Fields
ID (Tag) | Name | Datatype | Description | Pedigree |
|---|---|---|---|---|
| 1 | Account | String | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | Added FIX.2.7 |
| 2 | AdvId | String | Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 3 | AdvRefID | String | Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 4 | AdvSide | AdvSideCodeSet | Broker's side of advertised trade | Added FIX.2.7 |
| 5 | AdvTransType | AdvTransTypeCodeSet | Identifies advertisement message transaction type | Added FIX.2.7 |
| 6 | AvgPx | Price | Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. | Added FIX.2.7 |
| 7 | BeginSeqNo | SeqNum | Message sequence number of first message in range to be resent | Added FIX.2.7 |
| 8 | BeginString | BeginStringCodeSet | Identifies beginning of new message and session protocol version by means of a session profile identifier (see FIX Session Layer for details). ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted). | Added FIX.2.7 Updated EP270 |
| 9 | BodyLength | Length | Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) | Added FIX.2.7 |
| 10 | CheckSum | String | Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) | Added FIX.2.7 |
| 11 | ClOrdID | String | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field. | Added FIX.2.7 Updated EP282 |
| 12 | Commission | Amt | Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. | Added FIX.2.7 |
| 13 | CommType | CommTypeCodeSet | Specifies the basis or unit used to calculate the total commission based on the rate. | Added FIX.2.7 Updated EP204 |
| 14 | CumQty | Qty | Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 |
| 15 | Currency | Currency | Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. | Added FIX.2.7 Updated EP273 |
| 16 | EndSeqNo | SeqNum | Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). | Added FIX.2.7 |
| 17 | ExecID | String | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). | Added FIX.2.7 Updated EP95 |
| 18 | ExecInst | ExecInstCodeSet | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | Added FIX.2.7 |
| 19 | ExecRefID | String | Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 21 | HandlInst | HandlInstCodeSet | Instructions for order handling on Broker trading floor | Added FIX.2.7 |
| 22 | SecurityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the SecurityID(48) value. | Added FIX.2.7 Updated EP161 |
| 23 | IOIID | String | Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 25 | IOIQltyInd | IOIQltyIndCodeSet | Relative quality of indication | Added FIX.2.7 |
| 26 | IOIRefID | String | Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 27 | IOIQty | IOIQtyCodeSet | Quantity (e.g. number of shares) in numeric form or relative size. | Added FIX.2.7 |
| 28 | IOITransType | IOITransTypeCodeSet | Identifies IOI message transaction type | Added FIX.2.7 |
| 29 | LastCapacity | LastCapacityCodeSet | Broker capacity in order execution | Added FIX.2.7 |
| 30 | LastMkt | Exchange | Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" | Added FIX.2.7 Updated EP228 |
| 31 | LastPx | Price | Price of this (last) fill. | Added FIX.2.7 |
| 32 | LastQty | Qty | Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 |
| 33 | NoLinesOfText | NumInGroup | Identifies number of lines of text body | Added FIX.2.7 Updated EP294 |
| 34 | MsgSeqNum | SeqNum | Integer message sequence number. | Added FIX.2.7 |
| 35 | MsgType | MsgTypeCodeSet | Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** | Added FIX.2.7 |
| 36 | NewSeqNo | SeqNum | New sequence number | Added FIX.2.7 |
| 37 | OrderID | String | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | Added FIX.2.7 |
| 38 | OrderQty | Qty | Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 |
| 39 | OrdStatus | OrdStatusCodeSet | Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | Added FIX.2.7 |
| 40 | OrdType | OrdTypeCodeSet | Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | Added FIX.2.7 |
| 41 | OrigClOrdID | String | ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. | Added FIX.2.7 |
| 42 | OrigTime | UTCTimestamp | Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) | Added FIX.2.7 |
| 43 | PossDupFlag | PossDupFlagCodeSet | Indicates possible retransmission of message with this sequence number | Added FIX.2.7 |
| 44 | Price | Price | Price per unit of quantity (e.g. per share) | Added FIX.2.7 |
| 45 | RefSeqNum | SeqNum | Reference message sequence number | Added FIX.2.7 |
| 48 | SecurityID | String | Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. | Added FIX.2.7 |
| 49 | SenderCompID | String | Assigned value used to identify firm sending message. | Added FIX.2.7 |
| 50 | SenderSubID | String | Assigned value used to identify specific message originator (desk, trader, etc.) | Added FIX.2.7 |
| 52 | SendingTime | UTCTimestamp | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.2.7 |
| 53 | Quantity | Qty | Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 |
| 54 | Side | SideCodeSet | Side of order (see Volume : "Glossary" for value definitions) | Added FIX.2.7 |
| 55 | Symbol | String | Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | Added FIX.2.7 |
| 56 | TargetCompID | String | Assigned value used to identify receiving firm. | Added FIX.2.7 |
| 57 | TargetSubID | String | Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. | Added FIX.2.7 |
| 58 | Text | String | Free format text string (Note: this field does not have a specified maximum length) | Added FIX.2.7 |
| 59 | TimeInForce | TimeInForceCodeSet | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. | Added FIX.2.7 Updated EP253 |
| 60 | TransactTime | UTCTimestamp | Timestamp when the business transaction represented by the message occurred. | Added FIX.2.7 Updated EP94 |
| 61 | Urgency | UrgencyCodeSet | Urgency flag | Added FIX.2.7 |
| 62 | ValidUntilTime | UTCTimestamp | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.2.7 |
| 63 | SettlType | SettlTypeCodeSet | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. | Added FIX.2.7 |
| 64 | SettlDate | LocalMktDate | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | Added FIX.2.7 |
| 65 | SymbolSfx | SymbolSfxCodeSet | Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. | Added FIX.2.7 |
| 66 | ListID | String | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | Added FIX.2.7 |
| 67 | ListSeqNo | int | Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) | Added FIX.2.7 |
| 68 | TotNoOrders | int | Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") | Added FIX.2.7 |
| 69 | ListExecInst | String | Free format text message containing list handling and execution instructions. | Added FIX.2.7 |
| 70 | AllocID | String | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 71 | AllocTransType | AllocTransTypeCodeSet | Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | Added FIX.2.7 |
| 72 | RefAllocID | String | Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 |
| 73 | NoOrders | NumInGroup | Indicates number of orders to be combined for average pricing and allocation. | Added FIX.2.7 Updated EP294 |
| 74 | AvgPxPrecision | int | Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. | Added FIX.2.7 |
| 75 | TradeDate | LocalMktDate | Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). | Added FIX.2.7 Updated EP190 |
| 77 | PositionEffect | PositionEffectCodeSet | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. | Added FIX.2.7 |
| 78 | NoAllocs | NumInGroup | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | Added FIX.2.7 Updated EP294 |
| 79 | AllocAccount | String | Sub-account mnemonic | Added FIX.2.7 |
| 80 | AllocQty | Qty | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 |
| 81 | ProcessCode | ProcessCodeCodeSet | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. | Added FIX.2.7 |
| 82 | NoRpts | int | Total number of reports within series. | Added FIX.2.7 |
| 83 | RptSeq | int | Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. | Added FIX.2.7 |
| 84 | CxlQty | Qty | Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 |
| 85 | NoDlvyInst | NumInGroup | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. | Added FIX.2.7 Updated EP294 |
| 87 | AllocStatus | AllocStatusCodeSet | Identifies status of allocation. | Added FIX.2.7 |
| 88 | AllocRejCode | AllocRejCodeCodeSet | Identifies reason for rejection. | Added FIX.2.7 Updated EP95 |
| 89 | Signature | data | Electronic signature | Added FIX.2.7 Deprecated FIXT.1.1 |
| 90 | SecureDataLen | Length | Length of encrypted message | Added FIX.2.7 Deprecated FIXT.1.1 |
| 91 | SecureData | data | Actual encrypted data stream | Added FIX.2.7 Deprecated FIXT.1.1 |
| 93 | SignatureLength | Length | Number of bytes in signature field | Added FIX.2.7 Deprecated FIXT.1.1 |
| 94 | EmailType | EmailTypeCodeSet | Email message type. | Added FIX.2.7 |
| 95 | RawDataLength | Length | Number of bytes in raw data field. | Added FIX.2.7 |
| 96 | RawData | data | Unformatted raw data, can include bitmaps, word processor documents, etc. | Added FIX.2.7 |
| 97 | PossResend | PossResendCodeSet | Indicates that message may contain information that has been sent under another sequence number. | Added FIX.2.7 |
| 98 | EncryptMethod | EncryptMethodCodeSet | Method of encryption. | Added FIX.2.7 |
| 99 | StopPx | Price | Price per unit of quantity (e.g. per share) | Added FIX.2.7 |
| 100 | ExDestination | Exchange | Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" | Added FIX.2.7 |
| 102 | CxlRejReason | CxlRejReasonCodeSet | Code to identify reason for cancel rejection. | Added FIX.2.7 |
| 103 | OrdRejReason | OrdRejReasonCodeSet | Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. | Added FIX.2.7 |
| 104 | IOIQualifier | IOIQualifierCodeSet | Code to qualify IOI use. (see Volume : "Glossary" for value definitions) | Added FIX.3.0 |
| 106 | Issuer | String | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | Added FIX.3.0 |
| 107 | SecurityDesc | String | Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. | Added FIX.3.0 Updated EP232 |
| 108 | HeartBtInt | int | Heartbeat interval (seconds) | Added FIX.3.0 |
| 110 | MinQty | Qty | Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) | Added FIX.3.0 |
| 111 | MaxFloor | Qty | The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | Added FIX.3.0 Deprecated FIX.5.0 |
| 112 | TestReqID | String | Identifier included in Test Request message to be returned in resulting Heartbeat | Added FIX.3.0 |
| 113 | ReportToExch | ReportToExchCodeSet | Identifies party of trade responsible for exchange reporting. | Added FIX.3.0 |
| 114 | LocateReqd | LocateReqdCodeSet | Indicates whether the broker is to locate the stock in conjunction with a short sell order. | Added FIX.4.0 |
| 115 | OnBehalfOfCompID | String | Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. | Added FIX.4.0 |
| 116 | OnBehalfOfSubID | String | Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party | Added FIX.4.0 |
| 117 | QuoteID | String | Unique identifier for quote | Added FIX.4.0 |
| 118 | NetMoney | Amt | Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. | Added FIX.4.0 |
| 119 | SettlCurrAmt | Amt | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | Added FIX.4.0 |
| 120 | SettlCurrency | Currency | Currency code of settlement denomination. | Added FIX.4.0 |
| 121 | ForexReq | ForexReqCodeSet | Indicates request for forex accommodation trade to be executed along with security transaction. | Added FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. | Added FIX.4.0 |
| 123 | GapFillFlag | GapFillFlagCodeSet | Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. | Added FIX.4.0 |
| 124 | NoExecs | NumInGroup | Number of executions or trades. | Added FIX.4.0 Updated EP294 |
| 126 | ExpireTime | UTCTimestamp | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. | Added FIX.4.0 Updated EP171 |
| 127 | DKReason | DKReasonCodeSet | Reason for execution rejection. | Added FIX.4.0 |
| 128 | DeliverToCompID | String | Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. | Added FIX.4.0 |
| 129 | DeliverToSubID | String | Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party | Added FIX.4.0 |
| 130 | IOINaturalFlag | IOINaturalFlagCodeSet | Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. | Added FIX.4.0 |
| 131 | QuoteReqID | String | Unique identifier for a QuoteRequest(35=R). | Added FIX.4.0 Updated EP143 |
| 132 | BidPx | Price | Bid price/rate | Added FIX.4.0 |
| 133 | OfferPx | Price | Offer price/rate | Added FIX.4.0 |
| 134 | BidSize | Qty | Quantity of bid (Prior to FIX 4.2 this field was of type int) | Added FIX.4.0 |
| 135 | OfferSize | Qty | Quantity of offer (Prior to FIX 4.2 this field was of type int) | Added FIX.4.0 |
| 136 | NoMiscFees | NumInGroup | Number of repeating groups of miscellaneous fees | Added FIX.4.0 Updated EP294 |
| 137 | MiscFeeAmt | Amt | Miscellaneous fee value | Added FIX.4.0 |
| 138 | MiscFeeCurr | Currency | Currency of miscellaneous fee | Added FIX.4.0 |
| 139 | MiscFeeType | MiscFeeTypeCodeSet | Indicates type of miscellaneous fee. | Added FIX.4.0 |
| 140 | PrevClosePx | Price | Previous closing price of security. | Added FIX.4.0 |
| 141 | ResetSeqNumFlag | ResetSeqNumFlagCodeSet | Indicates that both sides of the FIX session should reset sequence numbers. | Added FIX.4.1 Updated EP204 |
| 142 | SenderLocationID | String | Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) | Added FIX.4.1 |
| 143 | TargetLocationID | String | Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) | Added FIX.4.1 |
| 144 | OnBehalfOfLocationID | String | Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party | Added FIX.4.1 |
| 145 | DeliverToLocationID | String | Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party | Added FIX.4.1 |
| 146 | NoRelatedSym | NumInGroup | Specifies the number of repeating symbols specified. | Added FIX.4.1 Updated EP294 |
| 147 | Subject | String | The subject of an Email message | Added FIX.4.1 |
| 148 | Headline | String | The headline of a News message | Added FIX.4.1 |
| 149 | URLLink | String | A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" | Added FIX.4.1 |
| 150 | ExecType | ExecTypeCodeSet | Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). | Added FIX.4.1 Updated EP131 |
| 151 | LeavesQty | Qty | Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) | Added FIX.4.1 |
| 152 | CashOrderQty | Qty | Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. | Added FIX.4.1 |
| 153 | AllocAvgPx | Price | AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. | Added FIX.4.1 |
| 154 | AllocNetMoney | Amt | NetMoney(118) for a specific AllocAccount(79). | Added FIX.4.1 Updated EP282 |
| 155 | SettlCurrFxRate | float | Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). | Added FIX.4.1 Updated EP282 |
| 156 | SettlCurrFxRateCalc | SettlCurrFxRateCalcCodeSet | Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. | Added FIX.4.1 Updated EP179 |
| 157 | NumDaysInterest | int | Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. | Added FIX.4.1 |
| 158 | AccruedInterestRate | Percentage | The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. | Added FIX.4.1 |
| 159 | AccruedInterestAmt | Amt | Amount of Accrued Interest for convertible bonds and fixed income | Added FIX.4.1 |
| 160 | SettlInstMode | SettlInstModeCodeSet | Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | Added FIX.4.1 |
| 161 | AllocText | String | Free format text related to a specific AllocAccount (79). | Added FIX.4.1 |
| 162 | SettlInstID | String | Unique identifier for Settlement Instruction. | Added FIX.4.1 |
| 163 | SettlInstTransType | SettlInstTransTypeCodeSet | Settlement Instructions message transaction type | Added FIX.4.1 |
| 164 | EmailThreadID | String | Unique identifier for an email thread (new and chain of replies) | Added FIX.4.1 |
| 165 | SettlInstSource | SettlInstSourceCodeSet | Indicates source of Settlement Instructions | Added FIX.4.1 |
| 167 | SecurityType | SecurityTypeCodeSet | Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. | Added FIX.4.1 |
| 168 | EffectiveTime | UTCTimestamp | Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.4.1 |
| 169 | StandInstDbType | StandInstDbTypeCodeSet | Identifies the Standing Instruction database used | Added FIX.4.1 |
| 170 | StandInstDbName | String | Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). | Added FIX.4.1 |
| 171 | StandInstDbID | String | Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. | Added FIX.4.1 |
| 172 | SettlDeliveryType | SettlDeliveryTypeCodeSet | Identifies type of settlement | Added FIX.4.1 |
| 188 | BidSpotRate | Price | Bid F/X spot rate. | Added FIX.4.1 |
| 189 | BidForwardPoints | PriceOffset | Bid F/X forward points added to spot rate. May be a negative value. | Added FIX.4.1 |
| 190 | OfferSpotRate | Price | Offer F/X spot rate. | Added FIX.4.1 |
| 191 | OfferForwardPoints | PriceOffset | Offer F/X forward points added to spot rate. May be a negative value. | Added FIX.4.1 |
| 192 | OrderQty2 | Qty | OrderQty (38) of the future part of a F/X swap order. | Added FIX.4.1 Deprecated FIX.5.0 |
| 193 | SettlDate2 | LocalMktDate | SettDate (64) of the future part of a F/X swap order. | Added FIX.4.1 Deprecated FIX.5.0 |
| 194 | LastSpotRate | Price | F/X spot rate. | Added FIX.4.1 |
| 195 | LastForwardPoints | PriceOffset | F/X forward points added to LastSpotRate(194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199. | Added FIX.4.1 Updated EP282 |
| 196 | AllocLinkID | String | Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. | Added FIX.4.1 |
| 197 | AllocLinkType | AllocLinkTypeCodeSet | Identifies the type of Allocation linkage when AllocLinkID(196) is used. | Added FIX.4.1 Updated EP282 |
| 198 | SecondaryOrderID | String | Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. | Added FIX.4.1 |
| 199 | NoIOIQualifiers | NumInGroup | Number of repeating groups of IOIQualifiers (04). | Added FIX.4.1 Updated EP294 |
| 200 | MaturityMonthYear | MonthYear | Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). | Added FIX.4.1 Updated EP282 |
| 201 | PutOrCall | PutOrCallCodeSet | Indicates whether an option contract is a put, call, chooser or undetermined. | Added FIX.4.1 Updated EP238 |
| 202 | StrikePrice | Price | Strike Price for an Option. | Added FIX.4.1 |
| 203 | CoveredOrUncovered | CoveredOrUncoveredCodeSet | Used for derivative products, such as options | Added FIX.4.1 |
| 206 | OptAttribute | char | Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. | Added FIX.4.1 |
| 207 | SecurityExchange | Exchange | Market used to help identify a security. | Added FIX.4.1 Updated EP300 |
| 208 | NotifyBrokerOfCredit | NotifyBrokerOfCreditCodeSet | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). | Added FIX.4.1 |
| 209 | AllocHandlInst | AllocHandlInstCodeSet | Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details. | Added FIX.4.1 Updated EP245 |
| 210 | MaxShow | Qty | Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) | Added FIX.4.1 Deprecated FIX.5.0 |
| 211 | PegOffsetValue | float | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) | Added FIX.4.1 |
| 212 | XmlDataLen | Length | Length of the XmlData data block. | Added FIX.4.2 |
| 213 | XmlData | XMLData | Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. | Added FIX.4.2 Updated EP271 |
| 214 | SettlInstRefID | String | Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. | Added FIX.4.2 |
| 215 | NoRoutingIDs | NumInGroup | Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" | Added FIX.4.2 Updated EP294 |
| 216 | RoutingType | RoutingTypeCodeSet | Indicates the type of RoutingID (217) specified. | Added FIX.4.2 |
| 217 | RoutingID | String | Assigned value used to identify a specific routing destination. | Added FIX.4.2 |
| 218 | Spread | PriceOffset | For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as count of basis points (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName(221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. | Added FIX.4.2 Updated EP282 |
| 220 | BenchmarkCurveCurrency | Currency | Specifies currency used for benchmark curve. BenchmarkCurveCurrencyCodeSource(2950) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added FIX.4.2 Updated EP273 |
| 221 | BenchmarkCurveName | BenchmarkCurveNameCodeSet | Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 222 | BenchmarkCurvePoint | String | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Updated EP187 |
| 223 | CouponRate | Percentage | The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. | Added FIX.4.2 |
| 224 | CouponPaymentDate | LocalMktDate | Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 225 | IssueDate | LocalMktDate | The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 226 | RepurchaseTerm | int | Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Deprecated FIX.4.4 |
| 227 | RepurchaseRate | Percentage | Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Deprecated FIX.4.4 |
| 228 | Factor | float | For Fixed Income: Amorization 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 . 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 (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 229 | TradeOriginationDate | LocalMktDate | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 230 | ExDate | LocalMktDate | The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 231 | ContractMultiplier | float | Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. | Added FIX.4.2 Updated EP204 |
| 232 | NoStipulations | NumInGroup | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | Added FIX.4.2 Updated EP294 |
| 233 | StipulationType | StipulationTypeCodeSet | For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 234 | StipulationValue | String | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 235 | YieldType | YieldTypeCodeSet | Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 236 | Yield | Percentage | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 237 | TotalTakedown | Amt | The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 238 | Concession | Amt | Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 239 | RepoCollateralSecurityType | String | Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.3 Updated EP208 Deprecated FIX.4.4 |
| 240 | RedemptionDate | LocalMktDate | Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 Deprecated FIX.4.4 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 242 | UnderlyingIssueDate | LocalMktDate | Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 243 | UnderlyingRepoCollateralSecurityType | String | Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.3 Updated EP208 Deprecated FIX.4.4 |
| 244 | UnderlyingRepurchaseTerm | int | Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Deprecated FIX.4.4 |
| 245 | UnderlyingRepurchaseRate | Percentage | Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Deprecated FIX.4.4 |
| 246 | UnderlyingFactor | float | Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 Deprecated FIX.4.4 |
| 248 | LegCouponPaymentDate | LocalMktDate | Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 249 | LegIssueDate | LocalMktDate | Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 250 | LegRepoCollateralSecurityType | String | Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.3 Updated EP208 Deprecated FIX.4.4 |
| 251 | LegRepurchaseTerm | int | Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Deprecated FIX.4.4 |
| 252 | LegRepurchaseRate | Percentage | Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 Deprecated FIX.4.4 |
| 253 | LegFactor | float | Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 254 | LegRedemptionDate | LocalMktDate | Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 Deprecated FIX.4.4 |
