909 | UnderlyingPaymentStreamCompoundingPeriodSkip | N | |
Component | UnderlyingPaymentStreamCompoundingStartDate | N | |
Component | UnderlyingPaymentStreamCompoundingEndDate | N | |
42910 | UnderlyingPaymentStreamCompoundingFrequencyPeriod | N | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. |
42911 | UnderlyingPaymentStreamCompoundingFrequencyUnit | N | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. |
42912 | UnderlyingPaymentStreamCompoundingRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. |
42913 | UnderlyingPaymentStreamBoundsFirstDateUnadjusted | N | |
42914 | UnderlyingPaymentStreamBoundsLastDateUnadjusted | N |
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42915 | NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters | N | |
β42916 | UnderlyingPaymentStreamCompoundingDatesBusinessCenter | N | Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. |
UnderlyingPaymentStreamCompoundingEndDate
Tag | Name | Req’d | Description |
---|---|---|---|
42917 | UnderlyingPaymentStreamCompoundingEndDateUnadjusted | N | |
42918 | UnderlyingPaymentStreamCompoundingEndDateRelativeTo | N | |
42919 | UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. |
42920 | UnderlyingPaymentStreamCompoundingEndDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. |
42921 | UnderlyingPaymentStreamCompoundingEndDateOffsetDayType | N | |
42922 | UnderlyingPaymentStreamCompoundingEndDateAdjusted | N |
UnderlyingPaymentStreamCompoundingFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
42923 | UnderlyingPaymentStreamCompoundingRateIndex | N | |
42924 | UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod | N | Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. |
42925 | UnderlyingPaymentStreamCompoundingRateIndexCurveUnit | N | Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. |
42926 | UnderlyingPaymentStreamCompoundingRateMultiplier | N | |
42927 | UnderlyingPaymentStreamCompoundingRateSpread | N | |
42928 | UnderlyingPaymentStreamCompoundingRateSpreadPositionType | N | |
42929 | UnderlyingPaymentStreamCompoundingRateTreatment | N | |
42930 | UnderlyingPaymentStreamCompoundingCapRate | N | |
42931 | UnderlyingPaymentStreamCompoundingCapRateBuySide | N | |
42932 | UnderlyingPaymentStreamCompoundingCapRateSellSide | N | |
42933 | UnderlyingPaymentStreamCompoundingFloorRate | N | |
42934 | UnderlyingPaymentStreamCompoundingFloorRateBuySide | N | |
42935 | UnderlyingPaymentStreamCompoundingFloorRateSellSide | N | |
42936 | UnderlyingPaymentStreamCompoundingInitialRate | N | |
42937 | UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection | N | |
42938 | UnderlyingPaymentStreamCompoundingFinalRatePrecision | N | |
42939 | UnderlyingPaymentStreamCompoundingAveragingMethod | N | |
42940 | UnderlyingPaymentStreamCompoundingNegativeRateTreatment | N |
UnderlyingPaymentStreamCompoundingStartDate
Tag | Name | Req’d | Description |
---|---|---|---|
42941 | UnderlyingPaymentStreamCompoundingStartDateUnadjusted | N | |
42942 | UnderlyingPaymentStreamCompoundingStartDateRelativeTo | N | |
42943 | UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. |
42944 | UnderlyingPaymentStreamCompoundingStartDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. |
42945 | UnderlyingPaymentStreamCompoundingStartDateOffsetDayType | N | |
42946 | UnderlyingPaymentStreamCompoundingStartDateAdjusted | N |
UnderlyingPaymentStreamFinalPricePaymentDate
Tag | Name | Req’d | Description |
---|---|---|---|
42949 | UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted | N | |
42950 | UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo | N | |
42951 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. |
42952 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. |
42953 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType | N | |
42954 | UnderlyingPaymentStreamFinalPricePaymentDateAdjusted | N |
UnderlyingPaymentStreamFixedRate
Tag | Name | Req’d | Description |
---|---|---|---|
40615 | UnderlyingPaymentStreamRate | N | Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). |
40616 | UnderlyingPaymentStreamFixedAmount | N | Mutually exclusive with UnderlyingPaymentStreamRate(40615). |
40617 | UnderlyingPaymentStreamRateOrAmountCurrency | N | |
41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | N | |
41905 | UnderlyingPaymentStreamTotalFixedAmount | N | |
40618 | UnderlyingPaymentStreamFutureValueNotional | N | |
40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | N | |
41906 | UnderlyingPaymentStreamWorldScaleRate | N | |
41907 | UnderlyingPaymentStreamContractPrice | N | |
41908 | UnderlyingPaymentStreamContractPriceCurrency | N |
UnderlyingPaymentStreamFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40972 | NoUnderlyingPaymentStreamFixingDateBusinessCenters | N | |
β40607 | UnderlyingPaymentStreamFixingDateBusinessCenter | N | Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. |
UnderlyingPaymentStreamFixingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42955 | NoUnderlyingPaymentStreamFixingDates | N | |
β42956 | UnderlyingPaymentStreamFixingDate | N | Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0. |
β42957 | UnderlyingPaymentStreamFixingDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
UnderlyingPaymentStreamFloatingRate
Tag | Name | Req’d | Description |
---|---|---|---|
40620 | UnderlyingPaymentStreamRateIndex | N | |
40621 | UnderlyingPaymentStreamRateIndexSource | N | |
43092 | UnderlyingPaymentStreamRateIndexID | N | Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified. |
43093 | UnderlyingPaymentStreamRateIndexIDSource | N | Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified. |
40622 | UnderlyingPaymentStreamRateIndexCurveUnit | N | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. |
40623 | UnderlyingPaymentStreamRateIndexCurvePeriod | N | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. |
43120 | UnderlyingPaymentStreamRateIndex2 | N | |
43121 | UnderlyingPaymentStreamRateIndex2Source | N | |
43122 | UnderlyingPaymentStreamRateIndex2ID | N | Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified. |
43123 | UnderlyingPaymentStreamRateIndex2IDSource | N | Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified. |
41911 | UnderlyingPaymentStreamRateIndex2CurveUnit | N | Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified. |
41912 | UnderlyingPaymentStreamRateIndex2CurvePeriod | N | Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified. |
41913 | UnderlyingPaymentStreamRateIndexLocation | N | |
41914 | UnderlyingPaymentStreamRateIndexLevel | N | |
41915 | UnderlyingPaymentStreamRateIndexUnitOfMeasure | N | |
41916 | UnderlyingPaymentStreamSettlLevel | N | |
41917 | UnderlyingPaymentStreamReferenceLevel | N | |
41918 | UnderlyingPaymentStreamReferenceLevelUnitOfMeasure | N | |
41919 | UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator | N | |
40624 | UnderlyingPaymentStreamRateMultiplier | N | |
40625 | UnderlyingPaymentStreamRateSpread | N | |
41920 | UnderlyingPaymentStreamRateSpreadCurrency | N | |
41921 | UnderlyingPaymentStreamRateSpreadUnitOfMeasure | N | |
41922 | UnderlyingPaymentStreamRateConversionFactor | N | |
41923 | UnderlyingPaymentStreamRateSpreadType | N | |
40626 | UnderlyingPaymentStreamRateSpreadPositionType | N | |
40627 | UnderlyingPaymentStreamRateTreatment | N | |
40628 | UnderlyingPaymentStreamCapRate | N | |
40629 | UnderlyingPaymentStreamCapRateBuySide | N | |
40630 | UnderlyingPaymentStreamCapRateSellSide | N | |
40631 | UnderlyingPaymentStreamFloorRate | N | |
