Component
UnderlyingInstrument
| ID | 1021 |
| Abbr Name | Undly |
| Pedigree | Added FIX.4.3 |
The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
311 | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Required if the UnderlyingInstrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |||
312 | Added FIX.4.3 | ||||
309 | Added FIX.4.3 | ||||
305 | Added FIX.4.3 | ||||
UndSecAltIDGrp | Added FIX.4.4 | ||||
2874 | 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. | Added EP254 | |||
462 | Added FIX.4.3 | ||||
UnderlyingSecurityXML | Embedded XML document describing the underlying instrument. | Added EP145 | |||
463 | Added FIX.4.3 | ||||
2894 | Added EP266 | ||||
310 | Added FIX.4.3 | ||||
763 | Added FIX.4.4 | ||||
313 | Added FIX.4.3 | ||||
542 | Added FIX.4.3 | ||||
1213 | Added EP-1 | ||||
2984 | Conditionally required when UnderlyingMaturityFrequencyPeriod(2985) is specified. | Added EP287 | |||
2985 | Conditionally required when UnderlyingMaturityFrequencyUnit(2984) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |||
1837 | Added EP140 | ||||
241 | Added FIX.4.3 | ||||
1453 | Added EP83 | ||||
1454 | Added EP83 | ||||
2614 | Added EP208 | ||||
2615 | Added EP208 | ||||
2921 | Added EP273 | ||||
2616 | Added EP208 | ||||
2617 | Added EP208 | ||||
2619 | Added EP208 | ||||
1455 | Added EP83 | ||||
1456 | Added EP83 | ||||
1459 | Added EP83 | ||||
1460 | Added EP83 | ||||
242 | Added FIX.4.3 | ||||
243 | Added FIX.4.3 Deprecated FIX.4.4 | ||||
244 | Added FIX.4.3 Deprecated FIX.4.4 | ||||
245 | Added FIX.4.3 Deprecated FIX.4.4 | ||||
246 | Added FIX.4.3 | ||||
256 | Added FIX.4.3 | ||||
595 | Added FIX.4.3 | ||||
592 | Added FIX.4.3 | ||||
593 | Added FIX.4.3 | ||||
594 | Added FIX.4.3 | ||||
247 | Added FIX.4.3 Deprecated FIX.4.4 | ||||
316 | Added FIX.4.3 | ||||
941 | Added FIX.4.4 | ||||
2917 | Added EP273 | ||||
317 | Added FIX.4.3 | ||||
436 | Added FIX.4.3 | ||||
1437 | Added EP80 Updated EP179 | ||||
2363 | Added EP179 | ||||
1441 | Added EP80 Updated EP179 | ||||
998 | Added EP-1 | ||||
1423 | Added EP-1 | ||||
1718 | Added EP122 | ||||
2918 | Added EP273 | ||||
1424 | Added EP-1 | ||||
1425 | Added EP-1 | ||||
1719 | Added EP122 | ||||
2919 | Added EP273 | ||||
1000 | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |||
1419 | Added EP-1 | ||||
1526 | Added EP107 | ||||
2920 | Added EP273 | ||||
435 | Added FIX.4.3 | ||||
308 | Added FIX.4.3 | ||||
306 | Added FIX.4.3 | ||||
362 | Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |||
363 | Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |||
2742 | Added EP235 | ||||
2720 | Added EP232 | ||||
2721 | Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it. | Added EP232 | |||
2722 | Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |||
2723 | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724). | Added EP232 | |||
2724 | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723). | Added EP232 | |||
307 | Added FIX.4.3 | ||||
364 | Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |||
365 | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |||
877 | Added FIX.4.4 | ||||
878 | Added FIX.4.4 | ||||
972 | Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. | Added EP-1 | |||
318 | Specific to the <UnderlyingInstrument> (not in <Instrument>) | Added FIX.4.4 | |||
2916 | Added EP273 | ||||
879 | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | Added FIX.4.4 | |||
975 | Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. | Added EP-1 | |||
973 | 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. | Added EP-1 | |||
974 | 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) | Added EP-1 | |||
810 | 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. | Added FIX.4.4 | |||
882 | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | Added FIX.4.4 | |||
883 | 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. | Added FIX.4.4 | |||
884 | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | Added FIX.4.4 | |||
885 | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | Added FIX.4.4 | |||
886 | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | Added FIX.4.4 | |||
2885 | Added EP258 | ||||
2886 | Added EP258 | ||||
UnderlyingStipulations | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | Added FIX.4.4 | |||
1044 | 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). | Added EP-1 | |||