| 255 | CreditRating | String | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 256 | UnderlyingCreditRating | String | Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 257 | LegCreditRating | String | Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 258 | TradedFlatSwitch | TradedFlatSwitchCodeSet | Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 259 | BasisFeatureDate | LocalMktDate | BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 260 | BasisFeaturePrice | Price | Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 |
| 262 | MDReqID | String | Unique identifier for Market Data Request | Added FIX.4.2 |
| 263 | SubscriptionRequestType | SubscriptionRequestTypeCodeSet | Subscription Request Type | Added FIX.4.2 |
| 264 | MarketDepth | int | Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) | Added FIX.4.2 |
| 265 | MDUpdateType | MDUpdateTypeCodeSet | Specifies the type of Market Data update. | Added FIX.4.2 |
| 266 | AggregatedBook | AggregatedBookCodeSet | Specifies whether or not book entries should be aggregated. (Not specified) = broker option | Added FIX.4.2 |
| 267 | NoMDEntryTypes | NumInGroup | Number of MDEntryType (269) fields requested. | Added FIX.4.2 Updated EP294 |
| 268 | NoMDEntries | NumInGroup | Number of entries in Market Data message. | Added FIX.4.2 Updated EP294 |
| 269 | MDEntryType | MDEntryTypeCodeSet | Type of market data entry. | Added FIX.4.2 Updated EP174 |
| 270 | MDEntryPx | Price | Price of the Market Data Entry. | Added FIX.4.2 |
| 271 | MDEntrySize | Qty | Quantity or volume represented by the Market Data Entry. | Added FIX.4.2 |
| 272 | MDEntryDate | UTCDateOnly | Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 |
| 273 | MDEntryTime | UTCTimeOnly | Time of Market Data Entry. | Added FIX.4.2 |
| 274 | TickDirection | TickDirectionCodeSet | Direction of the "tick". | Added FIX.4.2 |
| 275 | MDMkt | Exchange | Market posting quote / trade. Valid values: See "Appendix 6-C" | Added FIX.4.2 Deprecated FIX.5.0 |
| 276 | QuoteCondition | QuoteConditionCodeSet | Space-delimited list of conditions describing a quote. | Added FIX.4.2 |
| 277 | TradeCondition | TradeConditionCodeSet | Type of market data entry. | Added FIX.4.2 Updated EP190 |
| 278 | MDEntryID | String | Unique Market Data Entry identifier. | Added FIX.4.2 Updated EP125 |
| 279 | MDUpdateAction | MDUpdateActionCodeSet | Type of Market Data update action. | Added FIX.4.2 |
| 280 | MDEntryRefID | String | Refers to a previous MDEntryID (278). | Added FIX.4.2 |
| 281 | MDReqRejReason | MDReqRejReasonCodeSet | Reason for the rejection of a Market Data request. | Added FIX.4.2 |
| 282 | MDEntryOriginator | String | Originator of a Market Data Entry | Added FIX.4.2 Deprecated FIX.5.0 |
| 283 | LocationID | String | Identification of a Market Maker's location | Added FIX.4.2 |
| 284 | DeskID | String | Identification of a Market Maker's desk | Added FIX.4.2 |
| 285 | DeleteReason | DeleteReasonCodeSet | Reason for deletion. | Added FIX.4.2 |
| 286 | OpenCloseSettlFlag | OpenCloseSettlFlagCodeSet | Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) | Added FIX.4.2 |
| 287 | SellerDays | int | Specifies the number of days that may elapse before delivery of the security | Added FIX.4.2 |
| 288 | MDEntryBuyer | String | Buying party in a trade | Added FIX.4.2 |
| 289 | MDEntrySeller | String | Selling party in a trade | Added FIX.4.2 |
| 290 | MDEntryPositionNo | int | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. | Added FIX.4.2 Updated EP271 |
| 291 | FinancialStatus | FinancialStatusCodeSet | Identifies a firm's or a security's financial status | Added FIX.4.2 |
| 292 | CorporateAction | CorporateActionCodeSet | Identifies the type of Corporate Action. | Added FIX.4.2 |
| 293 | DefBidSize | Qty | Default Bid Size. | Added FIX.4.2 |
| 294 | DefOfferSize | Qty | Default Offer Size. | Added FIX.4.2 |
| 295 | NoQuoteEntries | NumInGroup | The number of quote entries for a QuoteSet. | Added FIX.4.2 Updated EP294 |
| 296 | NoQuoteSets | NumInGroup | The number of sets of quotes in the message. | Added FIX.4.2 Updated EP294 |
| 297 | QuoteStatus | QuoteStatusCodeSet | Identifies the status of the quote acknowledgement. | Added FIX.4.2 |
| 298 | QuoteCancelType | QuoteCancelTypeCodeSet | Identifies the type of quote cancel. | Added FIX.4.2 Updated EP85 |
| 299 | QuoteEntryID | String | Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. | Added FIX.4.2 |
| 300 | QuoteRejectReason | QuoteRejectReasonCodeSet | Reason quote was rejected. | Added FIX.4.2 Updated EP290 |
| 301 | QuoteResponseLevel | QuoteResponseLevelCodeSet | Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. | Added FIX.4.2 |
| 302 | QuoteSetID | String | Unique id for the Quote Set. | Added FIX.4.2 |
| 303 | QuoteRequestType | QuoteRequestTypeCodeSet | Indicates the type of Quote Request being generated | Added FIX.4.2 |
| 304 | TotNoQuoteEntries | int | Total number of quotes for the quote set. | Added FIX.4.2 Updated EP95 |
| 305 | UnderlyingSecurityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the UnderlyingSecurityID(309) value. | Added FIX.4.2 Updated EP271 |
| 306 | UnderlyingIssuer | String | Underlying security's Issuer. See Issuer(106) field for description. | Added FIX.4.2 Updated EP282 |
| 307 | UnderlyingSecurityDesc | String | Description of the underlying security. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument. | Added FIX.4.2 Updated EP232 |
| 308 | UnderlyingSecurityExchange | Exchange | Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | Added FIX.4.2 |
| 309 | UnderlyingSecurityID | String | Underlying security's SecurityID. See SecurityID (48) field for description | Added FIX.4.2 |
| 310 | UnderlyingSecurityType | SecurityTypeCodeSet | Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: | Added FIX.4.2 |
| 311 | UnderlyingSymbol | String | Underlying security's Symbol. See Symbol (55) field for description | Added FIX.4.2 |
| 312 | UnderlyingSymbolSfx | SymbolSfxCodeSet | Underlying security's SymbolSfx. See SymbolSfx (65) field for description | Added FIX.4.2 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | Added FIX.4.2 |
| 315 | UnderlyingPutOrCall | PutOrCallCodeSet | Indicates whether an underlying option contract is a put, call, chooser or undetermined. | Added FIX.4.2 Updated EP238 |
| 316 | UnderlyingStrikePrice | Price | Underlying security's StrikePrice. See StrikePrice (202) field for description | Added FIX.4.2 |
| 317 | UnderlyingOptAttribute | char | Underlying security's OptAttribute. See OptAttribute (206) field for description | Added FIX.4.2 |
| 318 | UnderlyingCurrency | Currency | Underlying security's currency. | Added FIX.4.2 Updated EP273 |
| 320 | SecurityReqID | String | Unique ID of a Security Definition Request. | Added FIX.4.2 |
| 321 | SecurityRequestType | SecurityRequestTypeCodeSet | Type of Security Definition Request. | Added FIX.4.2 |
| 322 | SecurityResponseID | String | Unique ID of a Security Definition message. | Added FIX.4.2 |
| 323 | SecurityResponseType | SecurityResponseTypeCodeSet | Type of Security Definition message response. | Added FIX.4.2 |
| 324 | SecurityStatusReqID | String | Unique ID of a Security Status Request or a Security Mass Status Request message. | Added FIX.4.2 Updated EP106 |
| 325 | UnsolicitedIndicator | UnsolicitedIndicatorCodeSet | Indicates whether or not message is being sent as a result of a subscription request or not. | Added FIX.4.2 |
| 326 | SecurityTradingStatus | SecurityTradingStatusCodeSet | Identifies the trading status applicable to the transaction. | Added FIX.4.2 |
| 327 | HaltReason | HaltReasonCodeSet | Denotes the reason for the Opening Delay or Trading Halt. | Added FIX.4.2 Updated EP86 |
| 328 | InViewOfCommon | InViewOfCommonCodeSet | Indicates whether or not the halt was due to Common Stock trading being halted. | Added FIX.4.2 |
| 329 | DueToRelated | DueToRelatedCodeSet | Indicates whether or not the halt was due to the Related Security being halted. | Added FIX.4.2 |
| 330 | BuyVolume | Qty | Quantity bought. | Added FIX.4.2 |
| 331 | SellVolume | Qty | Quantity sold. | Added FIX.4.2 |
| 332 | HighPx | Price | Represents an indication of the high end of the price range for a security prior to the open or reopen | Added FIX.4.2 |
| 333 | LowPx | Price | Represents an indication of the low end of the price range for a security prior to the open or reopen | Added FIX.4.2 |
| 334 | Adjustment | AdjustmentCodeSet | Identifies the type of adjustment. | Added FIX.4.2 |
| 335 | TradSesReqID | String | Unique ID of a Trading Session Status message. | Added FIX.4.2 |
| 336 | TradingSessionID | TradingSessionIDCodeSet | Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. | Added FIX.4.2 Updated EP190 |
| 337 | ContraTrader | String | Identifies the trader (e.g. "badge number") of the ContraBroker. | Added FIX.4.2 |
| 338 | TradSesMethod | TradSesMethodCodeSet | Method of trading | Added FIX.4.2 |
| 339 | TradSesMode | TradSesModeCodeSet | Trading Session Mode | Added FIX.4.2 |
| 340 | TradSesStatus | TradSesStatusCodeSet | State of the trading session. | Added FIX.4.2 |
| 341 | TradSesStartTime | UTCTimestamp | Starting time of the trading session | Added FIX.4.2 |
| 342 | TradSesOpenTime | UTCTimestamp | Time of the opening of the trading session | Added FIX.4.2 |
| 343 | TradSesPreCloseTime | UTCTimestamp | Time of the pre-closed of the trading session | Added FIX.4.2 |
| 344 | TradSesCloseTime | UTCTimestamp | Closing time of the trading session | Added FIX.4.2 |
| 345 | TradSesEndTime | UTCTimestamp | End time of the trading session | Added FIX.4.2 |
| 346 | NumberOfOrders | int | Number of orders in the market. | Added FIX.4.2 |
| 347 | MessageEncoding | String | Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. | Added FIX.4.2 |
| 348 | EncodedIssuerLen | Length | Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. | Added FIX.4.2 |
| 349 | EncodedIssuer | data | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. | Added FIX.4.2 |
| 350 | EncodedSecurityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. | Added FIX.4.2 |
| 351 | EncodedSecurityDesc | data | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. | Added FIX.4.2 |
| 352 | EncodedListExecInstLen | Length | Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. | Added FIX.4.2 |
| 353 | EncodedListExecInst | data | Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. | Added FIX.4.2 |
| 354 | EncodedTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | Added FIX.4.2 Updated EP192 |
| 355 | EncodedText | data | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. | Added FIX.4.2 Updated EP192 |
| 356 | EncodedSubjectLen | Length | Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. | Added FIX.4.2 |
| 357 | EncodedSubject | data | Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. | Added FIX.4.2 |
| 358 | EncodedHeadlineLen | Length | Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. | Added FIX.4.2 |
| 359 | EncodedHeadline | data | Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. | Added FIX.4.2 |
| 360 | EncodedAllocTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. | Added FIX.4.2 Updated EP192 |
| 361 | EncodedAllocText | data | Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. | Added FIX.4.2 |
| 362 | EncodedUnderlyingIssuerLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | Added FIX.4.2 |
| 363 | EncodedUnderlyingIssuer | data | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | Added FIX.4.2 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | Added FIX.4.2 |
| 365 | EncodedUnderlyingSecurityDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | Added FIX.4.2 |
| 366 | AllocPrice | Price | Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). | Added FIX.4.2 |
| 367 | QuoteSetValidUntilTime | UTCTimestamp | Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.4.2 |
| 368 | QuoteEntryRejectReason | QuoteRejectReasonCodeSet | Reason Quote Entry was rejected: | Added FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | Added FIX.4.2 |
| 371 | RefTagID | int | The tag number of the FIX field being referenced. | Added FIX.4.2 |
| 372 | RefMsgType | MsgTypeCodeSet | The MsgType (35) of the FIX message being referenced. | Added FIX.4.2 |
| 373 | SessionRejectReason | SessionRejectReasonCodeSet | Code to identify reason for a session-level Reject message. | Added FIX.4.2 |
| 374 | BidRequestTransType | BidRequestTransTypeCodeSet | Identifies the Bid Request message type. | Added FIX.4.2 |
| 375 | ContraBroker | String | Identifies contra broker. Standard NASD market-maker mnemonic is preferred. | Added FIX.4.2 |
| 376 | ComplianceID | String | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | Added FIX.4.2 |
| 377 | SolicitedFlag | SolicitedFlagCodeSet | Indicates whether or not the order was solicited. | Added FIX.4.2 |
| 378 | ExecRestatementReason | ExecRestatementReasonCodeSet | The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. | Added FIX.4.2 Updated EP195 |
| 379 | BusinessRejectRefID | String | The value of the business-level "ID" field on the message being referenced. | Added FIX.4.2 |
| 380 | BusinessRejectReason | BusinessRejectReasonCodeSet | Code to identify reason for a Business Message Reject message. | Added FIX.4.2 |
| 381 | GrossTradeAmt | Amt | Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). | Added FIX.4.2 Updated EP258 |
| 382 | NoContraBrokers | NumInGroup | The number of ContraBroker (375) entries. | Added FIX.4.2 Updated EP294 |
| 383 | MaxMessageSize | Length | Maximum number of bytes supported for a single message. | Added FIX.4.2 |
| 384 | NoMsgTypes | NumInGroup | Number of MsgTypes (35) in repeating group. | Added FIX.4.2 Updated EP294 |
| 385 | MsgDirection | MsgDirectionCodeSet | Specifies the direction of the message. | Added FIX.4.2 Updated EP275 |
| 386 | NoTradingSessions | NumInGroup | Number of TradingSessionIDs (336) in repeating group. | Added FIX.4.2 Updated EP294 |
| 387 | TotalVolumeTraded | Qty | Total volume (quantity) traded. | Added FIX.4.2 |
| 388 | DiscretionInst | DiscretionInstCodeSet | Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. | Added FIX.4.2 |
| 389 | DiscretionOffsetValue | float | Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) | Added FIX.4.2 |
| 390 | BidID | String | For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. | Added FIX.4.2 Updated EP144 |
| 391 | ClientBidID | String | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | Added FIX.4.2 |
| 392 | ListName | String | Descriptive name for list order. | Added FIX.4.2 |
| 393 | TotNoRelatedSym | int | Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) | Added FIX.4.2 |
| 394 | BidType | BidTypeCodeSet | Code to identify the type of Bid Request. | Added FIX.4.2 |
| 395 | NumTickets | int | Total number of tickets. | Added FIX.4.2 |
| 396 | SideValue1 | Amt | Amounts in currency | Added FIX.4.2 |
| 397 | SideValue2 | Amt | Amounts in currency | Added FIX.4.2 |
| 398 | NoBidDescriptors | NumInGroup | Number of BidDescriptor (400) entries. | Added FIX.4.2 Updated EP294 |
| 399 | BidDescriptorType | BidDescriptorTypeCodeSet | Code to identify the type of BidDescriptor (400). | Added FIX.4.2 |
| 400 | BidDescriptor | String | BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text | Added FIX.4.2 |
| 401 | SideValueInd | SideValueIndCodeSet | Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. | Added FIX.4.2 |
| 402 | LiquidityPctLow | Percentage | Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. | Added FIX.4.2 |
| 403 | LiquidityPctHigh | Percentage | Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. | Added FIX.4.2 |
| 404 | LiquidityValue | Amt | Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency | Added FIX.4.2 |
| 405 | EFPTrackingError | Percentage | Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. | Added FIX.4.2 |
| 406 | FairValue | Amt | Used in EFP trades | Added FIX.4.2 |
| 407 | OutsideIndexPct | Percentage | Used in EFP trades. Represented as a percentage. | Added FIX.4.2 |
| 408 | ValueOfFutures | Amt | Used in EFP trades | Added FIX.4.2 |
| 409 | LiquidityIndType | LiquidityIndTypeCodeSet | Code to identify the type of liquidity indicator. | Added FIX.4.2 |
| 410 | WtAverageLiquidity | Percentage | Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. | Added FIX.4.2 |
| 411 | ExchangeForPhysical | ExchangeForPhysicalCodeSet | Indicates whether or not to exchange for phsyical. | Added FIX.4.2 |
| 412 | OutMainCntryUIndex | Amt | Value of stocks in Currency | Added FIX.4.2 |
| 413 | CrossPercent | Percentage | Percentage of program that crosses in Currency. Represented as a percentage. | Added FIX.4.2 |
| 414 | ProgRptReqs | ProgRptReqsCodeSet | Code to identify the desired frequency of progress reports. | Added FIX.4.2 |
| 415 | ProgPeriodInterval | int | Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. | Added FIX.4.2 |
| 416 | IncTaxInd | IncTaxIndCodeSet | Code to represent whether value is net (inclusive of tax) or gross. | Added FIX.4.2 |
| 417 | NumBidders | int | Indicates the total number of bidders on the list | Added FIX.4.2 |
| 418 | BidTradeType | BidTradeTypeCodeSet | Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") | Added FIX.4.2 |
| 419 | BasisPxType | BasisPxTypeCodeSet | Code to represent the basis price type. | Added FIX.4.2 |
| 420 | NoBidComponents | NumInGroup | Indicates the number of list entries. | Added FIX.4.2 Updated EP294 |
| 421 | Country | Country | ISO Country Code in field | Added FIX.4.2 |
| 422 | TotNoStrikes | int | Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. | Added FIX.4.2 |
| 423 | PriceType | PriceTypeCodeSet | Code to represent the price type. | Added FIX.4.2 Updated EP271 |
| 424 | DayOrderQty | Qty | For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) | Added FIX.4.2 |
| 425 | DayCumQty | Qty | Quantity on a GT order that has traded today. | Added FIX.4.2 |
| 426 | DayAvgPx | Price | The average price for quantity on a GT order that has traded today. | Added FIX.4.2 |
| 427 | GTBookingInst | GTBookingInstCodeSet | Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. | Added FIX.4.2 |
| 428 | NoStrikes | NumInGroup | Number of list strike price entries. | Added FIX.4.2 Updated EP294 |
| 429 | ListStatusType | ListStatusTypeCodeSet | Code to represent the status type. | Added FIX.4.2 |
| 430 | NetGrossInd | NetGrossIndCodeSet | Code to represent whether value is net (inclusive of tax) or gross. | Added FIX.4.2 |
| 431 | ListOrderStatus | ListOrderStatusCodeSet | Code to represent the status of a list order. | Added FIX.4.2 |
| 432 | ExpireDate | LocalMktDate | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices | Added FIX.4.2 |
| 433 | ListExecInstType | ListExecInstTypeCodeSet | Identifies the type of ListExecInst (69). | Added FIX.4.2 |
| 434 | CxlRejResponseTo | CxlRejResponseToCodeSet | Identifies the type of request that a Cancel Reject is in response to. | Added FIX.4.2 |
| 435 | UnderlyingCouponRate | Percentage | Underlying security's CouponRate. See CouponRate (223) field for description | Added FIX.4.2 |
| 436 | UnderlyingContractMultiplier | float | Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description | Added FIX.4.2 |
| 437 | ContraTradeQty | Qty | Quantity traded with the ContraBroker (375). | Added FIX.4.2 |
| 438 | ContraTradeTime | UTCTimestamp | Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.4.2 |
| 441 | LiquidityNumSecurities | int | Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. | Added FIX.4.2 |
| 442 | MultiLegReportingType | MultiLegReportingTypeCodeSet | Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. | Added FIX.4.2 Updated EP150 |
| 443 | StrikeTime | UTCTimestamp | The time at which current market prices are used to determine the value of a basket. In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted. | Added FIX.4.2 Updated EP226 |
| 444 | ListStatusText | String | Free format text string related to List Status. | Added FIX.4.2 |
| 445 | EncodedListStatusTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. | Added FIX.4.2 |
| 446 | EncodedListStatusText | data | Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. | Added FIX.4.2 |
| 447 | PartyIDSource | PartyIDSourceCodeSet | Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" | Added FIX.4.3 |
| 448 | PartyID | String | Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" | Added FIX.4.3 |
| 451 | NetChgPrevDay | PriceOffset | Net change from previous day's closing price vs. last traded price. | Added FIX.4.3 |
| 452 | PartyRole | PartyRoleCodeSet | Identifies the type or role of the PartyID (448) specified. | Added FIX.4.3 Updated EP256 |
| 453 | NoPartyIDs | NumInGroup | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries | Added FIX.4.3 Updated EP294 |
| 454 | NoSecurityAltID | NumInGroup | Number of SecurityAltID (455) entries. | Added FIX.4.3 Updated EP294 |
| 455 | SecurityAltID | String | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | Added FIX.4.3 |
| 456 | SecurityAltIDSource | SecurityIDSourceCodeSet | Identifies class or source of the SecurityAltID(455) value. | Added FIX.4.3 Updated EP271 |
| 457 | NoUnderlyingSecurityAltID | NumInGroup | Number of UnderlyingSecurityAltID (458) entries. | Added FIX.4.3 Updated EP294 |
| 458 | UnderlyingSecurityAltID | String | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | Added FIX.4.3 |
| 459 | UnderlyingSecurityAltIDSource | SecurityIDSourceCodeSet | Identifies class or source of the UnderlyingSecurityAltID(458) value. Required if UnderlyingSecurityAltID is specified. | Added FIX.4.3 Updated EP271 |
| 460 | Product | ProductCodeSet | Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. | Added FIX.4.3 |
| 461 | CFICode | String | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" | Added FIX.4.3 |
| 462 | UnderlyingProduct | ProductCodeSet | Underlying security's Product. Valid values: see Product(460) field | Added FIX.4.3 |
| 463 | UnderlyingCFICode | String | Underlying security's CFICode. Valid values: see CFICode (461) field | Added FIX.4.3 |
| 464 | TestMessageIndicator | TestMessageIndicatorCodeSet | Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". | Added FIX.4.3 |
| 466 | BookingRefID | String | Common reference passed to a post-trade booking process (e.g. industry matching utility). | Added FIX.4.3 |
| 467 | IndividualAllocID | String | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | Added FIX.4.3 |
| 468 | RoundingDirection | RoundingDirectionCodeSet | Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. | Added FIX.4.3 |
| 469 | RoundingModulus | float | For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. | Added FIX.4.3 |
| 470 | CountryOfIssue | Country | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 |
| 471 | StateOrProvinceOfIssue | String | A two-character state or province abbreviation. | Added FIX.4.3 |
| 472 | LocaleOfIssue | String | Identifies the locale or region of issue. | Added FIX.4.3 Updated EP192 |
| 473 | NoRegistDtls | NumInGroup | The number of registration details on a Registration Instructions message | Added FIX.4.3 Updated EP294 |
| 474 | MailingDtls | String | Set of Correspondence address details, possibly including phone, fax, etc. | Added FIX.4.3 |
| 475 | InvestorCountryOfResidence | Country | The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. | Added FIX.4.3 Updated EP271 |
| 476 | PaymentRef | String | "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. | Added FIX.4.3 |
| 477 | DistribPaymentMethod | DistribPaymentMethodCodeSet | Identifies the payment method for a (fractional) distribution. Used for CIV. | Added FIX.4.3 Updated EP271 |