40632 | UnderlyingPaymentStreamFloorRateBuySide | N | |
40633 | UnderlyingPaymentStreamFloorRateSellSide | N | |
40634 | UnderlyingPaymentStreamInitialRate | N | |
41924 | UnderlyingPaymentStreamLastResetRate | N | |
41925 | UnderlyingPaymentStreamFinalRate | N | |
40635 | UnderlyingPaymentStreamFinalRateRoundingDirection | N | |
40636 | UnderlyingPaymentStreamFinalRatePrecision | N | |
40637 | UnderlyingPaymentStreamAveragingMethod | N | |
40638 | UnderlyingPaymentStreamNegativeRateTreatment | N | |
41926 | UnderlyingPaymentStreamCalculationLagPeriod | N | Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. |
41927 | UnderlyingPaymentStreamCalculationLagUnit | N | Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. |
42958 | UnderlyingPaymentStreamFirstObservationDateUnadjusted | N | |
42959 | UnderlyingPaymentStreamFirstObservationDateRelativeTo | N | |
42960 | UnderlyingPaymentStreamFirstObservationDateOffsetDayType | N | |
41928 | UnderlyingPaymentStreamFirstObservationDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. |
41929 | UnderlyingPaymentStreamFirstObservationDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. |
42961 | UnderlyingPaymentStreamFirstObservationDateAdjusted | N | |
41930 | UnderlyingPaymentStreamPricingDayType | N | |
41931 | UnderlyingPaymentStreamPricingDayDistribution | N | |
41932 | UnderlyingPaymentStreamPricingDayCount | N | |
41933 | UnderlyingPaymentStreamPricingBusinessCalendar | N | |
41934 | UnderlyingPaymentStreamPricingBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. |
Component | UnderlyingPaymentStreamPricingBusinessCenterGrp | N | |
Component | UnderlyingPaymentStreamPricingDayGrp | N | |
Component | UnderlyingPaymentStreamPricingDateGrp | N | |
40639 | UnderlyingPaymentStreamInflationLagPeriod | N | Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. |
40640 | UnderlyingPaymentStreamInflationLagUnit | N | Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. |
40641 | UnderlyingPaymentStreamInflationLagDayType | N | |
40642 | UnderlyingPaymentStreamInflationInterpolationMethod | N | |
40643 | UnderlyingPaymentStreamInflationIndexSource | N | |
40644 | UnderlyingPaymentStreamInflationPublicationSource | N | |
40645 | UnderlyingPaymentStreamInflationInitialIndexLevel | N | |
40646 | UnderlyingPaymentStreamInflationFallbackBondApplicable | N | |
40647 | UnderlyingPaymentStreamFRADiscounting | N | |
42962 | UnderlyingPaymentStreamUnderlierRefID | N | |
Component | UnderlyingPaymentStreamFormula | N | |
Component | UnderlyingDividendConditions | N | |
42963 | UnderlyingReturnRateNotionalReset | N | |
Component | UnderlyingReturnRateGrp | N | |
42964 | UnderlyingPaymentStreamLinkInitialLevel | N | |
42965 | UnderlyingPaymentStreamLinkClosingLevelIndicator | N | |
42966 | UnderlyingPaymentStreamLinkExpiringLevelIndicator | N | |
42967 | UnderlyingPaymentStreamLinkEstimatedTradingDays | N | |
42968 | UnderlyingPaymentStreamLinkStrikePrice | N | |
42969 | UnderlyingPaymentStreamLinkStrikePriceType | N | |
42970 | UnderlyingPaymentStreamLinkMaximumBoundary | N | |
42971 | UnderlyingPaymentStreamLinkMinimumBoundary | N | |
42972 | UnderlyingPaymentStreamLinkNumberOfDataSeries | N | |
42973 | UnderlyingPaymentStreamVarianceUnadjustedCap | N | |
42974 | UnderlyingPaymentStreamRealizedVarianceMethod | N | |
42975 | UnderlyingPaymentStreamDaysAdjustmentIndicator | N | |
42976 | UnderlyingPaymentStreamNearestExchangeContractRefID | N | |
42977 | UnderlyingPaymentStreamVegaNotionalAmount | N |
UnderlyingPaymentStreamFormula
Tag | Name | Req’d | Description |
---|---|---|---|
42978 | UnderlyingPaymentStreamFormulaCurrency | N | |
42979 | UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod | N | |
42980 | UnderlyingPaymentStreamFormulaReferenceAmount | N | |
Component | UnderlyingPaymentStreamFormulaMathGrp | N | |
Component | UnderlyingPaymentStreamFormulaImage | N |
UnderlyingPaymentStreamFormulaImage
Tag | Name | Req’d | Description |
---|---|---|---|
42947 | UnderlyingPaymentStreamFormulaImageLength | N | Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. |
42948 | UnderlyingPaymentStreamFormulaImage | N | Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. |
UnderlyingPaymentStreamFormulaMathGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42981 | NoUnderlyingPaymentStreamFormulas | N | |
β43111 | UnderlyingPaymentStreamFormulaLength | N | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0 |
β42982 | UnderlyingPaymentStreamFormula | N | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0. |
β42983 | UnderlyingPaymentStreamFormulaDesc | N |
UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40971 | NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters | N | |
β40600 | UnderlyingPaymentStreamInitialFixingDateBusinessCenter | N | Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. |
UnderlyingPaymentStreamNonDeliverableFixingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40656 | NoUnderlyingNonDeliverableFixingDates | N | |
β40657 | UnderlyingNonDeliverableFixingDate | N | Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0. |
β40658 | UnderlyingNonDeliverableFixingDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40968 | NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters | N | |
β40650 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter | N | Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0. |
UnderlyingPaymentStreamNonDeliverableSettlRateSource
Tag | Name | Req’d | Description |
---|---|---|---|
40661 | UnderlyingPaymentStreamNonDeliverableSettlRateSource | N | |
40824 | UnderlyingPaymentStreamNonDeliverableSettlReferencePage | N | Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). |
UnderlyingPaymentStreamNonDeliverableSettlTerms
Tag | Name | Req’d | Description |
---|---|---|---|
40648 | UnderlyingPaymentStreamNonDeliverableRefCurrency | N | |
40649 | UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s non-deliverable settlement terms. |
Component | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s non-deliverable settlement terms. |
40651 | UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo | N | |
40652 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. |
40653 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. |
40654 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType | N | |
Component | UnderlyingPaymentStreamNonDeliverableSettlRateSource | N | |
Component | UnderlyingPaymentStreamNonDeliverableFixingDateGrp | N | |
Component | UnderlyingSettlRateDisruptionFallbackGrp | N |
UnderlyingPaymentStreamPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40969 | NoUnderlyingPaymentStreamPaymentDateBusinessCenters | N | |
β40582 | UnderlyingPaymentStreamPaymentDateBusinessCenter | N | Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. |
UnderlyingPaymentStreamPaymentDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41937 | NoUnderlyingPaymentStreamPaymentDates | N | |
β41938 | UnderlyingPaymentStreamPaymentDate | N | Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. |
β41939 | UnderlyingPaymentStreamPaymentDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingPaymentStreamPaymentDates
Tag | Name | Req’d | Description |
---|---|---|---|
40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s payment dates. |
Component | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s payment dates. |
Component | UnderlyingPaymentStreamPaymentDateGrp | N | |
40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | N | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. |