1045 | Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). | Added EP-1 | |||
1046 | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). | Added EP-1 | |||
1038 | Added EP-1 | ||||
UndlyInstrumentParties | Added EP-1 | ||||
1039 | Added EP-1 | ||||
315 | Used to express option right | Added FIX.4.3 | |||
2683 | Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315). | Added EP224 | |||
2687 | Added EP224 | ||||
1988 | Added EP161 | ||||
1989 | Added EP161 | ||||
1990 | Added EP161 | ||||
1991 | Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. | Added EP161 | |||
1992 | Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. | Added EP161 | |||
1993 | Added EP161 | ||||
2881 | Added EP254 | ||||
1994 | Added EP161 | ||||
1995 | Conditionally required when UnderlyingObligationID(1994) is specified. | Added EP161 | |||
1996 | Added EP161 | ||||
1997 | Conditionally required when UnderlyingEquityID(1996) is specified. | Added EP161 | |||
2620 | Added EP208 | ||||
2621 | Required if UnderlyingFutureID(2620) is specified. | Added EP208 | |||
UnderlyingEvntGrp | Added EP161 | ||||
1998 | Added EP161 | ||||
1999 | Added EP161 | ||||
2000 | Added EP161 | ||||
2003 | Added EP161 | ||||
2004 | Added EP161 | ||||
2005 | Added EP161 | ||||
2006 | Added EP161 | ||||
2284 | Added EP169 | ||||
2285 | Added EP169 | ||||
2286 | Added EP169 | ||||
2287 | Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. | Added EP169 | |||
2288 | Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |||
2007 | Added EP161 | ||||
2008 | Added EP161 | ||||
2009 | Added EP161 | ||||
2010 | Added EP161 | ||||
2011 | Added EP161 | ||||
2012 | Added EP161 | ||||
2491 | Added EP192 | ||||
2013 | Required if UnderlyingAssetSubClass(2014) is specified. | Added EP161 Updated EP235 | |||
2014 | Required if UnderlyingAssetType(2015) is specified. | Added EP161 Updated EP235 | |||
2015 | Required if UnderlyingAssetSubType(2744) is specified. | Added EP161 Updated EP235 | |||
2744 | Added EP235 | ||||
UnderlyingSecondaryAssetGrp | Added EP161 | ||||
UnderlyingAssetAttributeGrp | Added EP169 | ||||
2016 | Added EP161 | ||||
2289 | Added EP169 | ||||
2017 | Conditionally required when UnderlyingMthToDefault(2018) is specified. | Added EP161 | |||
2018 | Added EP161 | ||||
2019 | Added EP161 | ||||
2020 | Added EP161 | ||||
2021 | Added EP161 | ||||
2022 | Added EP161 | ||||
2290 | Added EP169 | ||||
2622 | Added EP208 | ||||
2291 | Added EP169 | ||||
2623 | Added EP208 | ||||
2292 | Added EP169 | ||||
2023 | Added EP161 | ||||
2024 | When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified. | Added EP161 Updated EP224 | |||
2025 | Added EP161 | ||||
2026 | Added EP161 | ||||
2027 | Added EP161 | ||||
2028 | Added EP161 | ||||
2029 | Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). | Added EP161 Updated EP169 | |||
2757 | Added EP238 | ||||
2030 | Added EP161 | ||||
2031 | Added EP161 | ||||
2293 | Added EP169 | ||||
2294 | Added EP169 | ||||
2032 | Added EP161 | ||||
2033 | Added EP161 | ||||
2034 | Added EP161 | ||||
2035 | Added EP161 | ||||
2036 | Added EP161 | ||||
2037 | Added EP161 | ||||
2038 | Added EP161 | ||||
2039 | Added EP161 | ||||
2040 | Added EP161 | ||||
2041 | Added EP161 | ||||
2042 | Added EP161 | ||||
2043 | Added EP161 | ||||
2044 | Added EP161 | ||||
41314 | Added EP161 | ||||
41315 | Added EP161 | ||||
UnderlyingComplexEvents | Added EP161 | ||||
2295 | Added EP169 | ||||
2296 | Added EP169 | ||||
2297 | Added EP169 | ||||
2756 | Added EP238 | ||||
2298 | Added EP169 | ||||
2299 | Added EP169 | ||||
UnderlyingDateAdjustment | Added EP161 | ||||
UnderlyingPricingDateTime | Added EP169 | ||||
UnderlyingMarketDisruption | Added EP169 | ||||
UnderlyingOptionExercise | Added EP169 | ||||
UnderlyingStreamGrp | Added EP161 | ||||
UnderlyingProvisionGrp | Added EP187 | ||||
UnderlyingAdditionalTermGrp | Added EP187 | ||||
UnderlyingProtectionTermGrp | Added EP187 | ||||
UnderlyingCashSettlTermGrp | Added EP187 | ||||
UnderlyingPhysicalSettlTermGrp | Added EP187 | ||||
UnderlyingRateSpreadSchedule | Added EP208 | ||||
UnderlyingDividendPayout | Added EP208 | ||||
UnderlyingExtraordinaryEventGrp | Added EP208 | ||||
2624 | Added EP208 | ||||
2625 | Added EP208 | ||||
2626 | Added EP208 | ||||
2627 | Added EP208 | ||||
2628 | Added EP208 | ||||
2629 | Added EP208 | ||||
2630 | Added EP208 | ||||
2631 | Added EP208 |
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