| 478 | CashDistribCurr | Currency | Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". | Added FIX.4.3 |
| 479 | CommCurrency | Currency | Specifies currency to be used for Commission(12) if the commission currency is different from the deal currency. CommCurrencyCodeSource(2922) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added FIX.4.3 Updated EP273 |
| 480 | CancellationRights | CancellationRightsCodeSet | For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. | Added FIX.4.3 |
| 481 | MoneyLaunderingStatus | MoneyLaunderingStatusCodeSet | A one character code identifying Money laundering status. | Added FIX.4.3 |
| 482 | MailingInst | String | Free format text to specify mailing instruction requirements, e.g. "no third party mailings". | Added FIX.4.3 |
| 483 | TransBkdTime | UTCTimestamp | For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. | Added FIX.4.3 |
| 484 | ExecPriceType | ExecPriceTypeCodeSet | For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. | Added FIX.4.3 |
| 485 | ExecPriceAdjustment | float | For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) | Added FIX.4.3 |
| 486 | DateOfBirth | LocalMktDate | The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. | Added FIX.4.3 |
| 487 | TradeReportTransType | TradeReportTransTypeCodeSet | Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) | Added FIX.4.3 |
| 488 | CardHolderName | String | The name of the payment card holder as specified on the card being used for payment. | Added FIX.4.3 |
| 489 | CardNumber | String | The number of the payment card as specified on the card being used for payment. | Added FIX.4.3 |
| 490 | CardExpDate | LocalMktDate | The expiry date of the payment card as specified on the card being used for payment. | Added FIX.4.3 |
| 491 | CardIssNum | String | The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. | Added FIX.4.3 |
| 492 | PaymentMethod | PaymentMethodCodeSet | Identifies the settlement payment method. | Added FIX.4.3 Updated EP271 |
| 493 | RegistAcctType | String | For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. | Added FIX.4.3 |
| 494 | Designation | String | Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. | Added FIX.4.3 |
| 495 | TaxAdvantageType | TaxAdvantageTypeCodeSet | Identifies the type of tax exempt account in which purchases shares/units are to be held. Used for CIV. | Added FIX.4.3 Updated EP271 |
| 496 | RegistRejReasonText | String | Text indicating reason(s) why a Registration Instruction has been rejected. | Added FIX.4.3 |
| 497 | FundRenewWaiv | FundRenewWaivCodeSet | A one character code identifying whether the Fund based renewal commission is to be waived. | Added FIX.4.3 |
| 498 | CashDistribAgentName | String | Name of local agent bank if for cash distributions | Added FIX.4.3 |
| 499 | CashDistribAgentCode | String | BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions | Added FIX.4.3 |
| 500 | CashDistribAgentAcctNumber | String | Account number at agent bank for distributions. | Added FIX.4.3 |
| 501 | CashDistribPayRef | String | Free format Payment reference to assist with reconciliation of distributions. | Added FIX.4.3 |
| 502 | CashDistribAgentAcctName | String | Name of account at agent bank for distributions. | Added FIX.4.3 |
| 503 | CardStartDate | LocalMktDate | The start date of the card as specified on the card being used for payment. | Added FIX.4.3 |
| 504 | PaymentDate | LocalMktDate | The date written on a cheque or date payment should be submitted to the relevant clearing system. | Added FIX.4.3 |
| 505 | PaymentRemitterID | String | Identifies sender of a payment, e.g. the payment remitter or a customer reference number. | Added FIX.4.3 |
| 506 | RegistStatus | RegistStatusCodeSet | Registration status as returned by the broker or (for CIV) the fund manager: | Added FIX.4.3 |
| 507 | RegistRejReasonCode | RegistRejReasonCodeCodeSet | Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: | Added FIX.4.3 |
| 508 | RegistRefID | String | Reference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types. | Added FIX.4.3 Updated EP282 |
| 509 | RegistDtls | String | Set of Registration name and address details, possibly including phone, fax etc. | Added FIX.4.3 |
| 510 | NoDistribInsts | NumInGroup | The number of Distribution Instructions on a Registration Instructions message | Added FIX.4.3 Updated EP294 |
| 511 | RegistEmail | String | Email address relating to Registration name and address details | Added FIX.4.3 |
| 512 | DistribPercentage | Percentage | The amount of each distribution to go to this beneficiary, expressed as a percentage | Added FIX.4.3 |
| 513 | RegistID | String | Unique identifier of the registration details as assigned by institution or intermediary. | Added FIX.4.3 |
| 514 | RegistTransType | RegistTransTypeCodeSet | Identifies Registration Instructions transaction type | Added FIX.4.3 |
| 515 | ExecValuationPoint | UTCTimestamp | For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. | Added FIX.4.3 |
| 516 | OrderPercent | Percentage | For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. | Added FIX.4.3 |
| 517 | OwnershipType | OwnershipTypeCodeSet | The relationship between Registration parties. | Added FIX.4.3 |
| 518 | NoContAmts | NumInGroup | The number of Contract Amount details on an Execution Report message | Added FIX.4.3 Updated EP294 |
| 519 | ContAmtType | ContAmtTypeCodeSet | Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. | Added FIX.4.3 |
| 520 | ContAmtValue | float | Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). | Added FIX.4.3 |
| 521 | ContAmtCurr | Currency | Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | Added FIX.4.3 |
| 522 | OwnerType | OwnerTypeCodeSet | Identifies the type of owner. | Added FIX.4.3 |
| 523 | PartySubID | String | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | Added FIX.4.3 |
| 524 | NestedPartyID | String | PartyID value within a nested repeating group. Same values as PartyID (448) | Added FIX.4.3 |
| 525 | NestedPartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) | Added FIX.4.3 |
| 526 | SecondaryClOrdID | String | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | Added FIX.4.3 |
| 527 | SecondaryExecID | String | Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. | Added FIX.4.3 |
| 528 | OrderCapacity | OrderCapacityCodeSet | Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | Added FIX.4.3 |
| 529 | OrderRestrictions | OrderRestrictionsCodeSet | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. | Added FIX.4.3 |
| 530 | MassCancelRequestType | MassCancelRequestTypeCodeSet | Specifies scope of Order Mass Cancel Request. | Added FIX.4.3 |
| 531 | MassCancelResponse | MassCancelResponseCodeSet | Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request | Added FIX.4.3 |
| 532 | MassCancelRejectReason | MassCancelRejectReasonCodeSet | Reason Order Mass Cancel Request was rejected | Added FIX.4.3 |
| 533 | TotalAffectedOrders | int | Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). | Added FIX.4.3 Updated EP95 |
| 534 | NoAffectedOrders | NumInGroup | Number of affected orders in the repeating group of order ids. | Added FIX.4.3 Updated EP294 |
| 535 | AffectedOrderID | String | OrderID(37) of an order affected by a mass cancel or mass action request. | Added FIX.4.3 Updated EP131 |
| 536 | AffectedSecondaryOrderID | String | SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. | Added FIX.4.3 Updated EP131 |
| 537 | QuoteType | QuoteTypeCodeSet | Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. | Added FIX.4.3 |
| 538 | NestedPartyRole | PartyRoleCodeSet | PartyRole value within a nested repeating group. Same values as PartyRole (452) | Added FIX.4.3 |
| 539 | NoNestedPartyIDs | NumInGroup | Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries | Added FIX.4.3 Updated EP294 |
| 540 | TotalAccruedInterestAmt | Amt | Total Amount of Accrued Interest for convertible bonds and fixed income | Added FIX.4.3 Deprecated FIX.4.4 |
| 541 | MaturityDate | LocalMktDate | Date of maturity. | Added FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | Underlying security's maturity date. See MaturityDate (541) field for description | Added FIX.4.3 |
| 543 | InstrRegistry | String | Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). | Added FIX.4.3 |
| 544 | CashMargin | CashMarginCodeSet | Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. | Added FIX.4.3 |
| 545 | NestedPartySubID | String | PartySubID value within a nested repeating group. Same values as PartySubID (523) | Added FIX.4.3 |
| 546 | Scope | ScopeCodeSet | Specifies the market scope of the market data. | Added FIX.4.3 Updated EP95 |
| 547 | MDImplicitDelete | MDImplicitDeleteCodeSet | Defines how a server handles distribution of a truncated book. Defaults to broker option. | Added FIX.4.3 |
| 548 | CrossID | String | Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. | Added FIX.4.3 |
| 549 | CrossType | CrossTypeCodeSet | Type of cross being submitted to a market | Added FIX.4.3 |
| 550 | CrossPrioritization | CrossPrioritizationCodeSet | Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). | Added FIX.4.3 |
| 551 | OrigCrossID | String | CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. | Added FIX.4.3 |
| 552 | NoSides | NoSidesCodeSet | Number of Side repeating group instances. | Added FIX.4.3 |
| 553 | Username | String | Userid or username. | Added FIX.4.3 |
| 554 | Password | String | Password or passphrase. | Added FIX.4.3 |
| 555 | NoLegs | NumInGroup | Number of InstrumentLeg repeating group instances. | Added FIX.4.3 Updated EP294 |
| 556 | LegCurrency | Currency | Currency associated with a particular Leg's quantity | Added FIX.4.3 |
| 557 | TotNoSecurityTypes | int | Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. | Added FIX.4.3 Updated EP95 |
| 558 | NoSecurityTypes | NumInGroup | Number of Security Type repeating group instances. | Added FIX.4.3 Updated EP294 |
| 559 | SecurityListRequestType | SecurityListRequestTypeCodeSet | Identifies the type/criteria of Security List Request | Added FIX.4.3 |
| 560 | SecurityRequestResult | SecurityRequestResultCodeSet | The results returned to a Security Request message | Added FIX.4.3 |
| 561 | RoundLot | Qty | The trading lot size of a security | Added FIX.4.3 |
| 562 | MinTradeVol | Qty | The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. | Added FIX.4.3 Updated EP130 |
| 563 | MultiLegRptTypeReq | MultiLegRptTypeReqCodeSet | Indicates the method of execution reporting requested by issuer of the order. | Added FIX.4.3 |
| 564 | LegPositionEffect | PositionEffectCodeSet | PositionEffect for leg of a multileg See PositionEffect (77) field for description | Added FIX.4.3 |
| 565 | LegCoveredOrUncovered | CoveredOrUncoveredCodeSet | CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description | Added FIX.4.3 |
| 566 | LegPrice | Price | Price for leg of a multileg See Price (44) field for description | Added FIX.4.3 |
| 567 | TradSesStatusRejReason | TradSesStatusRejReasonCodeSet | Indicates the reason a Trading Session Status Request was rejected. | Added FIX.4.3 |
| 568 | TradeRequestID | String | Trade Capture Report Request ID | Added FIX.4.3 |
| 569 | TradeRequestType | TradeRequestTypeCodeSet | Type of Trade Capture Report. | Added FIX.4.3 |
| 570 | PreviouslyReported | PreviouslyReportedCodeSet | Indicates if the transaction was previously reported to the counterparty or market. | Added FIX.4.3 Updated EP229 |
| 571 | TradeReportID | String | Unique identifier of trade capture report | Added FIX.4.3 |
| 572 | TradeReportRefID | String | Reference identifier used with CANCEL and REPLACE transaction types. | Added FIX.4.3 |
| 573 | MatchStatus | MatchStatusCodeSet | The status of this trade with respect to matching or comparison. | Added FIX.4.3 |
| 574 | MatchType | MatchTypeCodeSet | The point in the matching process at which this trade was matched. | Added FIX.4.3 |
| 575 | OddLot | OddLotCodeSet | This trade is to be treated as an odd lot If this field is not specified, the default will be "N" | Added FIX.4.3 Deprecated FIX.5.0 |
| 576 | NoClearingInstructions | NumInGroup | Number of clearing instructions | Added FIX.4.3 Updated EP294 |
| 577 | ClearingInstruction | ClearingInstructionCodeSet | Eligibility of this trade for clearing and central counterparty processing. | Added FIX.4.3 Updated EP204 |
| 578 | TradeInputSource | String | Type of input device or system from which the trade was entered. | Added FIX.4.3 |
| 579 | TradeInputDevice | String | Specific device number, terminal number or station where trade was entered | Added FIX.4.3 |
| 580 | NoDates | NumInGroup | Number of Date fields provided in date range | Added FIX.4.3 Updated EP294 |
| 581 | AccountType | AccountTypeCodeSet | Type of account associated with an order | Added FIX.4.3 |
| 582 | CustOrderCapacity | CustOrderCapacityCodeSet | Capacity of customer placing the order. | Added FIX.4.3 Updated EP205 |
| 583 | ClOrdLinkID | String | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. | Added FIX.4.3 |
| 584 | MassStatusReqID | String | Value assigned by issuer of Mass Status Request to uniquely identify the request | Added FIX.4.3 |
| 585 | MassStatusReqType | MassStatusReqTypeCodeSet | Specifies the type or scope of the mass order status request. | Added FIX.4.3 Updated EP271 |
| 586 | OrigOrdModTime | UTCTimestamp | The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. | Added FIX.4.3 |
| 587 | LegSettlType | SettlTypeCodeSet | Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. | Added FIX.4.3 Updated EP187 |
| 588 | LegSettlDate | LocalMktDate | Refer to description for SettlDate[64] | Added FIX.4.3 |
| 589 | DayBookingInst | DayBookingInstCodeSet | Indicates whether or not automatic booking can occur. | Added FIX.4.3 |
| 590 | BookingUnit | BookingUnitCodeSet | Indicates what constitutes a bookable unit. | Added FIX.4.3 |
| 591 | PreallocMethod | PreallocMethodCodeSet | Indicates the method of preallocation. | Added FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description | Added FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | Added FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description | Added FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | Underlying security's InstrRegistry. See InstrRegistry (543) field for description | Added FIX.4.3 |
| 596 | LegCountryOfIssue | Country | Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description | Added FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | Added FIX.4.3 |
| 598 | LegLocaleOfIssue | String | Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description | Added FIX.4.3 |
| 599 | LegInstrRegistry | String | Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description | Added FIX.4.3 |
| 600 | LegSymbol | String | Multileg instrument's individual security's Symbol. See Symbol (55) field for description | Added FIX.4.3 |
| 601 | LegSymbolSfx | SymbolSfxCodeSet | Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description | Added FIX.4.3 |
| 602 | LegSecurityID | String | Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description | Added FIX.4.3 |
| 603 | LegSecurityIDSource | SecurityIDSourceCodeSet | Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description | Added FIX.4.3 Updated EP265 |
| 604 | NoLegSecurityAltID | NumInGroup | Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description | Added FIX.4.3 Updated EP294 |
| 605 | LegSecurityAltID | String | Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description | Added FIX.4.3 |
| 606 | LegSecurityAltIDSource | SecurityIDSourceCodeSet | Alternate identifier for individual leg security of a multileg instrument. See SecurityAltIDSource(456) field for complete definition. | Added FIX.4.3 Updated EP271 |
| 607 | LegProduct | ProductCodeSet | Multileg instrument's individual security's Product. See Product (460) field for description | Added FIX.4.3 |
| 608 | LegCFICode | String | Multileg instrument's individual security's CFICode. See CFICode (461) field for description | Added FIX.4.3 |
| 609 | LegSecurityType | SecurityTypeCodeSet | Refer to definition of SecurityType(167) | Added FIX.4.3 |
| 610 | LegMaturityMonthYear | MonthYear | Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description | Added FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | Multileg instrument's individual security's MaturityDate. See MaturityDate(541) field for description. | Added FIX.4.3 Updated EP282 |
| 612 | LegStrikePrice | Price | Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description | Added FIX.4.3 |
| 613 | LegOptAttribute | char | Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description | Added FIX.4.3 |
| 614 | LegContractMultiplier | float | Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description | Added FIX.4.3 |
| 615 | LegCouponRate | Percentage | Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description | Added FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description | Added FIX.4.3 |
| 617 | LegIssuer | String | Multileg instrument's individual security's Issuer. See Issuer (106) field for description | Added FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description | Added FIX.4.3 |
| 619 | EncodedLegIssuer | data | Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description | Added FIX.4.3 |
| 620 | LegSecurityDesc | String | Description of a multileg instrument. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument. | Added FIX.4.3 Updated EP232 |
| 621 | EncodedLegSecurityDescLen | Length | Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | Added FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | Added FIX.4.3 |
| 623 | LegRatioQty | float | The ratio of quantity for this individual leg relative to the entire multileg security. | Added FIX.4.3 |
| 624 | LegSide | SideCodeSet | The side of this individual leg (multileg security). See Side (54) field for description and values | Added FIX.4.3 |
| 625 | TradingSessionSubID | TradingSessionSubIDCodeSet | Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility | Added FIX.4.3 |
| 626 | AllocType | AllocTypeCodeSet | Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | Added FIX.4.3 |
| 627 | NoHops | NumInGroup | Number of HopCompID entries in repeating group. | Added FIX.4.3 Updated EP294 |
| 628 | HopCompID | String | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | Added FIX.4.3 |
| 629 | HopSendingTime | UTCTimestamp | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | Added FIX.4.3 |
| 630 | HopRefID | SeqNum | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | Added FIX.4.3 |
| 631 | MidPx | Price | Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. | Added FIX.4.3 Updated EP175 |
| 632 | BidYield | Percentage | Bid yield | Added FIX.4.3 |
| 633 | MidYield | Percentage | Mid yield | Added FIX.4.3 |
| 634 | OfferYield | Percentage | Offer yield | Added FIX.4.3 |
| 635 | ClearingFeeIndicator | ClearingFeeIndicatorCodeSet | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): | Added FIX.4.3 |
| 636 | WorkingIndicator | WorkingIndicatorCodeSet | Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. | Added FIX.4.3 |
| 637 | LegLastPx | Price | Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values | Added FIX.4.3 |
| 638 | PriorityIndicator | PriorityIndicatorCodeSet | Indicates if a Cancel/Replace has caused an order to lose book priority. | Added FIX.4.3 |
| 639 | PriceImprovement | PriceOffset | Amount of price improvement. | Added FIX.4.3 |
| 640 | Price2 | Price | Price of the future part of a F/X swap order. See Price (44) for description. | Added FIX.4.3 Deprecated FIX.5.0 |
| 641 | LastForwardPoints2 | PriceOffset | F/X forward points of the future part of a F/X swap order added to LastSpotRate(194). May be a negative value. | Added FIX.4.3 Updated EP282 Deprecated FIX.5.0 |
| 642 | BidForwardPoints2 | PriceOffset | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | Added FIX.4.3 Deprecated FIX.5.0 |
| 643 | OfferForwardPoints2 | PriceOffset | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. | Added FIX.4.3 Deprecated FIX.5.0 |
| 644 | RFQReqID | String | RFQ Request ID - used to identify an RFQ Request. | Added FIX.4.3 |
| 645 | MktBidPx | Price | Used to indicate the best bid in a market | Added FIX.4.3 |
| 646 | MktOfferPx | Price | Used to indicate the best offer in a market | Added FIX.4.3 |
| 647 | MinBidSize | Qty | Used to indicate a minimum quantity for a bid. | Added FIX.4.3 Updated EP208 |
| 648 | MinOfferSize | Qty | Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. | Added FIX.4.3 |
| 649 | QuoteStatusReqID | String | Unique identifier for Quote Status Request. | Added FIX.4.3 |
| 650 | LegalConfirm | LegalConfirmCodeSet | Indicates that this message is to serve as the final and legal confirmation. | Added FIX.4.3 |
| 651 | UnderlyingLastPx | Price | The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. | Added FIX.4.3 |
| 652 | UnderlyingLastQty | Qty | The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. | Added FIX.4.3 |
| 654 | LegRefID | String | Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). | Added FIX.4.3 Updated EP131 |
| 655 | ContraLegRefID | String | Unique indicator for a specific leg for the ContraBroker (375). | Added FIX.4.3 |
| 656 | SettlCurrBidFxRate | float | Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) | Added FIX.4.3 |
| 657 | SettlCurrOfferFxRate | float | Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) | Added FIX.4.3 |
| 658 | QuoteRequestRejectReason | QuoteRequestRejectReasonCodeSet | Reason quote request was rejected. | Added FIX.4.3 Updated EP290 |
| 659 | SideComplianceID | String | ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). | Added FIX.4.3 |
| 660 | AcctIDSource | AcctIDSourceCodeSet | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. | Added FIX.4.4 |
| 661 | AllocAcctIDSource | AcctIDSourceCodeSet | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | Added FIX.4.4 |
| 662 | BenchmarkPrice | Price | Specifies the price of the benchmark. | Added FIX.4.4 |
| 663 | BenchmarkPriceType | PriceTypeCodeSet | Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. | Added FIX.4.4 |
| 664 | ConfirmID | String | Message reference for Confirmation | Added FIX.4.4 |
| 665 | ConfirmStatus | ConfirmStatusCodeSet | Identifies the status of the Confirmation. | Added FIX.4.4 |
| 666 | ConfirmTransType | ConfirmTransTypeCodeSet | Identifies the Confirmation transaction type. | Added FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | Specifies when the contract (i.e. MBS/TBA) will settle. | Added FIX.4.4 |
| 668 | DeliveryForm | DeliveryFormCodeSet | Identifies the form of delivery. | Added FIX.4.4 |
| 669 | LastParPx | Price | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). | Added FIX.4.4 |
| 670 | NoLegAllocs | NumInGroup | Number of Allocations for the leg | Added FIX.4.4 Updated EP294 |
| 671 | LegAllocAccount | String | Allocation Account for the leg See AllocAccount (79) for description and valid values. | Added FIX.4.4 |
| 672 | LegIndividualAllocID | String | Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. | Added FIX.4.4 |
| 673 | LegAllocQty | Qty | Leg allocation quantity. See AllocQty (80) for description and valid values. | Added FIX.4.4 |
| 674 | LegAllocAcctIDSource | AcctIDSourceCodeSet | Identifies the source of the LegAllocAccount(671). | Added FIX.4.4 Updated EP271 |
| 675 | LegSettlCurrency | Currency | Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values | Added FIX.4.4 |
| 676 | LegBenchmarkCurveCurrency | Currency | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | Added FIX.4.4 |
| 677 | LegBenchmarkCurveName | BenchmarkCurveNameCodeSet | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. | Added FIX.4.4 |