40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | N | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. |
40585 | UnderlyingPaymentStreamPaymentRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. |
40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | N | |
40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | N | |
40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | N | |
40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. |
40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. |
40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | N | |
41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | N | |
Component | UnderlyingPaymentStreamFinalPricePaymentDate | N |
UnderlyingPaymentStreamPricingBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41909 | NoUnderlyingPaymentStreamPricingBusinessCenters | N | |
β41910 | UnderlyingPaymentStreamPricingBusinessCenter | N | Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. |
UnderlyingPaymentStreamPricingDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41941 | NoUnderlyingPaymentStreamPricingDates | N | |
β41942 | UnderlyingPaymentStreamPricingDate | N | Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. |
β41943 | UnderlyingPaymentStreamPricingDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingPaymentStreamPricingDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41944 | NoUnderlyingPaymentStreamPricingDays | N | |
β41945 | UnderlyingPaymentStreamPricingDayOfWeek | N | Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. |
β41946 | UnderlyingPaymentStreamPricingDayNumber | N |
UnderlyingPaymentStreamResetDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40970 | NoUnderlyingPaymentStreamResetDateBusinessCenters | N | |
β40594 | UnderlyingPaymentStreamResetDateBusinessCenter | N | Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. |
UnderlyingPaymentStreamResetDates
Tag | Name | Req’d | Description |
---|---|---|---|
40592 | UnderlyingPaymentStreamResetDateRelativeTo | N | |
40593 | UnderlyingPaymentStreamResetDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates. |
Component | UnderlyingPaymentStreamResetDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates. |
40595 | UnderlyingPaymentStreamResetFrequencyPeriod | N | Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. |
40596 | UnderlyingPaymentStreamResetFrequencyUnit | N | Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. |
40597 | UnderlyingPaymentStreamResetWeeklyRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. |
40598 | UnderlyingPaymentStreamInitialFixingDateRelativeTo | N | |
40599 | UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates. |
Component | UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates. |
40601 | UnderlyingPaymentStreamInitialFixingDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. |
40602 | UnderlyingPaymentStreamInitialFixingDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. |
40603 | UnderlyingPaymentStreamInitialFixingDateOffsetDayType | N | |
40604 | UnderlyingPaymentStreamInitialFixingDateAdjusted | N | |
40605 | UnderlyingPaymentStreamFixingDateRelativeTo | N | |
40606 | UnderlyingPaymentStreamFixingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates. |
Component | UnderlyingPaymentStreamFixingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates. |
40608 | UnderlyingPaymentStreamFixingDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. |
40609 | UnderlyingPaymentStreamFixingDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. |
40610 | UnderlyingPaymentStreamFixingDateOffsetDayType | N | |
40611 | UnderlyingPaymentStreamFixingDateAdjusted | N | |
40612 | UnderlyingPaymentStreamRateCutoffDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. |
40613 | UnderlyingPaymentStreamRateCutoffDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. |
40614 | UnderlyingPaymentStreamRateCutoffDateOffsetDayType | N | |
Component | UnderlyingPaymentStreamFixingDateGrp | N |
UnderlyingPaymentStubEndDate
Tag | Name | Req’d | Description |
---|---|---|---|
42984 | UnderlyingPaymentStubEndDateUnadjusted | N | |
42985 | UnderlyingPaymentStubEndDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. |
Component | UnderlyingPaymentStubEndDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. |
42986 | UnderlyingPaymentStubEndDateRelativeTo | N | |
42987 | UnderlyingPaymentStubEndDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. |
42988 | UnderlyingPaymentStubEndDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. |
42989 | UnderlyingPaymentStubEndDateOffsetDayType | N | |
42990 | UnderlyingPaymentStubEndDateAdjusted | N |
UnderlyingPaymentStubEndDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42991 | NoUnderlyingPaymentStubEndDateBusinessCenters | N | |
β42992 | UnderlyingPaymentStubEndDateBusinessCenter | N | Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. |
UnderlyingPaymentStubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40708 | NoUnderlyingPaymentStubs | N | |
β40709 | UnderlyingPaymentStubType | N | Required if NoUnderlyingPaymentStubs(40708) > 0. |
β40710 | UnderlyingPaymentStubLength | N | |
βComponent | UnderlyingPaymentStubStartDate | N | |
βComponent | UnderlyingPaymentStubEndDate | N | |
β40711 | UnderlyingPaymentStubRate | N | |
β40712 | UnderlyingPaymentStubFixedAmount | N | |
β40713 | UnderlyingPaymentStubFixedCurrency | N | |
β40714 | UnderlyingPaymentStubIndex | N | |
β40715 | UnderlyingPaymentStubIndexSource | N | |
β40716 | UnderlyingPaymentStubIndexCurvePeriod | N | Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. |
β40717 | UnderlyingPaymentStubIndexCurveUnit | N | Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. |
β40718 | UnderlyingPaymentStubIndexRateMultiplier | N | |
β40719 | UnderlyingPaymentStubIndexRateSpread | N | |
β40720 | UnderlyingPaymentStubIndexRateSpreadPositionType | N | |
β40721 | UnderlyingPaymentStubIndexRateTreatment | N | |
β40722 | UnderlyingPaymentStubIndexCapRate | N | |
β40723 | UnderlyingPaymentStubIndexCapRateBuySide | N | |
β40724 | UnderlyingPaymentStubIndexCapRateSellSide | N | |
β40725 | UnderlyingPaymentStubIndexFloorRate | N | |
β40726 | UnderlyingPaymentStubIndexFloorRateBuySide | N | |
β40727 | UnderlyingPaymentStubIndexFloorRateSellSide | N | |
β40728 | UnderlyingPaymentStubIndex2 | N | |
β40729 | UnderlyingPaymentStubIndex2Source | N | |
β40730 | UnderlyingPaymentStubIndex2CurvePeriod | N | Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. |
β40731 | UnderlyingPaymentStubIndex2CurveUnit | N | Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. |
β40732 | UnderlyingPaymentStubIndex2RateMultiplier | N | |
β40733 | UnderlyingPaymentStubIndex2RateSpread | N | |
β40734 | UnderlyingPaymentStubIndex2RateSpreadPositionType | N | |
β40735 | UnderlyingPaymentStubIndex2RateTreatment | N | |
β40736 | UnderlyingPaymentStubIndex2CapRate | N | |
β40737 | UnderlyingPaymentStubIndex2FloorRate | N |
UnderlyingPaymentStubStartDate
Tag | Name | Req’d | Description |
---|---|---|---|
42993 | UnderlyingPaymentStubStartDateUnadjusted | N | |
42994 | UnderlyingPaymentStubStartDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. |
Component | UnderlyingPaymentStubStartDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. |
42995 | UnderlyingPaymentStubStartDateRelativeTo | N | |
42996 | UnderlyingPaymentStubStartDateOffsetPeriod | N | Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. |
42997 | UnderlyingPaymentStubStartDateOffsetUnit | N | Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. |