| 678 | LegBenchmarkCurvePoint | String | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | Added FIX.4.4 |
| 679 | LegBenchmarkPrice | Price | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | Added FIX.4.4 |
| 680 | LegBenchmarkPriceType | PriceTypeCodeSet | The price type of the LegBenchmarkPrice(679). | Added FIX.4.4 Updated EP204 |
| 681 | LegBidPx | Price | Bid price of this leg. See BidPx (32) for description and valid values. | Added FIX.4.4 |
| 682 | LegIOIQty | IOIQtyCodeSet | Leg-specific IOI quantity. See IOIQty (27) for description and valid values | Added FIX.4.4 |
| 683 | NoLegStipulations | NumInGroup | Number of leg stipulation entries | Added FIX.4.4 Updated EP294 |
| 684 | LegOfferPx | Price | Offer price of this leg. See OfferPx (133) for description and valid values | Added FIX.4.4 |
| 685 | LegOrderQty | Qty | Quantity ordered of this leg. See OrderQty (38) for description and valid values | Added FIX.4.4 |
| 686 | LegPriceType | PriceTypeCodeSet | The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values | Added FIX.4.4 |
| 687 | LegQty | Qty | This field is deprecated and has been replaced by LegOrderQty(685). This field will likely be removed from the FIX standard in a future version. | Added FIX.4.4 Updated EP271 Deprecated FIX.5.0SP1 |
| 688 | LegStipulationType | StipulationTypeCodeSet | For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values | Added FIX.4.4 |
| 689 | LegStipulationValue | String | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | Added FIX.4.4 |
| 690 | LegSwapType | LegSwapTypeCodeSet | For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | Added FIX.4.4 Updated EP131 |
| 691 | Pool | String | For Fixed Income, identifies MBS / ABS pool. | Added FIX.4.4 |
| 692 | QuotePriceType | QuotePriceTypeCodeSet | Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. | Added FIX.4.4 Updated EP207 |
| 693 | QuoteRespID | String | Message reference for Quote Response | Added FIX.4.4 |
| 694 | QuoteRespType | QuoteRespTypeCodeSet | Identifies the type of Quote Response. | Added FIX.4.4 |
| 695 | QuoteQualifier | IOIQualifierCodeSet | Code to qualify Quote use and other aspects of price negotiation. | Added FIX.4.4 Updated EP226 |
| 696 | YieldRedemptionDate | LocalMktDate | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | Added FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | Price to which the yield has been calculated. | Added FIX.4.4 |
| 698 | YieldRedemptionPriceType | PriceTypeCodeSet | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | Added FIX.4.4 |
| 699 | BenchmarkSecurityID | String | The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. | Added FIX.4.4 |
| 700 | ReversalIndicator | Boolean | Indicates a trade that reverses a previous trade. | Added FIX.4.4 |
| 701 | YieldCalcDate | LocalMktDate | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | Added FIX.4.4 |
| 702 | NoPositions | NumInGroup | Number of position entries. | Added FIX.4.4 Updated EP294 |
| 703 | PosType | PosTypeCodeSet | Used to identify the type of quantity that is being returned. | Added FIX.4.4 |
| 704 | LongQty | Qty | Long quantity. | Added FIX.4.4 Updated EP141 |
| 705 | ShortQty | Qty | Short quantity. | Added FIX.4.4 Updated EP141 |
| 706 | PosQtyStatus | PosQtyStatusCodeSet | Status of this position. | Added FIX.4.4 |
| 707 | PosAmtType | PosAmtTypeCodeSet | Type of Position amount | Added FIX.4.4 |
| 708 | PosAmt | Amt | Position amount | Added FIX.4.4 |
| 709 | PosTransType | PosTransTypeCodeSet | Identifies the type of position transaction. | Added FIX.4.4 Updated EP199 |
| 710 | PosReqID | String | Unique identifier for the position maintenance request as assigned by the submitter | Added FIX.4.4 |
| 711 | NoUnderlyings | NumInGroup | Number of underlying legs that make up the security. | Added FIX.4.4 Updated EP294 |
| 712 | PosMaintAction | PosMaintActionCodeSet | Maintenance Action to be performed. | Added FIX.4.4 |
| 713 | OrigPosReqRefID | String | Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. | Added FIX.4.4 |
| 714 | PosMaintRptRefID | String | Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. | Added FIX.4.4 |
| 715 | ClearingBusinessDate | LocalMktDate | The business date for which the trade is expected to be cleared. | Added FIX.4.4 Updated EP150 |
| 716 | SettlSessID | SettlSessIDCodeSet | Identifies a specific settlement session | Added FIX.4.4 |
| 717 | SettlSessSubID | String | SubID value associated with SettlSessID(716) | Added FIX.4.4 |
| 718 | AdjustmentType | AdjustmentTypeCodeSet | Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). | Added FIX.4.4 Updated EP155 |
| 719 | ContraryInstructionIndicator | Boolean | Used to indicate when a contrary instruction for exercise or abandonment is being submitted | Added FIX.4.4 |
| 720 | PriorSpreadIndicator | Boolean | Indicates if requesting a rollover of prior day's spread submissions. | Added FIX.4.4 |
| 721 | PosMaintRptID | String | Unique identifier for this position report | Added FIX.4.4 |
| 722 | PosMaintStatus | PosMaintStatusCodeSet | Status of Position Maintenance Request | Added FIX.4.4 |
| 723 | PosMaintResult | PosMaintResultCodeSet | Result of Position Maintenance Request. | Added FIX.4.4 Updated EP204 |
| 724 | PosReqType | PosReqTypeCodeSet | Used to specify the type of position request being made. | Added FIX.4.4 |
| 725 | ResponseTransportType | ResponseTransportTypeCodeSet | Identifies how the response to the request should be transmitted. | Added FIX.4.4 Updated EP282 |
| 726 | ResponseDestination | String | URI (Uniform Resource Identifier) for details or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See Appendix 6-B FIX Fields Based Upon Other Standards | Added FIX.4.4 Updated EP294 |
| 727 | TotalNumPosReports | int | Total number of Position Reports being returned. | Added FIX.4.4 Deprecated EP102 |
| 728 | PosReqResult | PosReqResultCodeSet | Result of Request for Positions. | Added FIX.4.4 Updated EP204 |
| 729 | PosReqStatus | PosReqStatusCodeSet | Status of Request for Positions | Added FIX.4.4 |
| 730 | SettlPrice | Price | Settlement price | Added FIX.4.4 |
| 731 | SettlPriceType | SettlPriceTypeCodeSet | Type of settlement price | Added FIX.4.4 |
| 732 | UnderlyingSettlPrice | Price | Underlying security's SettlPrice. See SettlPrice (730) field for description | Added FIX.4.4 |
| 733 | UnderlyingSettlPriceType | SettlPriceTypeCodeSet | Underlying security's SettlPriceType. See SettlPriceType (731) field for description | Added FIX.4.4 |
| 734 | PriorSettlPrice | Price | Previous settlement price | Added FIX.4.4 |
| 735 | NoQuoteQualifiers | NumInGroup | Number of repeating groups of QuoteQualifiers (695). | Added FIX.4.4 Updated EP294 |
| 736 | AllocSettlCurrency | Currency | Currency code of settlement denomination for a specific AllocAccount (79). | Added FIX.4.4 |
| 737 | AllocSettlCurrAmt | Amt | Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). | Added FIX.4.4 |
| 738 | InterestAtMaturity | Amt | Amount of interest (i.e. lump-sum) at maturity. | Added FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | Added FIX.4.4 |
| 740 | LegPool | String | For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. | Added FIX.4.4 |
| 741 | AllocInterestAtMaturity | Amt | Amount of interest (i.e. lump-sum) at maturity at the account-level. | Added FIX.4.4 |
| 742 | AllocAccruedInterestAmt | Amt | Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. | Added FIX.4.4 |
| 743 | DeliveryDate | LocalMktDate | Date of delivery. | Added FIX.4.4 |
| 744 | AssignmentMethod | AssignmentMethodCodeSet | Method by which short positions are assigned to an exercise notice during exercise and assignment processing | Added FIX.4.4 |
| 745 | AssignmentUnit | Qty | Quantity Increment used in performing assignment. | Added FIX.4.4 |
| 746 | OpenInterest | Amt | Open interest that was eligible for assignment. | Added FIX.4.4 |
| 747 | ExerciseMethod | ExerciseMethodCodeSet | Exercise Method used to in performing assignment. | Added FIX.4.4 |
| 748 | TotNumTradeReports | int | Total number of trade reports returned. | Added FIX.4.4 |
| 749 | TradeRequestResult | TradeRequestResultCodeSet | Result of Trade Request | Added FIX.4.4 |
| 750 | TradeRequestStatus | TradeRequestStatusCodeSet | Status of Trade Request. | Added FIX.4.4 |
| 751 | TradeReportRejectReason | TradeReportRejectReasonCodeSet | Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. | Added FIX.4.4 Updated EP107 |
| 752 | SideMultiLegReportingType | SideMultiLegReportingTypeCodeSet | Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. | Added FIX.4.4 |
| 753 | NoPosAmt | NumInGroup | Number of position amount entries. | Added FIX.4.4 Updated EP294 |
| 754 | AutoAcceptIndicator | Boolean | Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. | Added FIX.4.4 |
| 755 | AllocReportID | String | Unique identifier for Allocation Report message. | Added FIX.4.4 |
| 756 | NoNested2PartyIDs | NumInGroup | Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries | Added FIX.4.4 Updated EP294 |
| 757 | Nested2PartyID | String | PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) | Added FIX.4.4 |
| 758 | Nested2PartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) | Added FIX.4.4 |
| 759 | Nested2PartyRole | PartyRoleCodeSet | PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) | Added FIX.4.4 |
| 760 | Nested2PartySubID | String | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | Added FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the BenchmarkSecurityID(699) value. Required if BenchmarkSecurityID is specified. | Added FIX.4.4 Updated EP271 |
| 762 | SecuritySubType | String | Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks). | Added FIX.4.4 Updated EP254 |
| 763 | UnderlyingSecuritySubType | String | Underlying security's SecuritySubType. See SecuritySubType (762) field for description | Added FIX.4.4 |
| 764 | LegSecuritySubType | String | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | Added FIX.4.4 |
| 765 | AllowableOneSidednessPct | Percentage | The maximum percentage that execution of one side of a program trade can exceed execution of the other. | Added FIX.4.4 |
| 766 | AllowableOneSidednessValue | Amt | The maximum amount that execution of one side of a program trade can exceed execution of the other. | Added FIX.4.4 |
| 767 | AllowableOneSidednessCurr | Currency | The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. | Added FIX.4.4 |
| 768 | NoTrdRegTimestamps | NumInGroup | Number of timestamp entries. | Added FIX.4.4 Updated EP294 |
| 769 | TrdRegTimestamp | UTCTimestamp | Traded / Regulatory timestamp value. | Added FIX.4.4 Updated EP291 |
| 770 | TrdRegTimestampType | TrdRegTimestampTypeCodeSet | Trading / Regulatory timestamp type. | Added FIX.4.4 Updated EP291 |
| 771 | TrdRegTimestampOrigin | String | Text which identifies the "origin" (i.e. system which was used to generate the timestamp) for the Traded / Regulatory timestamp value. | Added FIX.4.4 Updated EP291 |
| 772 | ConfirmRefID | String | Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel | Added FIX.4.4 |
| 773 | ConfirmType | ConfirmTypeCodeSet | Identifies the type of Confirmation message being sent. | Added FIX.4.4 |
| 774 | ConfirmRejReason | ConfirmRejReasonCodeSet | Identifies the reason for rejecting a Confirmation. | Added FIX.4.4 |
| 775 | BookingType | BookingTypeCodeSet | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). | Added FIX.4.4 |
| 776 | IndividualAllocRejCode | AllocRejCodeCodeSet | Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) | Added FIX.4.4 |
| 777 | SettlInstMsgID | String | Unique identifier for Settlement Instruction message. | Added FIX.4.4 |
| 778 | NoSettlInst | NumInGroup | Number of settlement instructions within repeating group. | Added FIX.4.4 Updated EP294 |
| 779 | LastUpdateTime | UTCTimestamp | Timestamp of last update to data item (or creation if no updates made since creation). | Added FIX.4.4 |
| 780 | AllocSettlInstType | AllocSettlInstTypeCodeSet | Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. | Added FIX.4.4 |
| 781 | NoSettlPartyIDs | NumInGroup | Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries | Added FIX.4.4 Updated EP294 |
| 782 | SettlPartyID | String | PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) | Added FIX.4.4 |
| 783 | SettlPartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) | Added FIX.4.4 |
| 784 | SettlPartyRole | PartyRoleCodeSet | PartyRole value within a settlement parties component. Same values as PartyRole (452) | Added FIX.4.4 |
| 785 | SettlPartySubID | String | PartySubID value within a settlement parties component. Same values as PartySubID (523) | Added FIX.4.4 |
| 786 | SettlPartySubIDType | PartySubIDTypeCodeSet | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | Added FIX.4.4 Updated EP294 |
| 787 | DlvyInstType | DlvyInstTypeCodeSet | Used to indicate whether a delivery instruction is used for securities or cash settlement. | Added FIX.4.4 |
| 788 | TerminationType | TerminationTypeCodeSet | Type of financing termination. | Added FIX.4.4 |
| 789 | NextExpectedMsgSeqNum | SeqNum | Next expected MsgSeqNum value to be received. | Added FIX.4.4 |
| 790 | OrdStatusReqID | String | Can be used to uniquely identify a specific Order Status Request message. | Added FIX.4.4 |
| 791 | SettlInstReqID | String | Unique ID of settlement instruction request message | Added FIX.4.4 |
| 792 | SettlInstReqRejCode | SettlInstReqRejCodeCodeSet | Identifies reason for rejection (of a settlement instruction request message). | Added FIX.4.4 |
| 793 | SecondaryAllocID | String | Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). | Added FIX.4.4 |
| 794 | AllocReportType | AllocReportTypeCodeSet | Describes the specific type or purpose of an Allocation Report message | Added FIX.4.4 |
| 795 | AllocReportRefID | String | Reference identifier to be used with AllocTransType (7) = Replace or Cancel | Added FIX.4.4 |
| 796 | AllocCancReplaceReason | AllocCancReplaceReasonCodeSet | Reason for cancelling or replacing an Allocation Instruction or Allocation Report message | Added FIX.4.4 |
| 797 | CopyMsgIndicator | Boolean | Indicates whether or not this message is a drop copy of another message. | Added FIX.4.4 |
| 798 | AllocAccountType | AllocAccountTypeCodeSet | Type of account associated with a confirmation or other trade-level message | Added FIX.4.4 |
| 799 | OrderAvgPx | Price | Average price for a specific order | Added FIX.4.4 |
| 800 | OrderBookingQty | Qty | Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message | Added FIX.4.4 |
| 801 | NoSettlPartySubIDs | NumInGroup | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | Added FIX.4.4 Updated EP294 |
| 802 | NoPartySubIDs | NumInGroup | Number of PartySubID (523)and PartySubIDType (803) entries | Added FIX.4.4 Updated EP294 |
| 803 | PartySubIDType | PartySubIDTypeCodeSet | Type of PartySubID(523) value. | Added FIX.4.4 Updated EP204 |
| 804 | NoNestedPartySubIDs | NumInGroup | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | Added FIX.4.4 Updated EP294 |
| 805 | NestedPartySubIDType | PartySubIDTypeCodeSet | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | Added FIX.4.4 Updated EP294 |
| 806 | NoNested2PartySubIDs | NumInGroup | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | Added FIX.4.4 Updated EP294 |
| 807 | Nested2PartySubIDType | PartySubIDTypeCodeSet | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | Added FIX.4.4 Updated EP294 |
| 808 | AllocIntermedReqType | AllocIntermedReqTypeCodeSet | Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" | Added FIX.4.4 |
| 809 | NoUsernames | NumInGroup | Number of Usernames to which this this response is directed | Added FIX.4.4 Updated EP294 |
| 810 | UnderlyingPx | Price | Underlying price associate with a derivative instrument. | Added FIX.4.4 |
| 811 | PriceDelta | float | The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. | Added FIX.4.4 |
| 812 | ApplQueueMax | int | Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. | Added FIX.4.4 |
| 813 | ApplQueueDepth | int | Current number of application messages that were queued at the time that the message was created by the counterparty. | Added FIX.4.4 |
| 814 | ApplQueueResolution | ApplQueueResolutionCodeSet | Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. | Added FIX.4.4 |
| 815 | ApplQueueAction | ApplQueueActionCodeSet | Action to take to resolve an application message queue (backlog). | Added FIX.4.4 |
| 816 | NoAltMDSource | NumInGroup | Number of alternative market data sources | Added FIX.4.4 Updated EP294 |
| 817 | AltMDSourceID | String | Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). | Added FIX.4.4 |
| 818 | SecondaryTradeReportID | String | Secondary trade report identifier - can be used to associate an additional identifier with a trade. | Added FIX.4.4 Deprecated FIX.5.0 |
| 819 | AvgPxIndicator | AvgPxIndicatorCodeSet | Average pricing indicator. | Added FIX.4.4 Updated EP239 |
| 820 | TradeLinkID | String | Used to link a group of trades together. | Added FIX.4.4 Updated EP141 |
| 821 | OrderInputDevice | String | Specific device number, terminal number or station where order was entered | Added FIX.4.4 |
| 822 | UnderlyingTradingSessionID | String | Trading Session in which the underlying instrument trades | Added FIX.4.4 |
| 823 | UnderlyingTradingSessionSubID | String | Trading Session sub identifier in which the underlying instrument trades | Added FIX.4.4 |
| 824 | TradeLegRefID | String | Reference to the leg of a multileg instrument to which this trade refers | Added FIX.4.4 |
| 825 | ExchangeRule | String | Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. | Added FIX.4.4 |
| 826 | TradeAllocIndicator | TradeAllocIndicatorCodeSet | Identifies if, and how, the trade is to be allocated or split. | Added FIX.4.4 Updated EP141 |
| 827 | ExpirationCycle | ExpirationCycleCodeSet | Part of trading cycle when an instrument expires. Field is applicable for derivatives. | Added FIX.4.4 |
| 828 | TrdType | TrdTypeCodeSet | Type of trade assigned to a trade. SecondaryTrdType(855) and TertiaryTrdType(2896) may be used in addition to TrdType(828) to assign up to three different trade types to a single trade. | Added FIX.4.4 Updated EP289 |
| 829 | TrdSubType | TrdSubTypeCodeSet | Further qualification to the trade type defined in TrdType(828). | Added FIX.4.4 Updated EP289 |
| 830 | TransferReason | String | Reason trade is being transferred | Added FIX.4.4 |
| 832 | TotNumAssignmentReports | int | Total Number of Assignment Reports being returned to a firm | Added FIX.4.4 |
| 833 | AsgnRptID | String | Unique identifier for the Assignment Report | Added FIX.4.4 |
| 834 | ThresholdAmount | PriceOffset | Amount that a position has to be in the money before it is exercised. | Added FIX.4.4 |
| 835 | PegMoveType | PegMoveTypeCodeSet | Describes whether peg is static or floats | Added FIX.4.4 |
| 836 | PegOffsetType | PegOffsetTypeCodeSet | Type of Peg Offset value | Added FIX.4.4 |
| 837 | PegLimitType | PegLimitTypeCodeSet | Type of Peg Limit | Added FIX.4.4 |
| 838 | PegRoundDirection | PegRoundDirectionCodeSet | If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive | Added FIX.4.4 |
| 839 | PeggedPrice | Price | The price the order is currently pegged at | Added FIX.4.4 |
| 840 | PegScope | PegScopeCodeSet | The scope of the peg | Added FIX.4.4 |
| 841 | DiscretionMoveType | DiscretionMoveTypeCodeSet | Describes whether discretionay price is static or floats | Added FIX.4.4 |
| 842 | DiscretionOffsetType | DiscretionOffsetTypeCodeSet | Type of Discretion Offset value | Added FIX.4.4 |
| 843 | DiscretionLimitType | DiscretionLimitTypeCodeSet | Type of Discretion Limit | Added FIX.4.4 |
| 844 | DiscretionRoundDirection | DiscretionRoundDirectionCodeSet | If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive | Added FIX.4.4 |
| 845 | DiscretionPrice | Price | The current discretionary price of the order | Added FIX.4.4 |
| 846 | DiscretionScope | DiscretionScopeCodeSet | The scope of the discretion | Added FIX.4.4 |
| 847 | TargetStrategy | TargetStrategyCodeSet | The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values | Added FIX.4.4 |
| 848 | TargetStrategyParameters | String | Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties | Added FIX.4.4 Updated EP282 Deprecated FIX.5.0 |
| 849 | ParticipationRate | Percentage | For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) | Added FIX.4.4 Updated EP282 Deprecated FIX.5.0 |
| 850 | TargetStrategyPerformance | float | For communication of the performance of the order versus the target strategy | Added FIX.4.4 |
| 851 | LastLiquidityInd | LastLiquidityIndCodeSet | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. | Added FIX.4.4 Updated EP223 |
| 852 | PublishTrdIndicator | PublishTrdIndicatorCodeSet | Indicates if a trade should be reported via a market reporting service. | Added FIX.4.4 Deprecated FIX.5.0 |
| 853 | ShortSaleReason | ShortSaleReasonCodeSet | Reason for short sale. | Added FIX.4.4 |
| 854 | QtyType | QtyTypeCodeSet | Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). | Added FIX.4.4 Updated EP107 |
| 855 | SecondaryTrdType | TrdTypeCodeSet | Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned. | Added FIX.4.4 Updated EP268 |
| 856 | TradeReportType | TradeReportTypeCodeSet | Type of Trade Report | Added FIX.4.4 |
| 857 | AllocNoOrdersType | AllocNoOrdersTypeCodeSet | Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. | Added FIX.4.4 Updated EP118 |
| 858 | SharedCommission | Amt | Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. | Added FIX.4.4 |
| 859 | ConfirmReqID | String | Unique identifier for a Confirmation Request message | Added FIX.4.4 |
| 860 | AvgParPx | Price | Used to express average price as percent of par (used where AvgPx field is expressed in some other way) | Added FIX.4.4 |
| 861 | ReportedPx | Price | Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) | Added FIX.4.4 |
| 862 | NoCapacities | NumInGroup | Number of repeating OrderCapacity entries. | Added FIX.4.4 Updated EP294 |
| 863 | OrderCapacityQty | Qty | Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) | Added FIX.4.4 |
| 864 | NoEvents | NumInGroup | Number of repeating EventType entries. | Added FIX.4.4 Updated EP294 |
| 865 | EventType | EventTypeCodeSet | Code to represent the type of event | Added FIX.4.4 |
| 866 | EventDate | LocalMktDate | Date of event | Added FIX.4.4 |
| 867 | EventPx | Price | Predetermined price of issue at event, if applicable | Added FIX.4.4 |
| 868 | EventText | String | Comments related to the event. | Added FIX.4.4 |
| 869 | PctAtRisk | Percentage | Percent at risk due to lowest possible call. | Added FIX.4.4 |
| 870 | NoInstrAttrib | NumInGroup | Number of repeating InstrAttribType entries. | Added FIX.4.4 Updated EP294 |
| 871 | InstrAttribType | InstrAttribTypeCodeSet | Code to represent the type of instrument attribute | Added FIX.4.4 |
| 872 | InstrAttribValue | String | Attribute value appropriate to the InstrAttribType (871) field. | Added FIX.4.4 Updated EP271 |
| 873 | DatedDate | LocalMktDate | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | Added FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | Added FIX.4.4 |
| 875 | CPProgram | CPProgramCodeSet | The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. | Added FIX.4.4 Updated EP201 |
| 876 | CPRegType | String | The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". | Added FIX.4.4 Updated EP201 |
| 877 | UnderlyingCPProgram | CPProgramCodeSet | The program under which the underlying commercial paper is issued | Added FIX.4.4 Updated EP187 |
| 878 | UnderlyingCPRegType | String | The registration type of the underlying commercial paper issuance | Added FIX.4.4 |
| 879 | UnderlyingQty | Qty | Unit amount of the underlying security (par, shares, currency, etc.) | Added FIX.4.4 |
| 880 | TrdMatchID | String | Identifier assigned by a matching system to a match event that results in multiple executions or trades. | Added FIX.4.4 Updated EP279 |
| 881 | SecondaryTradeReportRefID | String | Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). | Added FIX.4.4 Deprecated FIX.5.0 |
| 882 | UnderlyingDirtyPrice | Price | Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | Added FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | Added FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | Currency value attributed to this collateral at the start of the agreement | Added FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | Currency value currently attributed to this collateral | Added FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | Currency value attributed to this collateral at the end of the agreement | Added FIX.4.4 |
| 887 | NoUnderlyingStips | NumInGroup | Number of underlying stipulation entries | Added FIX.4.4 Updated EP294 |
| 888 | UnderlyingStipType | StipulationTypeCodeSet | Type of stipulation. Same values as StipulationType (233) | Added FIX.4.4 |
| 889 | UnderlyingStipValue | String | Value of stipulation. Same values as StipulationValue (234) | Added FIX.4.4 |
| 890 | MaturityNetMoney | Amt | Net Money at maturity if Zero Coupon and maturity value is different from par value | Added FIX.4.4 |
| 891 | MiscFeeBasis | MiscFeeBasisCodeSet | Defines the unit for a miscellaneous fee. | Added FIX.4.4 |
| 892 | TotNoAllocs | int | Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. | Added FIX.4.4 |
| 893 | LastFragment | LastFragmentCodeSet | Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List | Added FIX.4.4 |
| 894 | CollReqID | String | Collateral Request Identifier | Added FIX.4.4 |
| 895 | CollAsgnReason | CollAsgnReasonCodeSet | Reason for Collateral Assignment | Added FIX.4.4 |
| 896 | CollInquiryQualifier | CollInquiryQualifierCodeSet | Collateral inquiry qualifiers: | Added FIX.4.4 |
| 897 | NoTrades | NumInGroup | Number of trades in repeating group. | Added FIX.4.4 Updated EP294 |
| 898 | MarginRatio | Percentage | The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. | Added FIX.4.4 |
| 899 | MarginExcess | Amt | Excess margin amount (deficit if value is negative) | Added FIX.4.4 |
| 900 | TotalNetValue | Amt | TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) | Added FIX.4.4 |
| 901 | CashOutstanding | Amt | Starting consideration less repayments | Added FIX.4.4 |
| 902 | CollAsgnID | String | Collateral Assignment Identifier | Added FIX.4.4 |
| 903 | CollAsgnTransType | CollAsgnTransTypeCodeSet | Collateral Assignment Transaction Type | Added FIX.4.4 |
| 904 | CollRespID | String | Collateral Response Identifier | Added FIX.4.4 |
| 905 | CollAsgnRespType | CollAsgnRespTypeCodeSet | Type of collateral assignment response. | Added FIX.4.4 Updated EP192 |
| 906 | CollAsgnRejectReason | CollAsgnRejectReasonCodeSet | Collateral Assignment Reject Reason | Added FIX.4.4 |
| 907 | CollAsgnRefID | String | Collateral Assignment Identifier to which a transaction refers | Added FIX.4.4 |
| 908 | CollRptID | String | Collateral Report Identifier | Added FIX.4.4 |
| 909 | CollInquiryID | String | Collateral Inquiry Identifier | Added FIX.4.4 |
| 910 | CollStatus | CollStatusCodeSet | Collateral Status | Added FIX.4.4 |
| 911 | TotNumReports | int | Total number of reports returned in response to a request. | Added FIX.4.4 Updated EP95 |
| 912 | LastRptRequested | LastRptRequestedCodeSet | Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). | Added FIX.4.4 Updated EP141 |
| 913 | AgreementDesc | String | The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. | Added FIX.4.4 Updated EP254 |
| 914 | AgreementID | String | A common reference to the applicable standing agreement between the counterparties to a financing transaction. | Added FIX.4.4 |
| 915 | AgreementDate | LocalMktDate | A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. | Added FIX.4.4 |
| 916 | StartDate | LocalMktDate | Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral | Added FIX.4.4 |
| 917 | EndDate | LocalMktDate | End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral | Added FIX.4.4 |
| 918 | AgreementCurrency | Currency | Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. | Added FIX.4.4 |
| 919 | DeliveryType | DeliveryTypeCodeSet | Identifies type of settlement | Added FIX.4.4 |
| 920 | EndAccruedInterestAmt | Amt | Accrued Interest Amount applicable to a financing transaction on the End Date. | Added FIX.4.4 |
| 921 | StartCash | Amt | Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. | Added FIX.4.4 |
| 922 | EndCash | Amt | Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. | Added FIX.4.4 |
| 923 | UserRequestID | String | Unique identifier for a User Request. | Added FIX.4.4 |
| 924 | UserRequestType | UserRequestTypeCodeSet | Indicates the action required by a User Request Message | Added FIX.4.4 |
| 925 | NewPassword | String | New Password or passphrase | Added FIX.4.4 |
| 926 | UserStatus | UserStatusCodeSet | Indicates the status of a user | Added FIX.4.4 |
| 927 | UserStatusText | String | A text description associated with a user status. | Added FIX.4.4 |
| 928 | StatusValue | StatusValueCodeSet | Indicates the status of a network connection | Added FIX.4.4 |
| 929 | StatusText | String | A text description associated with a network status. | Added FIX.4.4 |
| 930 | RefCompID | String | Assigned value used to identify a firm. | Added FIX.4.4 |
| 931 | RefSubID | String | Assigned value used to identify specific elements within a firm. | Added FIX.4.4 |
| 932 | NetworkResponseID | String | Unique identifier for a network response. | Added FIX.4.4 |
| 933 | NetworkRequestID | String | Unique identifier for a network resquest. | Added FIX.4.4 |
| 934 | LastNetworkResponseID | String | Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. | Added FIX.4.4 |
| 935 | NetworkRequestType | NetworkRequestTypeCodeSet | Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) | Added FIX.4.4 |
| 936 | NoCompIDs | NumInGroup | Number of CompID entries in a repeating group. | Added FIX.4.4 Updated EP294 |
| 937 | NetworkStatusResponseType | NetworkStatusResponseTypeCodeSet | Indicates the type of Network Response Message. | Added FIX.4.4 |
| 938 | NoCollInquiryQualifier | NumInGroup | Number of CollInquiryQualifier entries in a repeating group. | Added FIX.4.4 Updated EP294 |
| 939 | TrdRptStatus | TrdRptStatusCodeSet | Trade Report Status | Added FIX.4.4 |
| 940 | AffirmStatus | AffirmStatusCodeSet | Specifies the affirmation status of the confirmation. | Added FIX.4.4 Updated EP215 |
| 941 | UnderlyingStrikeCurrency | Currency | Currency in which the strike price of an underlying instrument is denominated | Added FIX.4.4 |
| 942 | LegStrikeCurrency | Currency | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | Added FIX.4.4 |
| 943 | TimeBracket | String | A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. | Added FIX.4.4 |
| 944 | CollAction | CollActionCodeSet | Action proposed for an Underlying Instrument instance. | Added FIX.4.4 |
| 945 | CollInquiryStatus | CollInquiryStatusCodeSet | Status of Collateral Inquiry | Added FIX.4.4 |
| 946 | CollInquiryResult | CollInquiryResultCodeSet | Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values | Added FIX.4.4 |
| 947 | StrikeCurrency | Currency | Currency in which the StrikePrice is denominated. | Added FIX.4.4 |
| 948 | NoNested3PartyIDs | NumInGroup | Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries | Added FIX.4.4 Updated EP294 |
| 949 | Nested3PartyID | String | PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) | Added FIX.4.4 |
| 950 | Nested3PartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) | Added FIX.4.4 |
| 951 | Nested3PartyRole | PartyRoleCodeSet | PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) | Added FIX.4.4 |
| 952 | NoNested3PartySubIDs | NumInGroup | Number of Nested3PartySubIDs (953) entries | Added FIX.4.4 Updated EP294 |
| 953 | Nested3PartySubID | String | PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) | Added FIX.4.4 |
| 954 | Nested3PartySubIDType | PartySubIDTypeCodeSet | PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) | Added FIX.4.4 Updated EP294 |
| 955 | LegContractSettlMonth | MonthYear | Specifies when the contract (i.e. MBS/TBA) will settle. | Added FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | Added FIX.4.4 |
| 957 | NoStrategyParameters | NumInGroup | Indicates number of strategy parameters | Added EP2 Updated EP294 |
| 958 | StrategyParameterName | String | Name of parameter | Added EP2 |
| 959 | StrategyParameterType | StrategyParameterTypeCodeSet | Datatype of the parameter | Added EP2 |
| 960 | StrategyParameterValue | String | Value of the parameter | Added EP2 |
| 961 | HostCrossID | String | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. | Added EP3 |
| 962 | SideTimeInForce | UTCTimestamp | Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. | Added EP3 |
| 963 | MDReportID | int | Unique identifier for the Market Data Report. | Added EP4 |
| 964 | SecurityReportID | int | Identifies a Security List message. | Added EP4 Updated EP87 |
| 965 | SecurityStatus | SecurityStatusCodeSet | Indicates the current state of the instrument. | Added EP4 Updated EP271 |
| 966 | SettleOnOpenFlag | String | Indicator to determine if instrument is settle on open | Added EP4 |
| 967 | StrikeMultiplier | float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP4 |
| 968 | StrikeValue | float | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added EP4 |
| 969 | MinPriceIncrement | float | Minimum price increase for a given exchange-traded Instrument | Added EP4 |
| 970 | PositionLimit | int | Position Limit for a given exchange-traded product. | Added EP4 |
| 971 | NTPositionLimit | int | Position Limit in the near-term contract for a given exchange-traded product. | Added EP4 |
| 972 | UnderlyingAllocationPercent | Percentage | Percent of the Strike Price that this underlying represents. | Added EP4 |
| 973 | UnderlyingCashAmount | Amt | Cash amount associated with the underlying component. | Added EP4 |
| 974 | UnderlyingCashType | UnderlyingCashTypeCodeSet | Used for derivatives that deliver into cash underlying. | Added EP4 Updated EP95 |
| 975 | UnderlyingSettlementType | UnderlyingSettlementTypeCodeSet | Indicates order settlement period for the underlying instrument. | Added EP4 |
| 976 | QuantityDate | LocalMktDate | Date associated to the quantity that is being reported for the position. | Added EP4 |
| 977 | ContIntRptID | String | Unique identifier for the Contrary Intention report | Added EP4 |
| 978 | LateIndicator | Boolean | Indicates if the contrary intention was received after the exchange imposed cutoff time | Added EP4 |
| 979 | InputSource | String | Originating source of the request. | Added EP4 Updated EP148 |
| 980 | SecurityUpdateAction | SecurityUpdateActionCodeSet | Specifies the action taken or to be taken for the specified instrument or list of instruments. | Added EP4 Updated EP275 |
| 981 | NoExpiration | NumInGroup | Number of Expiration Qty entries | Added EP4 Updated EP294 |
| 982 | ExpirationQtyType | ExpirationQtyTypeCodeSet | Expiration Quantity type | Added EP4 |
| 983 | ExpQty | Qty | Expiration Quantity associated with the Expiration Type | Added EP4 |
| 984 | NoUnderlyingAmounts | NumInGroup | Total number of occurrences of Amount to pay in order to receive the underlying instrument | Added EP4 Updated EP294 |
| 985 | UnderlyingPayAmount | Amt | Amount to pay in order to receive the underlying instrument | Added EP4 |
| 986 | UnderlyingCollectAmount | Amt | Amount to collect in order to deliver the underlying instrument | Added EP4 |
| 987 | UnderlyingSettlementDate | LocalMktDate | Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. | Added EP4 |
| 988 | UnderlyingSettlementStatus | String | Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. | Added EP4 |
| 989 | SecondaryIndividualAllocID | String | Will allow the intermediary to specify an allocation ID generated by their system. | Added EP5 |
| 990 | LegReportID | String | Additional attribute to store the Trade ID of the Leg. | Added EP5 |
| 991 | RndPx | Price | Specifies average price rounded to quoted precision. | Added EP5 |
| 992 | IndividualAllocType | IndividualAllocTypeCodeSet | Identifies whether the allocation is to be sub-allocated or allocated to a third party | Added EP5 |
| 993 | AllocCustomerCapacity | String | Capacity of customer in the allocation block. | Added EP5 |
| 994 | TierCode | String | The Tier the trade was matched by the clearing system. | Added EP5 |
| 996 | UnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. | Added EP5 Updated EP122 |
| 997 | TimeUnit | TimeUnitCodeSet | Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties. | Added EP5 Updated EP287 |
| 998 | UnderlyingUnitOfMeasure | UnitOfMeasureCodeSet | Underlying unit of measure. See UnitOfMeasure(996) for complete definition. | Added EP5 Updated EP271 |
| 999 | LegUnitOfMeasure | UnitOfMeasureCodeSet | Multileg instrument unit of measure. See UnitOfMeasure(996) for complete definition. | Added EP5 Updated EP271 |
| 1000 | UnderlyingTimeUnit | TimeUnitCodeSet | See TimeUnit(997) for complete definition. | Added EP5 Updated EP287 |
| 1001 | LegTimeUnit | TimeUnitCodeSet | See TimeUnit(997) for complete definition. | Added EP5 Updated EP287 |
| 1002 | AllocMethod | AllocMethodCodeSet | Specifies the method under which a trade quantity was allocated. | Added EP5 |
| 1003 | TradeID | String | The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. | Added EP11 |
| 1005 | SideTradeReportID | String | Used on a multi-sided trade to designate the ReportID | Added EP5 |
| 1006 | SideFillStationCd | String | Used on a multi-sided trade to convey order routing information | Added EP5 |
| 1007 | SideReasonCd | String | Used on a multi-sided trade to convey reason for execution | Added EP5 |
| 1008 | SideTrdSubType | TrdSubTypeCodeSet | Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). | Added EP5 Updated EP271 |
| 1009 | SideLastQty | Qty | Used to indicate the quantity on one side of a multi-sided trade. | Added EP5 Updated EP161 |
| 1011 | MessageEventSource | String | Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) | Added EP5 |
| 1012 | SideTrdRegTimestamp | UTCTimestamp | Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp. | Added EP5 Updated EP291 |
| 1013 | SideTrdRegTimestampType | TrdRegTimestampTypeCodeSet | Same as TrdRegTimeStampType(770). Used in a multi-sided message to indicate relevant trade-side timestamp type. | Added EP5 Updated EP291 |
| 1014 | SideTrdRegTimestampSrc | String | Same as TrdRegTimestampOrigin(771). Used in a multi-sided message to indicate relevant trade-side origin or source of timestamp. | Added EP5 Updated EP291 |
| 1015 | AsOfIndicator | AsOfIndicatorCodeSet | A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. | Added EP5 Updated EP141 |
| 1016 | NoSideTrdRegTS | NumInGroup | Number of timestamp entries. | Added EP5 Updated EP294 |
| 1017 | LegOptionRatio | float | Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 | Added EP18 |
| 1018 | NoInstrumentParties | NumInGroup | Identifies the number of parties identified with an instrument | Added EP4 Updated EP294 |
| 1019 | InstrumentPartyID | String | PartyID value within an instrument party repeating group. Same values as PartyID (448) | Added EP4 |
| 1020 | TradeVolume | Qty | Used to report volume with a trade | Added EP7 |
| 1021 | MDBookType | MDBookTypeCodeSet | Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection | Added EP7 |
| 1022 | MDFeedType | String | Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative | Added EP7 |
| 1023 | MDPriceLevel | int | Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo(290) which is used to convey the position of an order within a price level. | Added EP7 Updated EP271 |
| 1024 | MDOriginType | MDOriginTypeCodeSet | Used to describe the origin of the market data entry. | Added EP7 Updated EP216 |
| 1025 | FirstPx | Price | Indicates the first trade price of the day/session | Added EP7 |
| 1026 | MDEntrySpotRate | float | The spot rate for an FX entry | Added EP7 |
| 1027 | MDEntryForwardPoints | PriceOffset | Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP7 |
| 1028 | ManualOrderIndicator | Boolean | Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). | Added EP9 Updated EP264 |
| 1029 | CustDirectedOrder | Boolean | Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. | Added EP9 Updated EP95 |
| 1030 | ReceivedDeptID | String | Identifies the broker-dealer department that first took the order. | Added EP9 Updated EP135 Deprecated EP135 |
| 1031 | CustOrderHandlingInst | CustOrderHandlingInstCodeSet | Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. | Added EP9 Updated EP135 |
| 1032 | OrderHandlingInstSource | OrderHandlingInstSourceCodeSet | Identifies the class or source of the order handling instruction values. Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. | Added EP9 Updated EP135 |
| 1033 | DeskType | DeskTypeCodeSet | Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. | Added EP9 Updated EP135 |
| 1034 | DeskTypeSource | DeskTypeSourceCodeSet | Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. | Added EP9 Updated EP135 |
| 1035 | DeskOrderHandlingInst | CustOrderHandlingInstCodeSet | Codes that apply special information that the broker-dealer needs to report. | Added EP9 Updated EP135 |
| 1036 | ExecAckStatus | ExecAckStatusCodeSet | The status of this execution acknowledgement message. | Added EP10 |
| 1037 | UnderlyingDeliveryAmount | Amt | Indicates the underlying position amount to be delivered | Added EP8 |
| 1038 | UnderlyingCapValue | Amt | Maximum notional value for a capped financial instrument | Added EP8 |
| 1039 | UnderlyingSettlMethod | SettlMethodCodeSet | Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. | Added EP8 Updated EP169 |
| 1040 | SecondaryTradeID | String | Used to carry an internal trade entity ID which may or may not be reported to the firm | Added EP11 |
| 1041 | FirmTradeID | String | The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary | Added EP11 |
| 1042 | SecondaryFirmTradeID | String | Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary | Added EP11 |
| 1043 | CollApplType | CollApplTypeCodeSet | conveys how the collateral should be/has been applied | Added EP12 |
| 1044 | UnderlyingAdjustedQuantity | Qty | Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. | Added EP12 |
| 1045 | UnderlyingFXRate | float | Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). | Added EP12 |
| 1046 | UnderlyingFXRateCalc | UnderlyingFXRateCalcCodeSet | Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. | Added EP12 |
| 1047 | AllocPositionEffect | AllocPositionEffectCodeSet | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. | Added EP17 |
| 1048 | DealingCapacity | DealingCapacityCodeSet | Identifies role of dealer in the trade. | Added EP7 Updated EP300 |
| 1049 | InstrmtAssignmentMethod | InstrmtAssignmentMethodCodeSet | Method under which assignment was conducted | Added EP4 |
| 1050 | InstrumentPartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) | Added EP4 |
| 1051 | InstrumentPartyRole | PartyRoleCodeSet | PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) | Added EP4 |
| 1052 | NoInstrumentPartySubIDs | NumInGroup | Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | Added EP4 Updated EP294 |
| 1053 | InstrumentPartySubID | String | PartySubID value within an instrument party repeating group. Same values as PartySubID (523) | Added EP4 |
| 1054 | InstrumentPartySubIDType | PartySubIDTypeCodeSet | Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) | Added EP4 Updated EP294 |
| 1055 | PositionCurrency | String | The Currency in which the position Amount is denominated | Added EP8 |
| 1056 | CalculatedCcyLastQty | Qty | Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. | Added EP21 |
| 1057 | AggressorIndicator | AggressorIndicatorCodeSet | Used to identify whether the order initiator is an aggressor or not in the trade. | Added EP21 |
| 1058 | NoUndlyInstrumentParties | NumInGroup | Identifies the number of parties identified with an underlying instrument | Added EP8 Updated EP294 |
| 1059 | UnderlyingInstrumentPartyID | String | PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) | Added EP8 Updated EP95 |
| 1060 | UnderlyingInstrumentPartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) | Added EP8 Updated EP95 |
| 1061 | UnderlyingInstrumentPartyRole | PartyRoleCodeSet | PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) | Added EP8 Updated EP95 |
| 1062 | NoUndlyInstrumentPartySubIDs | NumInGroup | Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | Added EP8 Updated EP294 |
| 1063 | UnderlyingInstrumentPartySubID | String | PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) | Added EP8 Updated EP95 |
| 1064 | UnderlyingInstrumentPartySubIDType | PartySubIDTypeCodeSet | Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) | Added EP8 Updated EP294 |
| 1065 | BidSwapPoints | PriceOffset | The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1066 | OfferSwapPoints | PriceOffset | The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1067 | LegBidForwardPoints | PriceOffset | The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1068 | LegOfferForwardPoints | PriceOffset | The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1069 | SwapPoints | PriceOffset | For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1070 | MDQuoteType | QuoteTypeCodeSet | Identifies market data quote type. | Added EP7 Updated EP294 |
| 1071 | LastSwapPoints | PriceOffset | For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1072 | SideGrossTradeAmt | Amt | The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. | Added EP25 |
| 1073 | LegLastForwardPoints | PriceOffset | The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | Added EP21 |
| 1074 | LegCalculatedCcyLastQty | Qty | Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. | Added EP21 |
| 1075 | LegGrossTradeAmt | Amt | The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. | Added EP21 |
| 1079 | MaturityTime | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | Added EP21 |
| 1080 | RefOrderID | String | The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. | Added EP22 Updated EP171 |
| 1081 | RefOrderIDSource | RefOrderIDSourceCodeSet | Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier. | Added EP22 Updated EP253 |
| 1082 | SecondaryDisplayQty | Qty | Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | Added EP22 |
| 1083 | DisplayWhen | DisplayWhenCodeSet | Instructs when to refresh DisplayQty (1138). | Added EP22 |
| 1084 | DisplayMethod | DisplayMethodCodeSet | Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" | Added EP22 |
| 1085 | DisplayLowQty | Qty | Defines the lower quantity limit to a randomized refresh of DisplayQty. | Added EP22 |
| 1086 | DisplayHighQty | Qty | Defines the upper quantity limit to a randomized refresh of DisplayQty. | Added EP22 |
| 1087 | DisplayMinIncr | Qty | Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). | Added EP22 |
| 1088 | RefreshQty | Qty | Defines the quantity used to refresh DisplayQty. | Added EP22 |
| 1089 | MatchIncrement | Qty | Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. | Added EP22 |