42998 | UnderlyingPaymentStubStartDateOffsetDayType | N | |
42999 | UnderlyingPaymentStubStartDateAdjusted | N |
UnderlyingPaymentStubStartDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43000 | NoUnderlyingPaymentStubStartDateBusinessCenters | N | |
β43001 | UnderlyingPaymentStubStartDateBusinessCenter | N | Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. |
UnderlyingPhysicalSettlDeliverableObligationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42065 | NoUnderlyingPhysicalSettlDeliverableObligations | N | |
β42066 | UnderlyingPhysicalSettlDeliverableObligationType | N | Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. |
β42067 | UnderlyingPhysicalSettlDeliverableObligationValue | N |
UnderlyingPhysicalSettlTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42060 | NoUnderlyingPhysicalSettlTerms | N | |
βComponent | UnderlyingPhysicalSettlDeliverableObligationGrp | N | Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. |
β42061 | UnderlyingPhysicalSettlCurrency | N | |
β42062 | UnderlyingPhysicalSettlBusinessDays | N | |
β42063 | UnderlyingPhysicalSettlMaximumBusinessDays | N | |
β42064 | UnderlyingPhysicalSettlTermXID | N |
UnderlyingPricingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41947 | NoUnderlyingPricingDateBusinessCenters | N | |
β41948 | UnderlyingPricingDateBusinessCenter | N | Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. |
UnderlyingPricingDateTime
Tag | Name | Req’d | Description |
---|---|---|---|
41949 | UnderlyingPricingDateUnadjusted | N | |
41950 | UnderlyingPricingDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. |
Component | UnderlyingPricingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. |
41951 | UnderlyingPricingDateAdjusted | N | |
41952 | UnderlyingPricingTime | N | |
41953 | UnderlyingPricingTimeBusinessCenter | N |
UnderlyingProtectionTermEventGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42077 | NoUnderlyingProtectionTermEvents | N | |
β42078 | UnderlyingProtectionTermEventType | N | Required if NoUnderlyingProtectionTermEvents (42078) > 0. |
β42079 | UnderlyingProtectionTermEventValue | N | |
β42080 | UnderlyingProtectionTermEventCurrency | N | |
β42081 | UnderlyingProtectionTermEventPeriod | N | Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. |
β42082 | UnderlyingProtectionTermEventUnit | N | Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. |
β42083 | UnderlyingProtectionTermEventDayType | N | |
β42084 | UnderlyingProtectionTermEventRateSource | N | |
βComponent | UnderlyingProtectionTermEventQualifierGrp | N |
UnderlyingProtectionTermEventNewsSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42090 | NoUnderlyingProtectionTermEventNewsSources | N | |
β42091 | UnderlyingProtectionTermEventNewsSource | N | Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. |
UnderlyingProtectionTermEventQualifierGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42085 | NoUnderlyingProtectionTermEventQualifiers | N | |
β42086 | UnderlyingProtectionTermEventQualifier | N | Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. |
UnderlyingProtectionTermGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42068 | NoUnderlyingProtectionTerms | N | |
β42069 | UnderlyingProtectionTermNotional | N | Required if NoUnderlyingProtectionTerms(42068) > 0. |
β42070 | UnderlyingProtectionTermCurrency | N | |
β42071 | UnderlyingProtectionTermSellerNotifies | N | |
β42072 | UnderlyingProtectionTermBuyerNotifies | N | |
β42073 | UnderlyingProtectionTermEventBusinessCenter | N | |
β42074 | UnderlyingProtectionTermStandardSources | N | |
β42075 | UnderlyingProtectionTermEventMinimumSources | N | |
βComponent | UnderlyingProtectionTermEventNewsSourceGrp | N | |
βComponent | UnderlyingProtectionTermEventGrp | N | |
βComponent | UnderlyingProtectionTermObligationGrp | N | |
β42076 | UnderlyingProtectionTermXID | N |
UnderlyingProtectionTermObligationGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42087 | NoUnderlyingProtectionTermObligations | N | |
β42088 | UnderlyingProtectionTermObligationType | N | Required if NoUnderlyingProtectionTermObligations(42087) > 0. |
β42089 | UnderlyingProtectionTermObligationValue | N |
UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42180 | NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters | N | |
β42181 | UnderlyingProvisionCashSettlPaymentDateBusinessCenter | N | Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. |
UnderlyingProvisionCashSettlPaymentDates
Tag | Name | Req’d | Description |
---|---|---|---|
42092 | UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention | N | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. |
Component | UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. |
42093 | UnderlyingProvisionCashSettlPaymentDateRelativeTo | N | |
42094 | UnderlyingProvisionCashSettlPaymentDateOffsetPeriod | N | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. |
42095 | UnderlyingProvisionCashSettlPaymentDateOffsetUnit | N | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. |
42096 | UnderlyingProvisionCashSettlPaymentDateOffsetDayType | N | |
42097 | UnderlyingProvisionCashSettlPaymentDateRangeFirst | N | |
42098 | UnderlyingProvisionCashSettlPaymentDateRangeLast | N | |
Component | UnderlyingProvisionCashSettlPaymentFixedDateGrp | N |
UnderlyingProvisionCashSettlPaymentFixedDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42099 | NoUnderlyingProvisionCashSettlPaymentDates | N | |
β42100 | UnderlyingProvisionCashSettlPaymentDate | N | Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. |
β42101 | UnderlyingProvisionCashSettlPaymentDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingProvisionCashSettlQuoteSource
Tag | Name | Req’d | Description |
---|---|---|---|
42102 | UnderlyingProvisionCashSettlQuoteSource | N | |
42103 | UnderlyingProvisionCashSettlQuoteReferencePage | N |
UnderlyingProvisionCashSettlValueDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42182 | NoUnderlyingProvisionCashSettlValueDateBusinessCenters | N | |
β42183 | UnderlyingProvisionCashSettlValueDateBusinessCenter | N | Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. |
UnderlyingProvisionCashSettlValueDates
Tag | Name | Req’d | Description |
---|---|---|---|
42104 | UnderlyingProvisionCashSettlValueTime | N | |
42105 | UnderlyingProvisionCashSettlValueTimeBusinessCenter | N | |
42106 | UnderlyingProvisionCashSettlValueDateBusinessDayConvention | N | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. |
Component | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. |
42107 | UnderlyingProvisionCashSettlValueDateRelativeTo | N | |
42108 | UnderlyingProvisionCashSettlValueDateOffsetPeriod | N | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. |
42109 | UnderlyingProvisionCashSettlValueDateOffsetUnit | N | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. |
42110 | UnderlyingProvisionCashSettlValueDateOffsetDayType | N | |
42111 | UnderlyingProvisionCashSettlValueDateAdjusted | N |
UnderlyingProvisionDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42190 | NoUnderlyingProvisionDateBusinessCenters | N | |
β42191 | UnderlyingProvisionDateBusinessCenter | N | Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. |
UnderlyingProvisionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42149 | NoUnderlyingProvisions | N | |
β42150 | UnderlyingProvisionType | N | Required if NoUnderlyingProvisions(42149) > 0. |
β42151 | UnderlyingProvisionDateUnadjusted | N | |
β42152 | UnderlyingProvisionDateBusinessDayConvention | N | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. |