| 1090 | MaxPriceLevels | int | Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. | Added EP22 |
| 1091 | PreTradeAnonymity | Boolean | Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. | Added EP22 |
| 1092 | PriceProtectionScope | PriceProtectionScopeCodeSet | Defines the type of price protection the customer requires on their order. | Added EP22 |
| 1093 | LotType | LotTypeCodeSet | Defines the lot type assigned to the order. | Added EP22 |
| 1094 | PegPriceType | PegPriceTypeCodeSet | Defines the type of peg. | Added EP22 |
| 1095 | PeggedRefPrice | Price | The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. | Added EP22 |
| 1096 | PegSecurityIDSource | SecurityIDSourceCodeSet | Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) | Added EP22 Updated EP265 |
| 1097 | PegSecurityID | String | Defines the identity of the security off whose prices the order will peg. | Added EP22 |
| 1098 | PegSymbol | String | Defines the common, 'human understood' representation of the security off whose prices the order will Peg. | Added EP22 |
| 1099 | PegSecurityDesc | String | Security description of the security off whose prices the order will Peg. | Added EP22 |
| 1100 | TriggerType | TriggerTypeCodeSet | Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. | Added EP-1 |
| 1101 | TriggerAction | TriggerActionCodeSet | Defines the type of action to take when the trigger hits. | Added EP-1 |
| 1102 | TriggerPrice | Price | The price at which the trigger should hit. | Added EP-1 |
| 1103 | TriggerSymbol | String | Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. | Added EP-1 |
| 1104 | TriggerSecurityID | String | Defines the identity of the security whose prices will be tracked by the trigger logic. | Added EP-1 |
| 1105 | TriggerSecurityIDSource | SecurityIDSourceCodeSet | Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). | Added EP-1 Updated EP265 |
| 1106 | TriggerSecurityDesc | String | Defines the security description of the security whose prices will be tracked by the trigger logic. | Added EP-1 |
| 1107 | TriggerPriceType | TriggerPriceTypeCodeSet | The type of price that the trigger is compared to. | Added EP-1 |
| 1108 | TriggerPriceTypeScope | TriggerPriceTypeScopeCodeSet | Defines the type of price protection the customer requires on their order. | Added EP-1 |
| 1109 | TriggerPriceDirection | TriggerPriceDirectionCodeSet | The side from which the trigger price is reached. | Added EP-1 |
| 1110 | TriggerNewPrice | Price | The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. | Added EP-1 |
| 1111 | TriggerOrderType | TriggerOrderTypeCodeSet | The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. | Added EP-1 |
| 1112 | TriggerNewQty | Qty | The Quantity the order should have after the trigger has hit. | Added EP-1 |
| 1113 | TriggerTradingSessionID | TradingSessionIDCodeSet | Defines the trading session at which the order will be activated. | Added EP-1 Updated EP282 |
| 1114 | TriggerTradingSessionSubID | TradingSessionSubIDCodeSet | Defines the subordinate trading session at which the order will be activated. | Added EP-1 Updated EP282 |
| 1115 | OrderCategory | OrderCategoryCodeSet | Defines the type of interest behind a trade (fill or partial fill). | Added EP22 |
| 1116 | NoRootPartyIDs | NumInGroup | Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries | Added EP22 Updated EP294 |
| 1117 | RootPartyID | String | PartyID value within a root parties component. Same values as PartyID (448) | Added EP22 |
| 1118 | RootPartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within a root parties component. Same values as PartyIDSource (447) | Added EP22 |
| 1119 | RootPartyRole | PartyRoleCodeSet | PartyRole value within a root parties component. Same values as PartyRole (452) | Added EP22 |
| 1120 | NoRootPartySubIDs | NumInGroup | Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries | Added EP22 Updated EP294 |
| 1121 | RootPartySubID | String | PartySubID value within a root parties component. Same values as PartySubID (523) | Added EP22 |
| 1122 | RootPartySubIDType | PartySubIDTypeCodeSet | Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) | Added EP22 Updated EP294 |
| 1123 | TradeHandlingInstr | TradeHandlingInstrCodeSet | Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. | Added EP23 Updated EP136 |
| 1124 | OrigTradeHandlingInstr | TradeHandlingInstrCodeSet | Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) | Added EP23 |
| 1125 | OrigTradeDate | LocalMktDate | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | Added EP23 |
| 1126 | OrigTradeID | String | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | Added EP23 |
| 1127 | OrigSecondaryTradeID | String | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | Added EP23 |
| 1128 | ApplVerID | ApplVerIDCodeSet | Specifies the application layer version being applied at the message level. | Added EP16 Updated EP270 |
| 1129 | CstmApplVerID | String | Specifies a custom extension to a message being applied at the message level. Enumerated field | Added EP16 |
| 1130 | RefApplVerID | ApplVerIDCodeSet | Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID | Added EP16 |
| 1131 | RefCstmApplVerID | String | Specifies a custom extension to a message being applied at the session level. | Added EP16 |
| 1132 | TZTransactTime | TZTimestamp | Transact time in the local date-time stamp with a TZ offset to UTC identified | Added EP26 |
| 1133 | ExDestinationIDSource | ExDestinationIDSourceCodeSet | The ID source of ExDestination | Added EP26 |
| 1134 | ReportedPxDiff | Boolean | Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType | Added EP26 |
| 1135 | RptSys | String | Indicates the system or medium on which the report has been published | Added EP26 |
| 1136 | AllocClearingFeeIndicator | String | ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. | Added EP25 |
| 1137 | DefaultApplVerID | ApplVerIDCodeSet | Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID | Added EP16 |
| 1138 | DisplayQty | Qty | The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | Added EP22 |
| 1139 | ExchangeSpecialInstructions | String | Free format text string related to exchange. | Added EP29 Updated EP95 |
| 1140 | MaxTradeVol | Qty | The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. | Added EP42 Updated EP130 |
| 1141 | NoMDFeedTypes | NumInGroup | The number of feed types and corresponding book depths associated with a security | Added EP42 Updated EP294 |
| 1142 | MatchAlgorithm | String | The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. | Added EP42 |
| 1143 | MaxPriceVariation | float | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | Added EP42 Updated EP195 |
| 1144 | ImpliedMarketIndicator | ImpliedMarketIndicatorCodeSet | Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. | Added EP42 |
| 1145 | EventTime | UTCTimestamp | Specific time of event. To be used in combination with EventDate [866] | Added EP42 |
| 1146 | MinPriceIncrementAmount | Amt | Minimum price increment amount associated with MinPriceIncrement(969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement(969) with ContractMultiplier(231). | Added EP42 Updated EP271 |
| 1147 | UnitOfMeasureQty | Qty | Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. | Added EP42 |
| 1148 | LowLimitPrice | Price | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | Added EP42 |
| 1149 | HighLimitPrice | Price | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | Added EP42 Updated EP76 |
| 1150 | TradingReferencePrice | Price | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | Added EP42 |
| 1151 | SecurityGroup | String | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added EP42 |
| 1152 | LegNumber | int | Allow sequencing of Legs for a Strategy to be captured | Added EP44 |
| 1153 | SettlementCycleNo | int | Settlement cycle in which the settlement obligation was generated | Added EP44 |
| 1154 | SideCurrency | Currency | Used to identify the trading currency on the Trade Capture Report Side | Added EP44 |
| 1155 | SideSettlCurrency | Currency | Used to identify the settlement currency on the Trade Capture Report Side | Added EP44 |
| 1156 | ApplExtID | int | The extension pack number associated with an application message. | Added EP56 |
| 1157 | CcyAmt | Amt | Net flow of Currency 1 | Added EP44 |
| 1158 | NoSettlDetails | NumInGroup | Used to group Each Settlement Party | Added EP44 Updated EP294 |
| 1159 | SettlObligMode | SettlObligModeCodeSet | Used to identify the reporting mode of the settlement obligation which is either preliminary or final | Added EP44 |
| 1160 | SettlObligMsgID | String | Message identifier for Settlement Obligation Report | Added EP44 |
| 1161 | SettlObligID | String | Unique ID for this settlement instruction. | Added EP44 |
| 1162 | SettlObligTransType | SettlObligTransTypeCodeSet | Transaction Type - required except where SettlInstMode is 5=Reject SSI request | Added EP44 |
| 1163 | SettlObligRefID | String | Required where SettlInstTransType is Cancel or Replace | Added EP44 |
| 1164 | SettlObligSource | SettlObligSourceCodeSet | Used to identify whether these delivery instructions are for the buyside or the sellside. | Added EP44 |
| 1165 | NoSettlOblig | NumInGroup | Number of settlement obligations | Added EP44 Updated EP294 |
| 1166 | QuoteMsgID | String | Unique identifier for a quote message. | Added EP45 |
| 1167 | QuoteEntryStatus | QuoteEntryStatusCodeSet | Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. | Added EP45 Updated EP95 |
| 1168 | TotNoCxldQuotes | int | Specifies the number of canceled quotes | Added EP45 |
| 1169 | TotNoAccQuotes | int | Specifies the number of accepted quotes | Added EP45 |
| 1170 | TotNoRejQuotes | int | Specifies the number of rejected quotes | Added EP45 |
| 1171 | PrivateQuote | PrivateQuoteCodeSet | Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. | Added EP46 |
| 1172 | RespondentType | RespondentTypeCodeSet | Specifies the type of respondents requested. | Added EP46 |
| 1173 | MDSubBookType | int | Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. | Added EP47 |
| 1174 | SecurityTradingEvent | SecurityTradingEventCodeSet | Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. | Added EP47 |
| 1175 | NoStatsIndicators | NumInGroup | Number of statistics indicator repeating group entries | Added EP47 Updated EP294 |
| 1176 | StatsType | StatsTypeCodeSet | Type of statistics | Added EP47 |
| 1177 | NoOfSecSizes | NumInGroup | The number of secondary sizes specifies in this entry | Added EP47 Updated EP294 |
| 1178 | MDSecSizeType | MDSecSizeTypeCodeSet | Specifies the type of secondary size. | Added EP47 |
| 1179 | MDSecSize | Qty | A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). | Added EP47 |
| 1180 | ApplID | String | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | Added EP48 |
| 1181 | ApplSeqNum | SeqNum | Data sequence number to be used when FIX session is not in effect | Added EP48 |
| 1182 | ApplBegSeqNum | SeqNum | Beginning range of application sequence numbers | Added EP48 |
| 1183 | ApplEndSeqNum | SeqNum | Ending range of application sequence numbers | Added EP48 |
| 1184 | SecurityXMLLen | Length | The length of the SecurityXML(1185) data block. | Added EP49 Updated EP145 |
| 1185 | SecurityXML | XMLData | XML definition for the security. | Added EP49 Updated EP275 |
| 1186 | SecurityXMLSchema | String | The schema used to validate the contents of SecurityXML(1185). | Added EP49 Updated EP145 |
| 1187 | RefreshIndicator | Boolean | Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required | Added EP50 |
| 1188 | Volatility | float | Annualized volatility for option model calculations | Added EP51 |
| 1189 | TimeToExpiration | float | Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. | Added EP51 |
| 1190 | RiskFreeRate | float | Interest rate. Usually some form of short term rate. | Added EP51 |
| 1191 | PriceUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract | Added EP52 |
| 1192 | PriceUnitOfMeasureQty | Qty | Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. | Added EP52 |
| 1193 | SettlMethod | SettlMethodCodeSet | Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. | Added EP52 Updated EP169 |
| 1194 | ExerciseStyle | ExerciseStyleCodeSet | Type of exercise of a derivatives security | Added EP52 Updated EP161 |
| 1195 | OptPayoutAmount | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. | Added EP52 Updated EP169 |
| 1196 | PriceQuoteMethod | PriceQuoteMethodCodeSet | Method for price quotation | Added EP52 |
| 1197 | ValuationMethod | ValuationMethodCodeSet | Specifies the type of valuation method applied. | Added EP52 Updated EP83 |
| 1198 | ListMethod | ListMethodCodeSet | Indicates whether instruments are pre-listed only or can also be defined via user request | Added EP52 |
| 1199 | CapPrice | Price | Used to express the ceiling price of a capped call | Added EP52 |
| 1200 | FloorPrice | Price | Used to express the floor price of a capped put | Added EP52 |
| 1201 | NoStrikeRules | NumInGroup | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | Added EP52 |
| 1202 | StartStrikePxRange | Price | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP52 |
| 1203 | EndStrikePxRange | Price | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP52 |
| 1204 | StrikeIncrement | float | Value by which strike price should be incremented within the specified price range. | Added EP52 |
| 1205 | NoTickRules | NumInGroup | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security | Added EP52 |
| 1206 | StartTickPriceRange | Price | Starting price range for specified tick increment | Added EP52 |
| 1207 | EndTickPriceRange | Price | Ending price range for the specified tick increment | Added EP52 |
| 1208 | TickIncrement | Price | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded | Added EP52 |
| 1209 | TickRuleType | TickRuleTypeCodeSet | Specifies the type of tick rule which is being described | Added EP52 |
| 1210 | NestedInstrAttribType | InstrAttribTypeCodeSet | Code to represent the type of instrument attribute | Added EP52 |
| 1211 | NestedInstrAttribValue | String | Attribute value appropriate to the NestedInstrAttribType field | Added EP52 |
| 1212 | LegMaturityTime | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | Added EP41 |
| 1213 | UnderlyingMaturityTime | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | Added EP41 |
| 1214 | DerivativeSymbol | String | Ticker symbol. Common, human understood representation of the security. See Symbol(55) for complete definition. | Added EP52 Updated EP271 |
| 1215 | DerivativeSymbolSfx | SymbolSfxCodeSet | Additional information about the security (e.g. preferred, warrants, etc.). See SymbolSfx(65) for complete definition. | Added EP52 Updated EP271 |
| 1216 | DerivativeSecurityID | String | Security identifier value (e.g. CUSIP, SEDOL, ISIN, etc). Requires DerivativeSecurityIDSource(1217). See SecurityID(48) for complete definition. | Added EP52 Updated EP271 |
| 1217 | DerivativeSecurityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the DerivativeSecurityID(1217) value. See SecurityIDSource(22) for complete definition. | Added EP52 Updated EP271 |
| 1218 | NoDerivativeSecurityAltID | NumInGroup | Number of alternate derivative security IDs. | Added EP52 Updated EP294 |
| 1219 | DerivativeSecurityAltID | String | Alternate derivative security identifier value of DerivativeSecurityAltIDSource(1220) type. Requires DerivativeSecurityAltIDSource(1220). | Added EP52 Updated EP271 |
| 1220 | DerivativeSecurityAltIDSource | SecurityIDSourceCodeSet | Identifies class or source of the DerivativeSecurityAltID(1219) value. | Added EP52 Updated EP271 |
| 1221 | SecondaryLowLimitPrice | Price | Refer to definition of LowLimitPrice(1148) | Added EP52 |
| 1222 | MaturityRuleID | String | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added EP52 |
| 1223 | StrikeRuleID | String | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added EP52 |
| 1224 | LegUnitOfMeasureQty | Qty | Refer to definition of UnitOfMeasureQty(1147) | Added EP52 |
| 1225 | DerivativeOptPayoutAmount | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. See OptPayoutAmount(1195) for complete definition. | Added EP52 Updated EP282 |
| 1226 | EndMaturityMonthYear | MonthYear | Ending maturity month year for an option class | Added EP52 |
| 1227 | ProductComplex | String | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. | Added EP52 |
| 1228 | DerivativeProductComplex | String | Identifies an entire suite of products for a given market. See ProductComplex(1227) for complete definition. | Added EP52 Updated EP271 |
| 1229 | MaturityMonthYearIncrement | int | Increment between successive maturities for an option class | Added EP52 |
| 1230 | SecondaryHighLimitPrice | Price | Refer to definition of HighLimitPrice(1149) | Added EP52 |
| 1231 | MinLotSize | Qty | Minimum lot size allowed based on lot type specified in LotType(1093) | Added EP52 |
| 1232 | NoExecInstRules | NumInGroup | Number of execution instructions | Added EP52 Updated EP294 |
| 1233 | CommRate | float | The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. | Added EP169 Updated EP204 |
| 1234 | NoLotTypeRules | NumInGroup | Number of Lot Type Rules | Added EP52 Updated EP294 |
| 1235 | NoMatchRules | NumInGroup | Number of Match Rules | Added EP52 Updated EP294 |
| 1236 | NoMaturityRules | NumInGroup | Number of maturity rules in MarurityRules component block | Added EP52 Updated EP294 |
| 1237 | NoOrdTypeRules | NumInGroup | Number of order types | Added EP52 Updated EP294 |
| 1238 | CommUnitOfMeasure | UnitOfMeasureCodeSet | The commission rate unit of measure. | Added EP169 Updated EP204 |
| 1239 | NoTimeInForceRules | NumInGroup | Number of time in force techniques | Added EP52 Updated EP294 |
| 1240 | SecondaryTradingReferencePrice | Price | Refer to definition for TradingReferencePrice(1150) | Added EP52 |
| 1241 | StartMaturityMonthYear | MonthYear | Starting maturity month year for an option class | Added EP52 |
| 1242 | FlexProductEligibilityIndicator | Boolean | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP52 |
| 1243 | DerivFlexProductEligibilityIndicator | Boolean | Used to indicate if a product or group of product supports the creation of flexible securities. See FlexProductEligibilityIndicator(1242) for complete definition. | Added EP52 Updated EP271 |
| 1244 | FlexibleIndicator | Boolean | Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. | Added EP52 |
| 1245 | TradingCurrency | Currency | Used when the trading currency can differ from the price currency | Added EP52 |
| 1246 | DerivativeProduct | ProductCodeSet | The type of product the security is associated with. See Product(460) for complete definition. | Added EP52 Updated EP271 |
| 1247 | DerivativeSecurityGroup | String | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. See SecurityGroup(1151) for complete definition. | Added EP52 Updated EP271 |
| 1248 | DerivativeCFICode | String | The type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. See CFICode(461) for complete definition. | Added EP52 Updated EP271 |
| 1249 | DerivativeSecurityType | SecurityTypeCodeSet | The type of security. See SecurityType(167) for complete definition. | Added EP52 Updated EP271 |
| 1250 | DerivativeSecuritySubType | String | Sub-type qualification/identification of the security type. See SecuritySubType(762) for complete definition. | Added EP52 Updated EP271 |
| 1251 | DerivativeMaturityMonthYear | MonthYear | Month and Year of the maturity (used for standardized futures and options). See MaturityMonthYear(200) for complete definition. | Added EP52 Updated EP271 |
| 1252 | DerivativeMaturityDate | LocalMktDate | Date of maturity. See MaturityDate(541) for complete definition. | Added EP52 Updated EP271 |
| 1253 | DerivativeMaturityTime | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified. See MaturityTime(1079) for complete definition. | Added EP52 Updated EP271 |
| 1254 | DerivativeSettleOnOpenFlag | String | Indicator to determine if instrument is settle on open. See SettleOnOpenFlag(966) for complete definition. | Added EP52 Updated EP282 |
| 1255 | DerivativeInstrmtAssignmentMethod | InstrmtAssignmentMethodCodeSet | Method under which assignment was conducted. See InstrmtAssignmentMethod(1049) for complete definition. | Added EP52 Updated EP271 |
| 1256 | DerivativeSecurityStatus | SecurityStatusCodeSet | Indicates the current state of the derivative instrument. See SecurityStatus(965) for complete definition. | Added EP52 Updated EP271 |
| 1257 | DerivativeInstrRegistry | String | Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value ZZ to specify physical ownership of the security (e.g. stock certificate). See InstrRegistry(543) for complete definition. | Added EP52 Updated EP271 |
| 1258 | DerivativeCountryOfIssue | Country | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). See CountryOfIssue(470) for complete definition. | Added EP52 Updated EP271 |
| 1259 | DerivativeStateOrProvinceOfIssue | String | A two-character state or province abbreviation. See StateOrProvinceOfIssue(471) for complete definition. | Added EP52 Updated EP271 |
| 1260 | DerivativeLocaleOfIssue | String | Identifies the locale or region of issue. See LocaleOfIssue(472) for complete definition. | Added EP52 Updated EP271 |
| 1261 | DerivativeStrikePrice | Price | Strike price for an option. See StrikePrice(202) for complete definition. | Added EP52 Updated EP271 |
| 1262 | DerivativeStrikeCurrency | Currency | Currency in which the strike price is denominated. See StrikeCurrency(947) for complete definition. | Added EP52 Updated EP271 |
| 1263 | DerivativeStrikeMultiplier | float | Multiplier applied to the strike price for the purpose of calculating the settlement value. See StrikeMultiplier(967) for complete definition. | Added EP52 Updated EP271 |
| 1264 | DerivativeStrikeValue | float | The number of shares/units for the financial instrument involved in the option trade. See StrikeValue(968) for complete definition. | Added EP52 Updated EP271 |
| 1265 | DerivativeOptAttribute | char | Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. See OptAttribute(206) for complete definition. | Added EP52 Updated EP271 |
| 1266 | DerivativeContractMultiplier | float | Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc.). See ContractMultiplier(231) for complete definition. | Added EP52 Updated EP271 |
| 1267 | DerivativeMinPriceIncrement | float | Minimum price increase for a given exchange-traded Instrument. See MinPriceIncrement(969) for complete definition. | Added EP52 Updated EP271 |
| 1268 | DerivativeMinPriceIncrementAmount | Amt | Minimum price increment amount associated with the minimum price increment. See MinPriceIncrementAmount(1146) for complete definition. | Added EP52 Updated EP271 |
| 1269 | DerivativeUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure of the underlying commodity upon which the contract is based. See UnitOfMeasure(996) for complete definition. | Added EP52 Updated EP271 |
| 1270 | DerivativeUnitOfMeasureQty | Qty | Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based. See UnitOfMeasureQty(1147) for complete definition. | Added EP52 Updated EP271 |
| 1271 | DerivativeTimeUnit | TimeUnitCodeSet | Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties. See TimeUnit(997) for complete definition. | Added EP52 Updated EP271 |
| 1272 | DerivativeSecurityExchange | Exchange | Market used to help identify a security. See SecurityExchange(207) for complete definition. | Added EP52 Updated EP271 |
| 1273 | DerivativePositionLimit | int | Position limit for a given exchange-traded product. See PositionLimit(970) for complete definition. | Added EP52 Updated EP271 |
| 1274 | DerivativeNTPositionLimit | int | Position limit in the near-term contract for a given exchange-traded product. See NTPositionLimit(971) for complete definition. | Added EP52 Updated EP271 |
| 1275 | DerivativeIssuer | String | Name of security issuer. See Issuer(106) for complete definition. | Added EP52 Updated EP271 |
| 1276 | DerivativeIssueDate | LocalMktDate | The date on which the security is issued. See IssueDate(225) for complete definition. | Added EP52 Updated EP271 |
| 1277 | DerivativeEncodedIssuerLen | Length | Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field. See EncodedIssuerLen(348) for complete definition. | Added EP52 Updated EP271 |
| 1278 | DerivativeEncodedIssuer | data | Encoded (non-ASCII characters) representation of the DerivativeIssuer(1275) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeIssuer(1275) field. See EncodedIssuer(349) for complete definition. | Added EP52 Updated EP271 |
| 1279 | DerivativeSecurityDesc | String | Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument. See SecurityDesc(107) for complete definition. | Added EP52 Updated EP271 |
| 1280 | DerivativeEncodedSecurityDescLen | Length | Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field. See EncodedSecurityDescLen(350) for complete definition. | Added EP52 Updated EP271 |
| 1281 | DerivativeEncodedSecurityDesc | data | Encoded (non-ASCII characters) representation of the DerivativeSecurityDesc(1279) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeSecurityDesc(1279) field. See EncodedSecurityDesc(351) for complete definition. | Added EP52 Updated EP271 |
| 1282 | DerivativeSecurityXMLLen | Length | The length of the DerivativeSecurityXML(1283) data block. See SecurityXMLLen(1184) for complete definition. | Added EP52 Updated EP271 |
| 1283 | DerivativeSecurityXML | XMLData | XML definition for the security. See SecurityXML(1185) for complete definition. | Added EP52 Updated EP275 |
| 1284 | DerivativeSecurityXMLSchema | String | The schema used to validate the contents of DerivativeSecurityXML(1283). See SecurityXMLSchema(1186) for complete definition. | Added EP52 Updated EP271 |
| 1285 | DerivativeContractSettlMonth | MonthYear | Specifies when the contract (i.e. MBS/TBA) will settle. See ContractSettlMonth(667) for complete definition. | Added EP52 Updated EP271 |
| 1286 | NoDerivativeEvents | NumInGroup | Number of repeating DerivativeEventType entries. | Added EP52 Updated EP294 |
| 1287 | DerivativeEventType | EventTypeCodeSet | Code to represent the type of event. See EventType(865) for complete definition. | Added EP52 Updated EP271 |
| 1288 | DerivativeEventDate | LocalMktDate | Date of event. See EventDate(866) for complete definition. | Added EP52 Updated EP271 |
| 1289 | DerivativeEventTime | UTCTimestamp | Specific time of event. To be used in combination with DerivativeEventDate(1288). See EventTime(1145) for complete definition. | Added EP52 Updated EP271 |
| 1290 | DerivativeEventPx | Price | Predetermined price of issue at event. See EventPx(867) for complete definition. | Added EP52 Updated EP271 |
| 1291 | DerivativeEventText | String | Comments related to the event. See EventText(868) for complete definition. | Added EP52 Updated EP271 |
| 1292 | NoDerivativeInstrumentParties | NumInGroup | Number of repeating derivative instrument party entries. | Added EP52 Updated EP271 |
| 1293 | DerivativeInstrumentPartyID | String | Party identifier/code. See PartyID(448) for complete definition. | Added EP52 Updated EP271 |
| 1294 | DerivativeInstrumentPartyIDSource | PartyIDSourceCodeSet | Identifies class or source of the DerivativeInstrumentPartyID (1293) value. Required if DerivativeInstrumentPartyID(1293) is specified. See PartyIDSource(447) for complete definition. | Added EP52 Updated EP271 |
| 1295 | DerivativeInstrumentPartyRole | PartyRoleCodeSet | Identifies the type or role of the DerivativeInstrumentPartyID (1293) specified. See PartyRole(452) for complete definition. | Added EP52 Updated EP271 |
| 1296 | NoDerivativeInstrumentPartySubIDs | NumInGroup | Number of derivative instrument party sub IDs. | Added EP52 Updated EP271 |
| 1297 | DerivativeInstrumentPartySubID | String | Party sub-identifier. See PartySubID(523) for complete definition. | Added EP52 Updated EP271 |
| 1298 | DerivativeInstrumentPartySubIDType | PartySubIDTypeCodeSet | Type of party sub-identifier. See PartySubIDType(803) for complete definition. | Added EP52 Updated EP294 |
| 1299 | DerivativeExerciseStyle | ExerciseStyleCodeSet | Type of exercise. See ExerciseStyle(1194) for complete definition. | Added EP52 Updated EP271 |
| 1300 | MarketSegmentID | String | Identifies the market segment | Added EP52 |
| 1301 | MarketID | Exchange | Identifies the market | Added EP52 Updated EP190 |
| 1302 | MaturityMonthYearIncrementUnits | MaturityMonthYearIncrementUnitsCodeSet | Unit of measure for the Maturity Month Year Increment | Added EP52 |
| 1303 | MaturityMonthYearFormat | MaturityMonthYearFormatCodeSet | Format used to generate the MaturityMonthYear for each option | Added EP52 |
| 1304 | StrikeExerciseStyle | ExerciseStyleCodeSet | Expiration Style for an option class: | Added EP52 |
| 1305 | SecondaryPriceLimitType | PriceLimitTypeCodeSet | Describes the how the price limits are expressed | Added EP52 |
| 1306 | PriceLimitType | PriceLimitTypeCodeSet | Describes the how the price limits are expressed. | Added EP52 Updated EP204 |
| 1308 | ExecInstValue | ExecInstCodeSet | Indicates execution instructions that are valid for the specified market segment | Added EP52 Updated EP208 |
| 1309 | NoTradingSessionRules | NumInGroup | Allows trading rules to be expressed by trading session | Added EP52 |
| 1310 | NoMarketSegments | NumInGroup | Number of Market Segments on which a security may trade. | Added EP52 |
| 1311 | NoDerivativeInstrAttrib | NumInGroup | Number of instrument attributes. | Added EP52 Updated EP271 |
| 1312 | NoNestedInstrAttrib | NumInGroup | Added EP52 | |
| 1313 | DerivativeInstrAttribType | InstrAttribTypeCodeSet | Type of instrument attribute. See InstrAttribType(871) for complete definition. | Added EP52 Updated EP271 |
| 1314 | DerivativeInstrAttribValue | String | Attribute value appropriate to the DerivativeInstrAttribValue(1313) field. See InstrAttribValue(872) for complete definition. | Added EP52 Updated EP271 |
| 1315 | DerivativePriceUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the UOM of the price if different from the contract. See PriceUnitOfMeasureQty(1191) for complete definition. | Added EP52 Updated EP271 |
| 1316 | DerivativePriceUnitOfMeasureQty | Qty | Used to express the UOM Quantity of the price if different from the contract. See PriceUnitOfMeasureQty(1192) for complete definition. | Added EP52 Updated EP271 |
| 1317 | DerivativeSettlMethod | SettlMethodCodeSet | Settlement method for a contract or instrument. See SettlMethod(1193) for complete definition. | Added EP52 Updated EP271 |
| 1318 | DerivativePriceQuoteMethod | PriceQuoteMethodCodeSet | Specifies the method for price quotation. See PriceQuoteMethod(1196) for complete definition. | Added EP52 Updated EP271 |
| 1319 | DerivativeValuationMethod | ValuationMethodCodeSet | Specifies the method for price quotation. See ValuationMethod(1197) for complete definition. | Added EP52 Updated EP271 |
| 1320 | DerivativeListMethod | ListMethodCodeSet | Indicates whether instruments are pre-listed only or can also be defined via user request. See ListMethod(1198) for complete definition. | Added EP52 Updated EP271 |
| 1321 | DerivativeCapPrice | Price | Used to express the ceiling price of a capped call. See CapPrice(1199) for complete definition. | Added EP52 Updated EP271 |
| 1322 | DerivativeFloorPrice | Price | Used to express the floor price of a capped put. See FloorPrice(1200) for complete definition. | Added EP52 Updated EP271 |
| 1323 | DerivativePutOrCall | PutOrCallCodeSet | Indicates whether an option contract is a put, call, chooser or undetermined. See PutOrCall(201) for complete definition. | Added EP52 Updated EP271 |
| 1324 | ListUpdateAction | ListUpdateActionCodeSet | If provided, then Instrument occurrence has explicitly changed | Added EP52 Updated EP128 |
| 1325 | ParentMktSegmID | String | Reference to a parent Market Segment. See MarketSegmentID(1300) | Added EP53 |
| 1326 | TradingSessionDesc | String | Trading Session description | Added EP53 |
| 1327 | TradSesUpdateAction | SecurityUpdateActionCodeSet | Specifies the action taken for the specified trading sessions. | Added EP53 |
| 1328 | RejectText | String | Identifies the reason for rejection. | Added EP55 Updated EP103 |
| 1329 | FeeMultiplier | float | This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. | Added EP55 |
| 1330 | UnderlyingLegSymbol | String | Refer to definition for Symbol(55) | Added EP55 Deprecated EP187 |
| 1331 | UnderlyingLegSymbolSfx | String | Refer to definition for SymbolSfx(65) | Added EP55 Deprecated EP187 |
| 1332 | UnderlyingLegSecurityID | String | Refer to definition for SecurityID(48) | Added EP55 Deprecated EP187 |
| 1333 | UnderlyingLegSecurityIDSource | String | Refer to definition for SecurityIDSource(22) | Added EP55 Deprecated EP187 |
| 1334 | NoUnderlyingLegSecurityAltID | NumInGroup | Refer to definition for NoSecurityAltID(454) | Added EP55 Updated EP294 Deprecated EP187 |
| 1335 | UnderlyingLegSecurityAltID | String | Refer to definition for SecurityAltID(455) | Added EP55 Deprecated EP187 |
| 1336 | UnderlyingLegSecurityAltIDSource | String | Refer to definition for SecurityAltIDSource(456) | Added EP55 Updated EP271 Deprecated EP187 |
| 1337 | UnderlyingLegSecurityType | String | Refer to definition for SecurityType(167) | Added EP55 Deprecated EP187 |
| 1338 | UnderlyingLegSecuritySubType | String | Refer to definition for SecuritySubType(762) | Added EP55 Deprecated EP187 |
| 1339 | UnderlyingLegMaturityMonthYear | MonthYear | Refer to definition for MaturityMonthYear(200) | Added EP55 Deprecated EP187 |
| 1340 | UnderlyingLegStrikePrice | Price | Refer to definition for StrikePrice(202) | Added EP55 Deprecated EP187 |
| 1341 | UnderlyingLegSecurityExchange | String | Refer to definition for SecurityExchange(207) | Added EP55 Deprecated EP187 |
| 1342 | NoOfLegUnderlyings | NumInGroup | Number of Underlyings, Identifies the Underlying of the Leg | Added EP55 Updated EP294 Deprecated EP187 |
| 1343 | UnderlyingLegPutOrCall | int | Refer to definition for PutOrCall(201) | Added EP55 Deprecated EP187 |
| 1344 | UnderlyingLegCFICode | String | Refer to definition for CFICode(461) | Added EP55 Deprecated EP187 |
| 1345 | UnderlyingLegMaturityDate | LocalMktDate | Date of maturity. | Added EP55 Deprecated EP187 |
| 1346 | ApplReqID | String | Unique identifier for request | Added EP63 |
| 1347 | ApplReqType | ApplReqTypeCodeSet | Type of Application Message Request being made. | Added EP63 |
| 1348 | ApplResponseType | ApplResponseTypeCodeSet | Used to indicate the type of acknowledgement being sent. | Added EP63 |
| 1349 | ApplTotalMessageCount | int | Total number of messages included in transmission. | Added EP63 |
| 1350 | ApplLastSeqNum | SeqNum | Application sequence number of last message in transmission | Added EP63 |
| 1351 | NoApplIDs | NumInGroup | Specifies number of application id occurrences | Added EP63 Updated EP294 |
| 1352 | ApplResendFlag | Boolean | Used to indicate that a message is being sent in response to an Application Message Request. 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 | Added EP63 |
| 1353 | ApplResponseID | String | Identifier for the Applicaton Message Request Ack | Added EP63 |
| 1354 | ApplResponseError | ApplResponseErrorCodeSet | Used to return an error code or text associated with a response to an Application Request. | Added EP63 |
| 1355 | RefApplID | String | Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component | Added EP63 |
| 1356 | ApplReportID | String | Identifier for the Application Sequence Reset | Added EP63 |
| 1357 | RefApplLastSeqNum | SeqNum | Application sequence number of last message in transmission. | Added EP63 |
| 1358 | LegPutOrCall | PutOrCallCodeSet | Indicates whether a leg option contract is a put, call, chooser or undetermined. | Added EP52 Updated EP238 |
| 1361 | TotNoFills | int | Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. | Added EP58 |
| 1362 | NoFills | NumInGroup | Added EP58 Updated EP294 | |
| 1363 | FillExecID | String | Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, | Added EP58 |
| 1364 | FillPx | Price | Price of Fill. Refer to LastPx(31). | Added EP58 |
| 1365 | FillQty | Qty | Quantity of Fill. Refer to LastQty(32). | Added EP58 |
| 1366 | LegAllocID | String | The AllocID(70) of an individual leg of a multileg order. | Added EP58 |
| 1367 | LegAllocSettlCurrency | Currency | Identifies settlement currency for the leg level allocation. | Added EP58 |
| 1368 | TradSesEvent | TradSesEventCodeSet | Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. | Added EP58 |
| 1369 | MassActionReportID | String | Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) | Added EP58 |
| 1370 | NoNotAffectedOrders | NumInGroup | Number of not affected orders in the repeating group of order ids. | Added EP58 Updated EP294 |
| 1371 | NotAffectedOrderID | String | OrderID(37) of an order not affected by a mass cancel or mass action request. | Added EP58 Updated EP131 |
| 1372 | NotAffOrigClOrdID | String | ClOrdID(11) of an order not affected by a mass cancel or mass action request. | Added EP58 Updated EP131 |
| 1373 | MassActionType | MassActionTypeCodeSet | Specifies the type of action requested | Added EP58 |
| 1374 | MassActionScope | MassActionScopeCodeSet | Specifies scope of Order Mass Action Request. | Added EP58 Updated EP85 |
| 1375 | MassActionResponse | MassActionResponseCodeSet | Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. | Added EP58 |
| 1376 | MassActionRejectReason | MassActionRejectReasonCodeSet | Reason Order Mass Action Request was rejected | Added EP58 |
| 1377 | MultilegModel | MultilegModelCodeSet | Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. | Added EP59 Updated EP195 |
| 1378 | MultilegPriceMethod | MultilegPriceMethodCodeSet | Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) | Added EP59 |
| 1379 | LegVolatility | float | Specifies the volatility of an instrument leg. | Added EP59 |
| 1380 | DividendYield | Percentage | The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. | Added EP59 |
| 1381 | LegDividendYield | Percentage | Refer to definition for DividendYield(1380). | Added EP59 |
| 1382 | CurrencyRatio | float | Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 | Added EP59 |
| 1383 | LegCurrencyRatio | float | Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 | Added EP59 |
| 1384 | LegExecInst | ExecInstCodeSet | Refer to ExecInst(18) Same values as ExecInst(18) | Added EP59 |
| 1385 | ContingencyType | ContingencyTypeCodeSet | Defines the type of contingency. | Added EP60 |
| 1386 | ListRejectReason | ListRejectReasonCodeSet | Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. | Added EP60 |
| 1387 | NoTrdRepIndicators | NumInGroup | Number of trade reporting indicators | Added EP61 Updated EP294 |
| 1388 | TrdRepPartyRole | PartyRoleCodeSet | Identifies the type of party for trade reporting. Same values as PartyRole(452). | Added EP61 |
| 1389 | TrdRepIndicator | Boolean | Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). | Added EP61 |
| 1390 | TradePublishIndicator | TradePublishIndicatorCodeSet | Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852). | Added EP61 Updated EP229 |
| 1391 | UnderlyingLegOptAttribute | char | Refer to definition of OptAttribute(206) | Added EP55 Deprecated EP187 |
| 1392 | UnderlyingLegSecurityDesc | String | Refer to definition of SecurityDesc(107) | Added EP55 Deprecated EP187 |
| 1393 | MarketReqID | String | Unique ID of a Market Definition Request message. | Added EP53 |
| 1394 | MarketReportID | String | Market Definition message identifier. | Added EP53 |
| 1395 | MarketUpdateAction | SecurityUpdateActionCodeSet | Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). | Added EP53 |
| 1396 | MarketSegmentDesc | String | Description or name of Market Segment | Added EP53 |
| 1397 | EncodedMktSegmDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. | Added EP53 Updated EP229 |
| 1398 | EncodedMktSegmDesc | data | Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. | Added EP53 |
| 1399 | ApplNewSeqNum | SeqNum | Used to specify a new application sequence number. | Added EP63 |
| 1400 | EncryptedPasswordMethod | int | Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. | Added EP56 |
| 1401 | EncryptedPasswordLen | Length | Length of the EncryptedPassword(1402) field | Added EP56 Updated EP208 |
| 1402 | EncryptedPassword | data | Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) | Added EP56 |
| 1403 | EncryptedNewPasswordLen | Length | Length of the EncryptedNewPassword(1404) field | Added EP56 Updated EP208 |
| 1404 | EncryptedNewPassword | data | Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) | Added EP56 |
| 1405 | UnderlyingLegMaturityTime | TZTimeOnly | Time of security's maturity expressed in local time with offset to UTC specified | Added EP55 Deprecated EP187 |
| 1406 | RefApplExtID | int | The extension pack number associated with an application message. | Added EP56 |
| 1407 | DefaultApplExtID | int | The extension pack number that is the default for a FIX session. | Added EP56 |
| 1408 | DefaultCstmApplVerID | String | The default custom application version ID that is the default for a session. | Added EP56 |
| 1409 | SessionStatus | SessionStatusCodeSet | Status of a FIX session | Added EP56 |
| 1410 | DefaultVerIndicator | Boolean | Indicates that the application version identified in the fields RefApplVerID(1130), RefApplExtID(1406), and RefCstmApplVerID(1131) is the default for the message type identified in RefMsgType(372) field. | Added EP56 Updated EP275 |
| 1411 | Nested4PartySubIDType | PartySubIDTypeCodeSet | Refer to definition of PartySubIDType(803) | Added EP69 Updated EP294 |
| 1412 | Nested4PartySubID | String | Refer to definition of PartySubID(523) | Added EP69 |
| 1413 | NoNested4PartySubIDs | NumInGroup | Refer to definition of NoPartySubIDs(802) | Added EP69 Updated EP294 |
| 1414 | NoNested4PartyIDs | NumInGroup | Refer to definition of NoPartyIDs(453) | Added EP69 Updated EP294 |
| 1415 | Nested4PartyID | String | Refer to definition of PartyID(448) | Added EP69 |
| 1416 | Nested4PartyIDSource | PartyIDSourceCodeSet | Refer to definition of PartyIDSource(447) | Added EP69 |
| 1417 | Nested4PartyRole | PartyRoleCodeSet | Refer to definition of PartyRole(452) | Added EP69 |
| 1418 | LegLastQty | Qty | Fill quantity for the leg instrument | Added EP72 |
| 1419 | UnderlyingExerciseStyle | ExerciseStyleCodeSet | Type of exercise of a derivatives security | Added EP52 |
| 1420 | LegExerciseStyle | ExerciseStyleCodeSet | Type of exercise of a derivatives security | Added EP52 |
| 1421 | LegPriceUnitOfMeasure | UnitOfMeasureCodeSet | Refer to definition for PriceUnitOfMeasure(1191) | Added EP52 |
| 1422 | LegPriceUnitOfMeasureQty | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | Added EP52 |
| 1423 | UnderlyingUnitOfMeasureQty | Qty | Refer to definition of UnitOfMeasureQty(1147) | Added EP52 |
| 1424 | UnderlyingPriceUnitOfMeasure | UnitOfMeasureCodeSet | Refer to definition for PriceUnitOfMeasure(1191) | Added EP52 |
| 1425 | UnderlyingPriceUnitOfMeasureQty | Qty | Refer to definition of PriceUnitOfMeasureQty(1192) | Added EP52 |
| 1426 | ApplReportType | ApplReportTypeCodeSet | Type of report | Added FIX.5.0SP2 |
| 1427 | SideExecID | String | When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. | Added EP77 |
| 1428 | OrderDelay | int | Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). | Added EP77 |
| 1429 | OrderDelayUnit | OrderDelayUnitCodeSet | Time unit in which the OrderDelay(1428) is expressed | Added EP77 |
| 1430 | VenueType | VenueTypeCodeSet | Identifies the type of venue where a trade was executed. | Added EP77 Updated EP286 |
| 1431 | RefOrdIDReason | RefOrdIDReasonCodeSet | The reason for updating the RefOrdID | Added EP77 |
| 1432 | OrigCustOrderCapacity | OrigCustOrderCapacityCodeSet | The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). | Added EP77 |
| 1433 | RefApplReqID | String | Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) | Added EP78 |
| 1434 | ModelType | ModelTypeCodeSet | Type of pricing model used | Added EP79 |
| 1435 | ContractMultiplierUnit | ContractMultiplierUnitCodeSet | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. | Added EP80 |
| 1436 | LegContractMultiplierUnit | ContractMultiplierUnitCodeSet | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(614) is expressed in. | Added EP80 Updated EP271 |
| 1437 | UnderlyingContractMultiplierUnit | ContractMultiplierUnitCodeSet | Indicates the type of multiplier being applied to the contract. | Added EP80 Updated EP204 |
| 1438 | DerivativeContractMultiplierUnit | ContractMultiplierUnitCodeSet | Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(1266)is expressed in. See ContractMultiplierUnit(1435) for complete definition. | Added EP80 Updated EP271 |
| 1439 | FlowScheduleType | FlowScheduleTypeCodeSet | The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak". | Added EP80 Updated EP238 |
| 1440 | LegFlowScheduleType | FlowScheduleTypeCodeSet | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". | Added EP80 |
| 1441 | UnderlyingFlowScheduleType | FlowScheduleTypeCodeSet | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". | Added EP80 |
| 1442 | DerivativeFlowScheduleType | FlowScheduleTypeCodeSet | The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". See FlowScheduleType(1439) for complete definition. | Added EP80 Updated EP271 |
| 1443 | FillLiquidityInd | LastLiquidityIndCodeSet | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled | Added EP81 |
| 1444 | SideLiquidityInd | LastLiquidityIndCodeSet | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. | Added EP81 |
| 1445 | NoRateSources | NumInGroup | Number of rate sources being specified. | Added EP82 Updated EP294 |
| 1446 | RateSource | RateSourceCodeSet | Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. | Added EP82 Updated EP293 |
| 1447 | RateSourceType | RateSourceTypeCodeSet | Indicates whether the rate source specified is a primary or secondary source. | Added EP82 |
| 1448 | ReferencePage | String | Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP82 Updated EP161 |
| 1449 | RestructuringType | RestructuringTypeCodeSet | A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. | Added EP83 Updated EP169 |
| 1450 | Seniority | SeniorityCodeSet | Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. | Added EP83 Updated EP235 |
| 1451 | NotionalPercentageOutstanding | Percentage | Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. | Added EP83 |
| 1452 | OriginalNotionalPercentageOutstanding | Percentage | Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). | Added EP83 |
| 1453 | UnderlyingRestructuringType | RestructuringTypeCodeSet | See RestructuringType(1449) | Added EP83 |
| 1454 | UnderlyingSeniority | SeniorityCodeSet | See Seniority(1450) | Added EP83 |
| 1455 | UnderlyingNotionalPercentageOutstanding | Percentage | See NotionalPercentageOutstanding(1451) | Added EP83 |
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | Percentage | See OriginalNotionalPercentageOutstanding(1452) | Added EP83 |