βComponent | UnderlyingProvisionDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. |
β42153 | UnderlyingProvisionDateAdjusted | N | |
β42154 | UnderlyingProvisionDateTenorPeriod | N | Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. |
β42155 | UnderlyingProvisionDateTenorUnit | N | Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. |
β43002 | UnderlyingProvisionBreakFeeElection | N | |
β43003 | UnderlyingProvisionBreakFeeRate | N | |
β42156 | UnderlyingProvisionCalculationAgent | N | |
β42157 | UnderlyingProvisionOptionSinglePartyBuyerSide | N | |
β42158 | UnderlyingProvisionOptionSinglePartySellerSide | N | |
βComponent | UnderlyingProvisionCashSettlValueDates | N | |
βComponent | UnderlyingProvisionOptionExerciseDates | N | |
βComponent | UnderlyingProvisionOptionExpirationDate | N | |
βComponent | UnderlyingProvisionOptionRelevantUnderlyingDate | N | |
β42159 | UnderlyingProvisionOptionExerciseStyle | N | |
β42160 | UnderlyingProvisionOptionExerciseMultipleNotional | N | |
β42161 | UnderlyingProvisionOptionExerciseMinimumNotional | N | |
β42162 | UnderlyingProvisionOptionExerciseMaximumNotional | N | |
β42163 | UnderlyingProvisionOptionMinimumNumber | N | |
β42164 | UnderlyingProvisionOptionMaximumNumber | N | |
β42165 | UnderlyingProvisionOptionExerciseConfirmation | N | |
βComponent | UnderlyingProvisionCashSettlPaymentDates | N | |
β42166 | UnderlyingProvisionCashSettlMethod | N | |
β42167 | UnderlyingProvisionCashSettlCurrency | N | |
β42168 | UnderlyingProvisionCashSettlCurrency2 | N | |
β42169 | UnderlyingProvisionCashSettlQuoteType | N | |
βComponent | UnderlyingProvisionCashSettlQuoteSource | N | |
β42170 | UnderlyingProvisionText | N | |
β42171 | EncodedUnderlyingProvisionTextLen | N | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. |
β42172 | EncodedUnderlyingProvisionText | N | Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. |
βComponent | UnderlyingProvisionParties | N |
UnderlyingProvisionOptionExerciseBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42184 | NoUnderlyingProvisionOptionExerciseBusinessCenters | N | |
β42185 | UnderlyingProvisionOptionExerciseBusinessCenter | N | Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. |
UnderlyingProvisionOptionExerciseDates
Tag | Name | Req’d | Description |
---|---|---|---|
42115 | UnderlyingProvisionOptionExerciseBusinessDayConvention | N | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. |
Component | UnderlyingProvisionOptionExerciseBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. |
Component | UnderlyingProvisionOptionExerciseFixedDateGrp | N | |
42116 | UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod | N | Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. |
42117 | UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit | N | Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. |
42118 | UnderlyingProvisionOptionExerciseFrequencyPeriod | N | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. |
42119 | UnderlyingProvisionOptionExerciseFrequencyUnit | N | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. |
42120 | UnderlyingProvisionOptionExerciseStartDateUnadjusted | N | |
42121 | UnderlyingProvisionOptionExerciseStartDateRelativeTo | N | |
42122 | UnderlyingProvisionOptionExerciseStartDateOffsetPeriod | N | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. |
42123 | UnderlyingProvisionOptionExerciseStartDateOffsetUnit | N | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. |
42124 | UnderlyingProvisionOptionExerciseStartDateOffsetDayType | N | |
42125 | UnderlyingProvisionOptionExerciseStartDateAdjusted | N | |
42126 | UnderlyingProvisionOptionExercisePeriodSkip | N | |
42127 | UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted | N | |
42128 | UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted | N | |
42129 | UnderlyingProvisionOptionExerciseEarliestTime | N | |
42130 | UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter | N | |
42131 | UnderlyingProvisionOptionExerciseLatestTime | N | |
42132 | UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter | N |
UnderlyingProvisionOptionExerciseFixedDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42112 | NoUnderlyingProvisionOptionExerciseFixedDates | N | |
β42113 | UnderlyingProvisionOptionExerciseFixedDate | N | Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. |
β42114 | UnderlyingProvisionOptionExerciseFixedDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingProvisionOptionExpirationDate
Tag | Name | Req’d | Description |
---|---|---|---|
42133 | UnderlyingProvisionOptionExpirationDateUnadjusted | N | |
42134 | UnderlyingProvisionOptionExpirationDateBusinessDayConvention | N | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. |
Component | UnderlyingProvisionOptionExpirationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. |
42135 | UnderlyingProvisionOptionExpirationDateRelativeTo | N | |
42136 | UnderlyingProvisionOptionExpirationDateOffsetPeriod | N | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. |
42137 | UnderlyingProvisionOptionExpirationDateOffsetUnit | N | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. |
42138 | UnderlyingProvisionOptionExpirationDateOffsetDayType | N | |
42139 | UnderlyingProvisionOptionExpirationDateAdjusted | N | |
42140 | UnderlyingProvisionOptionExpirationTime | N | |
42141 | UnderlyingProvisionOptionExpirationTimeBusinessCenter | N |
UnderlyingProvisionOptionExpirationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42186 | NoUnderlyingProvisionOptionExpirationDateBusinessCenters | N | |
β42187 | UnderlyingProvisionOptionExpirationDateBusinessCenter | N | Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. |
UnderlyingProvisionOptionRelevantUnderlyingDate
Tag | Name | Req’d | Description |
---|---|---|---|
42142 | UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted | N | |
42143 | UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. |
Component | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevant underlying date. |
42144 | UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo | N | |
42145 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod | N | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. |
42146 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit | N | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. |
42147 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType | N | |
42148 | UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted | N |
UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42188 | NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters | N | |
β42189 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter | N | Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. |
UnderlyingProvisionParties
Tag | Name | Req’d | Description |
---|---|---|---|
42173 | NoUnderlyingProvisionPartyIDs | N | |
β42174 | UnderlyingProvisionPartyID | N | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. |
β42175 | UnderlyingProvisionPartyIDSource | N | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. |
β42176 | UnderlyingProvisionPartyRole | N | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. |
β40918 | UnderlyingProvisionPartyRoleQualifier | N | |
βComponent | UnderlyingProvisionPtysSubGrp | N |
UnderlyingProvisionPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42177 | NoUnderlyingProvisionPartySubIDs | N | |
β42178 | UnderlyingProvisionPartySubID | N | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. |
β42179 | UnderlyingProvisionPartySubIDType | N | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. |
UnderlyingRateSpreadSchedule
Tag | Name | Req’d | Description |
---|---|---|---|
43004 | UnderlyingRateSpreadInitialValue | N | |
Component | UnderlyingRateSpreadStepGrp | N |
UnderlyingRateSpreadStepGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43005 | NoUnderlyingRateSpreadSteps | N | |
β43006 | UnderlyingRateSpreadStepDate | N | Required if NoUnderlyingRateSpreadSteps(43005) > 0. |
β43007 | UnderlyingRateSpreadStepValue | N | Required if NoUnderlyingRateSpreadSteps(43005) > 0. |
UnderlyingReturnRateDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43008 | NoUnderlyingReturnRateDates | N | |
β43009 | UnderlyingReturnRateDateMode | N | Required if NoUnderlyingReturnRateDates(43008) > 0. |
βComponent | UnderlyingReturnRateValuationDateGrp | N | |
β43010 | UnderlyingReturnRateValuationDateRelativeTo | N | |
β43011 | UnderlyingReturnRateValuationDateOffsetPeriod | N | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. |
β43012 | UnderlyingReturnRateValuationDateOffsetUnit | N | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. |
β43013 | UnderlyingReturnRateValuationDateOffsetDayType | N | |
β43014 | UnderlyingReturnRateValuationStartDateUnadjusted | N | |
β43015 | UnderlyingReturnRateValuationStartDateRelativeTo | N | |
β43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | N | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. |
β43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | N | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. |
β43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | N | |
β43019 | UnderlyingReturnRateValuationStartDateAdjusted | N | |
β43020 | UnderlyingReturnRateValuationEndDateUnadjusted | N | |
β43021 | UnderlyingReturnRateValuationEndDateRelativeTo | N | |
β43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | N | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. |
β43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | N | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. |
β43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | N | |
β43025 | UnderlyingReturnRateValuationEndDateAdjusted | N | |
β43026 | UnderlyingReturnRateValuationFrequencyPeriod | N | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. |
β43027 | UnderlyingReturnRateValuationFrequencyUnit | N | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. |
β43028 | UnderlyingReturnRateValuationFrequencyRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. |
β43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. |
βComponent | UnderlyingReturnRateValuationDateBusinessCenterGrp | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. |
UnderlyingReturnRateFXConversionGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43030 | NoUnderlyingReturnRateFXConversions | N | |
β43031 | UnderlyingReturnRateFXCurrencySymbol | N | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. |
β43032 | UnderlyingReturnRateFXRate | N | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. |
β43033 | UnderlyingReturnRateFXRateCalc | N |
UnderlyingReturnRateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43034 | NoUnderlyingReturnRates | N | |
β43035 | UnderlyingReturnRatePriceSequence | N | Required if NoUnderlyingReturnRates(43034) > 0. |
β43036 | UnderlyingReturnRateCommissionBasis | N | |
β43037 | UnderlyingReturnRateCommissionAmount | N | |
β43038 | UnderlyingReturnRateCommissionCurrency | N | If not specified, this is defaulted to the reporting currency. |
β43039 | UnderlyingReturnRateTotalCommissionPerTrade | N | |
β43040 | UnderlyingReturnRateDeterminationMethod | N | |
βComponent | UnderlyingReturnRatePriceGrp | N | |
βComponent | UnderlyingReturnRateFXConversionGrp | N | |
β43041 | UnderlyingReturnRateAmountRelativeTo | N | |
β43042 | UnderlyingReturnRateQuoteMeasureType | N | |
β43043 | UnderlyingReturnRateQuoteUnits | N | |
β43044 | UnderlyingReturnRateQuoteMethod | N | |
β43045 | UnderlyingReturnRateQuoteCurrency | N | |
β43046 | UnderlyingReturnRateQuoteCurrencyType | N | |
β43047 | UnderlyingReturnRateQuoteTimeType | N | Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). |
β43048 | UnderlyingReturnRateQuoteTime | N | Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). |
β43049 | UnderlyingReturnRateQuoteDate | N | |
β43050 | UnderlyingReturnRateQuoteExpirationTime | N | |
β43051 | UnderlyingReturnRateQuoteBusinessCenter | N | |
β43052 | UnderlyingReturnRateQuoteExchange | N | |
βComponent | UnderlyingReturnRateInformationSourceGrp | N | |
β43053 | UnderlyingReturnRateQuotePricingModel | N | |
β43054 | UnderlyingReturnRateCashFlowType | N | |
βComponent | UnderlyingReturnRateDateGrp | N | |
β43055 | UnderlyingReturnRateValuationTimeType | N | Mutually exclusive with UnderlyingReturnRateValuationTime(43056) |
β43056 | UnderlyingReturnRateValuationTime | N | Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). |
β43057 | UnderlyingReturnRateValuationTimeBusinessCenter | N | |
β43058 | UnderlyingReturnRateValuationPriceOption | N | |
β43059 | UnderlyingReturnRateFinalPriceFallback | N |
UnderlyingReturnRateInformationSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43060 | NoUnderlyingReturnRateInformationSources | N | |
β43061 | UnderlyingReturnRateInformationSource | N | Required if NoUnderlyingReturnRateInformationSources(43060) > 0. |
β43062 | UnderlyingReturnRateReferencePage | N | |
β43063 | UnderlyingReturnRateReferencePageHeading | N |
UnderlyingReturnRatePriceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43064 | NoUnderlyingReturnRatePrices | N | |
β43065 | UnderlyingReturnRatePriceBasis | N | Required if NoUnderlyingReturnRatePrices(43064) > 0. |
β43066 | UnderlyingReturnRatePrice | N | |
β43067 | UnderlyingReturnRatePriceCurrency | N | |
β43068 | UnderlyingReturnRatePriceType | N |
UnderlyingReturnRateValuationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43069 | NoUnderlyingReturnRateValuationDateBusinessCenters | N | |
β43070 | UnderlyingReturnRateValuationDateBusinessCenter | N | Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. |
UnderlyingReturnRateValuationDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43071 | NoUnderlyingReturnRateValuationDates | N | |
β43072 | UnderlyingReturnRateValuationDate | N | Required if NoUnderlyingReturnRateValuationDates(43071) > 0. |
β43073 | UnderlyingReturnRateValuationDateType | N | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |
UnderlyingSecondaryAssetGrp
Tag | Name | Req’d | Description |
---|---|---|---|
2080 | NoUnderlyingSecondaryAssetClasses | N | |
β2081 | UnderlyingSecondaryAssetClass | N | Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. |
β2082 | UnderlyingSecondaryAssetSubClass | N | Required if UnderlyingSecondaryAssetType(2083) is specified. |
β2083 | UnderlyingSecondaryAssetType | N | Required if UnderlyingSecondaryAssetSubType(2745) is specified. |
β2745 | UnderlyingSecondaryAssetSubType | N |
UnderlyingSecurityXML
Tag | Name | Req’d | Description |
---|---|---|---|
1874 | UnderlyingSecurityXMLLen | N | Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. |
1875 | UnderlyingSecurityXML | N | |
1876 | UnderlyingSecurityXMLSchema | N |
UnderlyingSettlMethodElectionDate
Tag | Name | Req’d | Description |
---|---|---|---|
43076 | UnderlyingSettlMethodElectionDateUnadjusted | N | |
43077 | UnderlyingSettlMethodElectionDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. |
Component | UnderlyingSettlMethodElectionDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. |
43078 | UnderlyingSettlMethodElectionDateRelativeTo | N | |
43079 | UnderlyingSettlMethodElectionDateOffsetPeriod | N | Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. |
43080 | UnderlyingSettlMethodElectionDateOffsetUnit | N | Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. |
43081 | UnderlyingSettlMethodElectionDateOffsetDayType | N | |
43082 | UnderlyingSettlMethodElectionDateAdjusted | N |
UnderlyingSettlMethodElectionDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
43074 | NoUnderlyingSettlMethodElectionDateBusinessCenters | N | |
β43075 | UnderlyingSettlMethodElectionDateBusinessCenter | N | Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. |
UnderlyingSettlRateDisruptionFallbackGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40659 | NoUnderlyingSettlRateFallbacks | N | |
β40660 | UnderlyingSettlRatePostponementMaximumDays | N | Required if NoUnderlyingSettlRateFallbacks(40659) > 0. |
βComponent | UnderlyingSettlRateFallbackRateSource | N | |
β40662 | UnderlyingSettlRatePostponementSurvey | N | |
β40663 | UnderlyingSettlRatePostponementCalculationAgent | N |
UnderlyingSettlRateFallbackRateSource
Tag | Name | Req’d | Description |
---|---|---|---|
40904 | UnderlyingSettlRateFallbackRateSource | N | |
40915 | UnderlyingSettlRateFallbackReferencePage | N | Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). |
UnderlyingStipulations
Tag | Name | Req’d | Description |
---|---|---|---|
887 | NoUnderlyingStips | N | |
β888 | UnderlyingStipType | N | Required if NoUnderlyingStips >0 |
β889 | UnderlyingStipValue | N |
UnderlyingStreamAssetAttributeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41800 | NoUnderlyingStreamAssetAttributes | N | |
β41801 | UnderlyingStreamAssetAttributeType | N | Required if NoUnderlyingStreamAssetAttributes(41800) > 0. |
β41802 | UnderlyingStreamAssetAttributeValue | N | |
β41803 | UnderlyingStreamAssetAttributeLimit | N |
UnderlyingStreamCalculationPeriodBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40973 | NoUnderlyingStreamCalculationPeriodBusinessCenters | N | |
β40557 | UnderlyingStreamCalculationPeriodBusinessCenter | N | Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. |
UnderlyingStreamCalculationPeriodDateGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41954 | NoUnderlyingStreamCalculationPeriodDates | N | |
β41955 | UnderlyingStreamCalculationPeriodDate | N | Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. |
β41956 | UnderlyingStreamCalculationPeriodDateType | N | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |
UnderlyingStreamCalculationPeriodDates
Tag | Name | Req’d | Description |
---|---|---|---|
41957 | UnderlyingStreamCalculationPeriodDatesXID | N | |
41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | N | |
40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s calculation period dates. |
Component | UnderlyingStreamCalculationPeriodBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s calculation period dates. |
Component | UnderlyingStreamCalculationPeriodDateGrp | N | |
40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | N | |
40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s calculation period dates. |
Component | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s calculation period dates. |
40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | N | |
40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | N | |
40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | N | |
40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | N | |
40565 | UnderlyingStreamCalculationFrequencyPeriod | N | Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified. |
40566 | UnderlyingStreamCalculationFrequencyUnit | N | Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. |
40567 | UnderlyingStreamCalculationRollConvention | N | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. |
41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | N | |
41960 | UnderlyingStreamCalculationCorrectionPeriod | N | Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. |
41961 | UnderlyingStreamCalculationCorrectionUnit | N | Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. |
UnderlyingStreamCommodity
Tag | Name | Req’d | Description |
---|---|---|---|
41964 | UnderlyingStreamCommodityBase | N | |
41965 | UnderlyingStreamCommodityType | N | |
41966 | UnderlyingStreamCommoditySecurityID | N | Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. |
41967 | UnderlyingStreamCommoditySecurityIDSource | N | Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. |
Component | UnderlyingStreamCommodityAltIDGrp | N | |
41968 | UnderlyingStreamCommodityDesc | N | |
41969 | EncodedUnderlyingStreamCommodityDescLen | N | Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. |
41970 | EncodedUnderlyingStreamCommodityDesc | N | Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. |
42589 | UnderlyingStreamCommodityDeliveryPricingRegion | N | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). |
Component | UnderlyingStreamAssetAttributeGrp | N | |
41971 | UnderlyingStreamCommodityUnitOfMeasure | N | |
41972 | UnderlyingStreamCommodityCurrency | N | |
41973 | UnderlyingStreamCommodityExchange | N | |
41974 | UnderlyingStreamCommodityRateSource | N | |
41975 | UnderlyingStreamCommodityRateReferencePage | N | |
41976 | UnderlyingStreamCommodityRateReferencePageHeading | N | |
41977 | UnderlyingStreamDataProvider | N | |
Component | UnderlyingStreamCommodityDataSourceGrp | N | |
41978 | UnderlyingStreamCommodityPricingType | N | |
41979 | UnderlyingStreamCommodityNearbySettlDayPeriod | N | Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. |
41980 | UnderlyingStreamCommodityNearbySettlDayUnit | N | Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. |
41981 | UnderlyingStreamCommoditySettlDateUnadjusted | N | |
41982 | UnderlyingStreamCommoditySettlDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. |
Component | UnderlyingStreamCommoditySettlBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. |
41983 | UnderlyingStreamCommoditySettlDateAdjusted | N | |
41984 | UnderlyingStreamCommoditySettlMonth | N | |
41985 | UnderlyingStreamCommoditySettlDateRollPeriod | N | Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. |
41986 | UnderlyingStreamCommoditySettlDateRollUnit | N | Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. |
41987 | UnderlyingStreamCommoditySettlDayType | N | |
Component | UnderlyingStreamCommoditySettlPeriodGrp | N | |
41988 | UnderlyingStreamCommodityXID | N | |
41989 | UnderlyingStreamCommodityXIDRef | N |
UnderlyingStreamCommodityAltIDGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41990 | NoUnderlyingStreamCommodityAltIDs | N | |
β41991 | UnderlyingStreamCommodityAltID | N | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. |
β41992 | UnderlyingStreamCommodityAltIDSource | N | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. |
UnderlyingStreamCommodityDataSourceGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41993 | NoUnderlyingStreamCommodityDataSources | N | |
β41994 | UnderlyingStreamCommodityDataSourceID | N | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. |
β41995 | UnderlyingStreamCommodityDataSourceIDType | N | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. |
UnderlyingStreamCommoditySettlBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41962 | NoUnderlyingStreamCommoditySettlBusinessCenters | N | |
β41963 | UnderlyingStreamCommoditySettlBusinessCenter | N | Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. |
UnderlyingStreamCommoditySettlDayGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41996 | NoUnderlyingStreamCommoditySettlDays | N | |
β41997 | UnderlyingStreamCommoditySettlDay | N | Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. |
β41998 | UnderlyingStreamCommoditySettlTotalHours | N | |
βComponent | UnderlyingStreamCommoditySettlTimeGrp | N |
UnderlyingStreamCommoditySettlPeriodGrp
Tag | Name | Req’d | Description |
---|---|---|---|
42002 | NoUnderlyingStreamCommoditySettlPeriods | N | |
β42003 | UnderlyingStreamCommoditySettlCountry | N | Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. |
β42004 | UnderlyingStreamCommoditySettlTimeZone | N | |
β42005 | UnderlyingStreamCommoditySettlFlowType | N | |
β42006 | UnderlyingStreamCommoditySettlPeriodNotional | N | |
β42007 | UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure | N | |
β42008 | UnderlyingStreamCommoditySettlPeriodFrequencyPeriod | N | Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. |
β42009 | UnderlyingStreamCommoditySettlPeriodFrequencyUnit | N | Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. |
β42010 | UnderlyingStreamCommoditySettlPeriodPrice | N | |
β42011 | UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure | N | |
β42012 | UnderlyingStreamCommoditySettlPeriodPriceCurrency | N | |
β42013 | UnderlyingStreamCommoditySettlHolidaysProcessingInstruction | N | |
βComponent | UnderlyingStreamCommoditySettlDayGrp | N | |
β42014 | UnderlyingStreamCommoditySettlPeriodXID | N | |
β42015 | UnderlyingStreamCommoditySettlPeriodXIDRef | N |
UnderlyingStreamCommoditySettlTimeGrp
Tag | Name | Req’d | Description |
---|---|---|---|
41999 | NoUnderlyingStreamCommoditySettlTimes | N | |
β42000 | UnderlyingStreamCommoditySettlStart | N | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. |
β42001 | UnderlyingStreamCommoditySettlEnd | N | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. |
β41936 | UnderlyingStreamCommoditySettlTimeType | N | May be defaulted to market convention or bilaterally agreed if not specified. |
UnderlyingStreamEffectiveDate
Tag | Name | Req’d | Description |
---|---|---|---|
40057 | UnderlyingStreamEffectiveDateUnadjusted | N | |
40058 | UnderlyingStreamEffectiveDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s stream effective dates. |
Component | UnderlyingStreamEffectiveDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s stream effective dates. |
40060 | UnderlyingStreamEffectiveDateRelativeTo | N | |
40061 | UnderlyingStreamEffectiveDateOffsetPeriod | N | Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. |
40062 | UnderlyingStreamEffectiveDateOffsetUnit | N | Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. |
40063 | UnderlyingStreamEffectiveDateOffsetDayType | N | |
40064 | UnderlyingStreamEffectiveDateAdjusted | N |
UnderlyingStreamEffectiveDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40975 | NoUnderlyingStreamEffectiveDateBusinessCenters | N | |
β40059 | UnderlyingStreamEffectiveDateBusinessCenter | N | Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. |
UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40974 | NoUnderlyingStreamFirstPeriodStartDateBusinessCenters | N | |
β40560 | UnderlyingStreamFirstPeriodStartDateBusinessCenter | N | Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. |
UnderlyingStreamGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40540 | NoUnderlyingStreams | N | |
β40541 | UnderlyingStreamType | N | Required if NoUnderlyingStreams(40540) > 0. |
β42016 | UnderlyingStreamXID | N | |
β40542 | UnderlyingStreamDesc | N | |
β43083 | UnderlyingStreamVersion | N | |
β43084 | UnderlyingStreamVersionEffectiveDate | N | |
β40543 | UnderlyingStreamPaySide | N | |
β40544 | UnderlyingStreamReceiveSide | N | |
β42018 | UnderlyingStreamNotionalXIDRef | N | |
β40545 | UnderlyingStreamNotional | N | |
β40546 | UnderlyingStreamCurrency | N | |
β43085 | UnderlyingStreamNotionalDeterminationMethod | N | |
β43086 | UnderlyingStreamNotionalAdjustments | N | |
β42019 | UnderlyingStreamNotionalFrequencyPeriod | N | Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. |
β42020 | UnderlyingStreamNotionalFrequencyUnit | N | Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. |
β42021 | UnderlyingStreamNotionalCommodityFrequency | N | |
β42022 | UnderlyingStreamNotionalUnitOfMeasure | N | |
β42023 | UnderlyingStreamTotalNotional | N | |
β42024 | UnderlyingStreamTotalNotionalUnitOfMeasure | N | |
βComponent | UnderlyingStreamCommodity | N | |
βComponent | UnderlyingStreamEffectiveDate | N | |
βComponent | UnderlyingStreamTerminationDate | N | |
βComponent | UnderlyingStreamCalculationPeriodDates | N | |
βComponent | UnderlyingPaymentStream | N | |
βComponent | UnderlyingPaymentScheduleGrp | N | |
βComponent | UnderlyingPaymentStubGrp | N | |
βComponent | UnderlyingDeliveryStream | N | |
βComponent | UnderlyingDeliveryScheduleGrp | N | |
β40547 | UnderlyingStreamText | N | |
β40988 | EncodedUnderlyingStreamTextLen | N | Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. |
β40989 | EncodedUnderlyingStreamText | N | Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. |
UnderlyingStreamTerminationDate
Tag | Name | Req’d | Description |
---|---|---|---|
40548 | UnderlyingStreamTerminationDateUnadjusted | N | |
40549 | UnderlyingStreamTerminationDateBusinessDayConvention | N | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s termination date of the stream. |
Component | UnderlyingStreamTerminationDateBusinessCenterGrp | N | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s termination date of the stream. |
40551 | UnderlyingStreamTerminationDateRelativeTo | N | |
40552 | UnderlyingStreamTerminationDateOffsetPeriod | N | Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. |
40553 | UnderlyingStreamTerminationDateOffsetUnit | N | Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. |
40554 | UnderlyingStreamTerminationDateOffsetDayType | N | |
40555 | UnderlyingStreamTerminationDateAdjusted | N |
UnderlyingStreamTerminationDateBusinessCenterGrp
Tag | Name | Req’d | Description |
---|---|---|---|
40976 | NoUnderlyingStreamTerminationDateBusinessCenters | N | |
β40550 | UnderlyingStreamTerminationDateBusinessCenter | N | Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. |
UndlyInstrumentParties
Tag | Name | Req’d | Description |
---|---|---|---|
1058 | NoUndlyInstrumentParties | N | |
β1059 | UnderlyingInstrumentPartyID | N | Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. |
β1060 | UnderlyingInstrumentPartyIDSource | N | Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. |
β1061 | UnderlyingInstrumentPartyRole | N | Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. |
β2391 | UnderlyingInstrumentPartyRoleQualifier | N | |
βComponent | UndlyInstrumentPtysSubGrp | N | Repeating group of party sub-identifiers. |
UndlyInstrumentPtysSubGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1062 | NoUndlyInstrumentPartySubIDs | N | |
β1063 | UnderlyingInstrumentPartySubID | N | |
β1064 | UnderlyingInstrumentPartySubIDType | N |
ValueChecksGrp
Tag | Name | Req’d | Description |
---|---|---|---|
1868 | NoValueChecks | N | |
β1869 | ValueCheckType | N | Required if NoValueChecks(1868) > 0. |
β1870 | ValueCheckAction | N | Required if NoValueChecks(1868) > 0. |
YieldData
Tag | Name | Req’d | Description |
---|---|---|---|
235 | YieldType | N | |
236 | Yield | N | |
701 | YieldCalcDate | N | |
696 | YieldRedemptionDate | N | |
697 | YieldRedemptionPrice | N | |
698 | YieldRedemptionPriceType | N |