| 1457 | AttachmentPoint | Percentage | Lower bound percentage of the loss that the tranche can endure. | Added EP83 |
| 1458 | DetachmentPoint | Percentage | Upper bound percentage of the loss the tranche can endure. | Added EP83 |
| 1459 | UnderlyingAttachmentPoint | Percentage | See AttachmentPoint(1457). | Added EP83 |
| 1460 | UnderlyingDetachmentPoint | Percentage | See DetachmentPoint(1458). | Added EP83 |
| 1461 | NoTargetPartyIDs | NumInGroup | Identifies the number of target parties identified in a mass action. | Added EP85 |
| 1462 | TargetPartyID | String | PartyID value within an target party repeating group. | Added EP85 |
| 1463 | TargetPartyIDSource | PartyIDSourceCodeSet | PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) | Added EP85 |
| 1464 | TargetPartyRole | PartyRoleCodeSet | PartyRole value within an target party repeating group. Same values as PartyRole (452) | Added EP85 |
| 1465 | SecurityListID | String | Specifies an identifier for a Security List | Added EP87 |
| 1466 | SecurityListRefID | String | Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. | Added EP87 |
| 1467 | SecurityListDesc | String | Specifies a description or name of a Security List. | Added EP87 |
| 1468 | EncodedSecurityListDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc(1469) field. | Added EP87 Updated EP271 |
| 1469 | EncodedSecurityListDesc | data | Encoded (non-ASCII characters) representation of the SecurityListDesc(1467) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc(1467) field. | Added EP87 Updated EP271 |
| 1470 | SecurityListType | SecurityListTypeCodeSet | Specifies a type of Security List. | Added EP87 |
| 1471 | SecurityListTypeSource | SecurityListTypeSourceCodeSet | Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. | Added EP87 |
| 1472 | NewsID | String | Unique identifier for a News message | Added EP90 |
| 1473 | NewsCategory | NewsCategoryCodeSet | Category of news message. | Added EP90 Updated EP271 |
| 1474 | LanguageCode | Language | The national language in which the news item is provided. | Added EP90 |
| 1475 | NoNewsRefIDs | NumInGroup | Number of News reference items | Added EP90 |
| 1476 | NewsRefID | String | Reference to another News message identified by NewsID(1474). | Added EP90 |
| 1477 | NewsRefType | NewsRefTypeCodeSet | Type of reference to another News(35=B) message item. | Added EP90 Updated EP190 |
| 1478 | StrikePriceDeterminationMethod | StrikePriceDeterminationMethodCodeSet | Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. | Added EP92 Updated EP169 |
| 1479 | StrikePriceBoundaryMethod | StrikePriceBoundaryMethodCodeSet | Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. | Added EP92 |
| 1480 | StrikePriceBoundaryPrecision | Percentage | Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | Added EP92 |
| 1481 | UnderlyingPriceDeterminationMethod | UnderlyingPriceDeterminationMethodCodeSet | Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). | Added EP92 |
| 1482 | OptPayoutType | OptPayoutTypeCodeSet | Indicates the type of valuation method or payout trigger for an in-the-money option. | Added EP92 Updated EP238 |
| 1483 | NoComplexEvents | NumInGroup | Number of complex event occurrences. | Added EP92 |
| 1484 | ComplexEventType | ComplexEventTypeCodeSet | Identifies the type of complex event. | Added EP92 |
| 1485 | ComplexOptPayoutAmount | Amt | Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. | Added EP92 |
| 1486 | ComplexEventPrice | Price | Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). | Added EP92 |
| 1487 | ComplexEventPriceBoundaryMethod | ComplexEventPriceBoundaryMethodCodeSet | Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. | Added EP92 |
| 1488 | ComplexEventPriceBoundaryPrecision | Percentage | Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | Added EP92 |
| 1489 | ComplexEventPriceTimeType | ComplexEventPriceTimeTypeCodeSet | Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). | Added EP92 Updated EP169 |
| 1490 | ComplexEventCondition | ComplexEventConditionCodeSet | Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. | Added EP92 |
| 1491 | NoComplexEventDates | NumInGroup | Number of complex event date occurrences for a given complex event. | Added EP92 |
| 1492 | ComplexEventStartDate | UTCDateOnly | Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. | Added EP92 Updated EP195 |
| 1493 | ComplexEventEndDate | UTCDateOnly | Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. | Added EP92 Updated EP195 |
| 1494 | NoComplexEventTimes | NumInGroup | Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. | Added EP92 |
| 1495 | ComplexEventStartTime | UTCTimeOnly | Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. | Added EP92 |
| 1496 | ComplexEventEndTime | UTCTimeOnly | Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. | Added EP92 |
| 1497 | StreamAsgnReqID | String | Unique identifier for the stream assignment request provided by the requester. | Added EP93 |
| 1498 | StreamAsgnReqType | StreamAsgnReqTypeCodeSet | Type of stream assignment request. | Added EP93 |
| 1499 | NoAsgnReqs | NumInGroup | Number of assignment requests. | Added EP93 |
| 1500 | MDStreamID | String | The identifier or name of the price stream. | Added EP93 |
| 1501 | StreamAsgnRptID | String | Unique identifier of the stream assignment report provided by the respondent. | Added EP93 |
| 1502 | StreamAsgnRejReason | StreamAsgnRejReasonCodeSet | Reason code for stream assignment request reject. | Added EP93 |
| 1503 | StreamAsgnAckType | StreamAsgnAckTypeCodeSet | Type of acknowledgement. | Added EP93 |
| 1504 | RelSymTransactTime | UTCTimestamp | See TransactTime(60) | Added EP94 |
| 1505 | PartyDetailsListRequestID | String | Unique identifier for PartyDetailsListRequest. | Added EP105 |
| 1506 | SideTradeID | String | Used to represent the trade ID for each side of the trade assigned by an intermediary. | Added EP107 |
| 1507 | SideOrigTradeID | String | Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. | Added EP107 |
| 1508 | NoRequestedPartyRoles | NumInGroup | Number of requested party roles. | Added EP105 |
| 1509 | RequestedPartyRole | PartyRoleCodeSet | Identifies the type or role of party that has been requested. | Added EP105 |
| 1510 | PartyDetailsListReportID | String | Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. | Added EP105 |
| 1511 | RequestResult | RequestResultCodeSet | Result of a request as identified by the appropriate request ID field | Added EP105 |
| 1512 | TotNoParties | int | Total number of PartyListGrp returned. | Added EP105 |
| 1513 | DocumentationText | String | A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" | Added EP169 |
| 1514 | NoPartyRelationships | NumInGroup | Number of party relationships. | Added EP105 |
| 1515 | PartyRelationship | PartyRelationshipCodeSet | Used to specify the type of the party relationship. | Added EP105 |
| 1516 | NoPartyDetailAltID | NumInGroup | Number of party alternative identifiers. | Added EP105 |
| 1517 | PartyDetailAltID | String | An alternate party identifier for the party specified in PartyDetailID(1691) | Added EP105 |
| 1518 | PartyDetailAltIDSource | PartyIDSourceCodeSet | Identifies the source of the PartyDetailAltID(1517) value. | Added EP105 |
| 1519 | NoPartyDetailAltSubIDs | NumInGroup | Number of party detail alternate sub-identifiers. | Added EP105 |
| 1520 | PartyDetailAltSubID | String | Sub-identifier for the party specified in PartyDetailAltID(1517). | Added EP105 |
| 1521 | PartyDetailAltSubIDType | PartySubIDTypeCodeSet | Type of PartyDetailAltSubID(1520) value. | Added EP105 |
| 1522 | DifferentialPrice | PriceOffset | Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case. Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31). | Added EP107 Updated EP217 |
| 1523 | TrdAckStatus | TrdAckStatusCodeSet | Used to indicate the status of the trade submission (not the trade report) | Added EP107 |
| 1524 | PriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | Added EP107 |
| 1525 | EncodedDocumentationTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. | Added EP169 |
| 1526 | UnderlyingPriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | Added EP107 |
| 1527 | EncodedDocumentationText | data | Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. | Added EP169 |
| 1528 | LegPriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | Added EP107 |
| 1529 | NoRiskLimitTypes | NumInGroup | Number of risk limits with associated warning levels. | Added EP105 |
| 1530 | RiskLimitType | RiskLimitTypeCodeSet | Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. | Added EP105 Updated EP204 |
| 1531 | RiskLimitAmount | Amt | Specifies the risk limit amount. | Added EP105 |
| 1532 | RiskLimitCurrency | Currency | Used to specify the currency of the risk limit amount. | Added EP105 |
| 1533 | RiskLimitPlatform | String | The area to which risk limit is applicable. This can be a trading platform or an offering. | Added EP105 |
| 1534 | NoRiskInstrumentScopes | NumInGroup | Number of risk instrument scopes. | Added EP105 |
| 1535 | InstrumentScopeOperator | InstrumentScopeOperatorCodeSet | Operator to perform on the instrument(s) specified | Added EP105 |
| 1536 | InstrumentScopeSymbol | String | Used to limit instrument scope to specified symbol. See Symbol(55) field for description. | Added EP105 |
| 1537 | InstrumentScopeSymbolSfx | SymbolSfxCodeSet | Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. | Added EP105 Updated EP282 |
| 1538 | InstrumentScopeSecurityID | String | Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. | Added EP105 |
| 1539 | InstrumentScopeSecurityIDSource | SecurityIDSourceCodeSet | Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. | Added EP105 Updated EP265 |
| 1540 | NoInstrumentScopeSecurityAltID | NumInGroup | Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). | Added EP105 |
| 1541 | InstrumentScopeSecurityAltID | String | Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. | Added EP105 |
| 1542 | InstrumentScopeSecurityAltIDSource | SecurityIDSourceCodeSet | Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for complete definition. | Added EP105 Updated EP271 |
| 1543 | InstrumentScopeProduct | ProductCodeSet | Used to limit instrument scope to specified instrument product category. See Product (460) field for description. | Added EP105 |
| 1544 | InstrumentScopeProductComplex | String | Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. | Added EP105 |
| 1545 | InstrumentScopeSecurityGroup | String | Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. | Added EP105 |
| 1546 | InstrumentScopeCFICode | String | Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. | Added EP105 |
| 1547 | InstrumentScopeSecurityType | SecurityTypeCodeSet | Used to limit instrument scope to specified security type. See SecurityType(167) field for description). | Added EP105 |
| 1548 | InstrumentScopeSecuritySubType | String | Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. | Added EP105 |
| 1549 | InstrumentScopeMaturityMonthYear | MonthYear | Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. | Added EP105 |
| 1550 | InstrumentScopeMaturityTime | TZTimeOnly | Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. | Added EP105 |
| 1551 | InstrumentScopeRestructuringType | String | Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. | Added EP105 |
| 1552 | InstrumentScopeSeniority | String | Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. | Added EP105 |
| 1553 | InstrumentScopePutOrCall | PutOrCallCodeSet | Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. | Added EP105 |
| 1554 | InstrumentScopeFlexibleIndicator | Boolean | Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. | Added EP105 |
| 1555 | InstrumentScopeCouponRate | Percentage | Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. | Added EP105 |
| 1556 | InstrumentScopeSecurityDesc | String | Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. | Added EP105 |
| 1557 | InstrumentScopeSettlType | SettlTypeCodeSet | Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. | Added EP105 |
| 1558 | RiskInstrumentMultiplier | float | Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. | Added EP105 |
| 1559 | NoRiskWarningLevels | NumInGroup | Number of risk warning levels. | Added EP105 |
| 1560 | RiskWarningLevelPercent | Percentage | Percent of risk limit at which a warning is issued. | Added EP105 |
| 1561 | RiskWarningLevelName | String | Name or error message associated with the risk warning level. | Added EP105 |
| 1562 | NoRelatedPartyDetailID | NumInGroup | Number of related party detail identifiers. | Added EP105 |
| 1563 | RelatedPartyDetailID | String | Party identifier for the party related to the party specified in PartyDetailID(1691). | Added EP105 |
| 1564 | RelatedPartyDetailIDSource | PartyIDSourceCodeSet | Identifies the source of the RelatedPartyDetailID(1563). | Added EP105 |
| 1565 | RelatedPartyDetailRole | PartyRoleCodeSet | Identifies the type or role of the RelatedPartyDetailID(1563) specified. | Added EP105 |
| 1566 | NoRelatedPartyDetailSubIDs | NumInGroup | Number of related party detail sub-identifiers. | Added EP105 |
| 1567 | RelatedPartyDetailSubID | String | Sub-identifier for the party specified in RelatedPartyID(1563). | Added EP105 |
| 1568 | RelatedPartyDetailSubIDType | PartySubIDTypeCodeSet | Type of RelatedPartyDetailSubID(1567) value. | Added EP105 |
| 1569 | NoRelatedPartyDetailAltID | NumInGroup | Number of related party detail alternate identifiers. | Added EP105 |
| 1570 | RelatedPartyDetailAltID | String | An alternate party identifier for the party specified in RelatedPartyID(1563). | Added EP105 |
| 1571 | RelatedPartyDetailAltIDSource | PartyIDSourceCodeSet | Identifies the source of the RelatedPartyDetailAltID(1570) value. | Added EP105 |
| 1572 | NoRelatedPartyDetailAltSubIDs | NumInGroup | Number of related party detail alternate sub-identifiers. | Added EP105 |
| 1573 | RelatedPartyDetailAltSubID | String | Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). | Added EP105 |
| 1574 | RelatedPartyDetailAltSubIDType | PartySubIDTypeCodeSet | Type of RelatedPartyDetailAltSubID(1573) value. | Added EP105 |
| 1575 | SwapSubClass | SwapSubClassCodeSet | The sub-classification or notional schedule type of the swap. | Added EP169 Updated EP238 |
| 1576 | DerivativePriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency(tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. See PriceQuoteCurrency(1524) for complete definition. | Added EP107 Updated EP271 |
| 1577 | SettlRateIndex | String | In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. | Added EP169 |
| 1578 | EncodedEventTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. | Added EP161 |
| 1579 | EncodedEventText | data | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. | Added EP161 |
| 1580 | SettlRateIndexLocation | String | This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. | Added EP169 |
| 1581 | OptionExpirationDesc | String | Description of the option expiration. | Added EP169 |
| 1582 | NoSecurityClassifications | NumInGroup | Number of Security Classifications. | Added EP107 |
| 1583 | SecurityClassificationReason | SecurityClassificationReasonCodeSet | Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. | Added EP107 |
| 1584 | SecurityClassificationValue | String | Specifies the product classification value which further details the manner in which the instrument participates in the class. | Added EP107 |
| 1585 | PosAmtReason | PosAmtReasonCodeSet | Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. | Added EP107 |
| 1586 | NoLegPosAmt | NumInGroup | Number of TrdInstrmtLegPosAmt values. | Added EP107 |
| 1587 | LegPosAmt | Amt | Leg position amount. | Added EP107 |
| 1588 | LegPosAmtType | PosAmtTypeCodeSet | Type of leg position amount. | Added EP107 |
| 1589 | LegPosCurrency | Currency | Leg position currency. | Added EP107 |
| 1590 | LegPosAmtReason | PosAmtReasonCodeSet | Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. | Added EP107 |
| 1591 | LegQtyType | QtyTypeCodeSet | Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. | Added EP107 |
| 1592 | DiscountFactor | float | Used to calculate the present value of an amount to be paid in the future. | Added EP107 |
| 1593 | ParentAllocID | String | Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. | Added EP107 |
| 1594 | LegSecurityGroup | String | Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. | Added EP107 |
| 1595 | PositionContingentPrice | Price | Risk adjusted price used to calculate variation margin on a position. | Added EP109 |
| 1596 | ClearingTradePrice | Price | Alternate clearing price | Added EP111 |
| 1597 | SideClearingTradePrice | Price | Alternate clearing price for the side being reported. | Added EP111 |
| 1598 | SideClearingTradePriceType | SideClearingTradePriceTypeCodeSet | Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). | Added EP111 |
| 1599 | SidePriceDifferential | Price | Price Differential between the front and back leg of a spread or complex instrument. | Added EP111 |
| 1600 | FIXEngineName | String | Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name. | Added EP113 |
| 1601 | FIXEngineVersion | String | Provides the version of the infrastructure component. | Added EP113 |
| 1602 | FIXEngineVendor | String | Provides the name of the vendor providing the infrastructure component. | Added EP113 |
| 1603 | ApplicationSystemName | String | Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS. | Added EP113 |
| 1604 | ApplicationSystemVersion | String | Provides the version of the application system being used to initiate FIX application messages. | Added EP113 |
| 1605 | ApplicationSystemVendor | String | Provides the vendor of the application system. | Added EP113 |
| 1606 | NumOfSimpleInstruments | int | Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. | Added EP114 |
| 1607 | SecurityRejectReason | SecurityRejectReasonCodeSet | Identifies the reason a security definition request is being rejected. | Added EP114 |
| 1608 | InitialDisplayQty | Qty | Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. | Added EP115 |
| 1609 | ThrottleStatus | ThrottleStatusCodeSet | Indicates whether a message was queued as a result of throttling. | Added EP116 |
| 1610 | NoThrottles | NumInGroup | Indicates number of repeating groups to follow. | Added EP116 |
| 1611 | ThrottleAction | ThrottleActionCodeSet | Action to take should throttle limit be exceeded. | Added EP116 |
| 1612 | ThrottleType | ThrottleTypeCodeSet | Type of throttle. | Added EP116 |
| 1613 | ThrottleNoMsgs | int | Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. | Added EP116 |
| 1614 | ThrottleTimeInterval | int | Value of the time interval in which the rate throttle is applied. | Added EP116 |
| 1615 | ThrottleTimeUnit | OrderDelayUnitCodeSet | Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). | Added EP116 |
| 1616 | InstrumentScopeSecurityExchange | Exchange | Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. | Added EP105 |
| 1617 | StreamAsgnType | StreamAsgnTypeCodeSet | The type of assignment being affected in the Stream Assignment Report. | Added EP93 |
| 1618 | NoThrottleMsgType | NumInGroup | Number of ThrottleMsgType fields. | Added EP116 |
| 1619 | ThrottleMsgType | MsgTypeCodeSet | The MsgType (35) of the FIX message being referenced. | Added EP116 |
| 1620 | InstrumentScopeEncodedSecurityDescLen | Length | Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field | Added EP105 Updated EP271 |
| 1621 | InstrumentScopeEncodedSecurityDesc | data | Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc(1556) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc(1556) field. | Added EP105 Updated EP271 |
| 1622 | FillYieldType | String | Yield Type, using same values as YieldType (235) | Added EP98 |
| 1623 | FillYield | Percentage | Yield Percentage, using same values as Yield (236) | Added EP98 |
| 1624 | NoMatchInst | NumInGroup | Number of Instructions in the <MatchingInstructions> repeating group. | Added EP99 |
| 1625 | MatchInst | MatchInstCodeSet | Matching Instruction for the order. | Added EP99 |
| 1626 | MatchAttribTagID | TagNum | Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. | Added EP99 |
| 1627 | MatchAttribValue | String | Value of MatchAttribTagID(1626) on which to apply the matching instruction. | Added EP99 |
| 1628 | TriggerScope | TriggerScopeCodeSet | Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). | Added EP100 |
| 1629 | ExposureDuration | int | This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). | Added EP100 Updated EP159 |
| 1630 | NoLimitAmts | NumInGroup | The number of limit amount entries. | Added EP100 Updated EP294 |
| 1631 | LimitAmtType | LimitAmtTypeCodeSet | Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). | Added EP100 |
| 1632 | LastLimitAmt | Amt | The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. | Added EP100 |
| 1633 | LimitAmtRemaining | Amt | The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. | Added EP100 |
| 1634 | LimitAmtCurrency | Currency | Indicates the currency that the limit amount is specified in. | Added EP100 Updated EP273 |
| 1635 | MarginReqmtInqID | String | Unique identifier of the MarginRequirementInquiry. | Added EP102 |
| 1636 | NoMarginReqmtInqQualifier | NumInGroup | Number of margin requirement inquiry qualifiers. | Added EP102 |
| 1637 | MarginReqmtInqQualifier | MarginReqmtInqQualifierCodeSet | Qualifier for MarginRequirementInquiry to identify a specific report. | Added EP102 |
| 1638 | MarginReqmtRptType | MarginReqmtRptTypeCodeSet | Type of MarginRequirementReport. | Added EP102 |
| 1639 | MarginClass | String | Identifier for group of instruments with similar risk profile. | Added EP102 |
| 1640 | MarginReqmtInqStatus | CollInquiryStatusCodeSet | Status of MarginRequirementInquiry. | Added EP102 |
| 1641 | MarginReqmtInqResult | MarginReqmtInqResultCodeSet | Result returned in response to MarginRequirementInquiry. | Added EP102 |
| 1642 | MarginReqmtRptID | String | Identifier for the MarginRequirementReport message. | Added EP102 |
| 1643 | NoMarginAmt | NumInGroup | Number of margin requirement amounts. | Added EP102 |
| 1644 | MarginAmtType | MarginAmtTypeCodeSet | Type of margin requirement amount being specified. | Added EP102 |
| 1645 | MarginAmt | Amt | Amount of margin requirement. | Added EP102 |
| 1646 | MarginAmtCcy | Currency | Currency of the MarginAmt(1645). | Added EP102 |
| 1647 | NoRelatedInstruments | NumInGroup | Number of related instruments | Added EP103 |
| 1648 | RelatedInstrumentType | RelatedInstrumentTypeCodeSet | The type of instrument relationship | Added EP103 |
| 1649 | RelatedSymbol | String | Ticker symbol of the related security. Common "human understood" representation of the security. | Added EP103 Updated EP187 |
| 1650 | RelatedSecurityID | String | Related security identifier value of RelatedSecurityIDSource(1651) type. | Added EP103 Updated EP187 |
| 1651 | RelatedSecurityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the RelatedSecurityID (1650) value. | Added EP103 Updated EP187 |
| 1652 | RelatedSecurityType | SecurityTypeCodeSet | Security type of the related instrument. | Added EP103 Updated EP271 |
| 1653 | RelatedMaturityMonthYear | MonthYear | Expiration date for the related instrument contract. | Added EP103 Updated EP187 |
| 1654 | CoveredQty | Qty | Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). | Added EP103 Updated EP141 |
| 1655 | MarketMakerActivity | MarketMakerActivityCodeSet | Indicates market maker participation in security. | Added EP104 |
| 1656 | NoInstrumentScopes | NumInGroup | Number of instrument scopes. | Added EP105 |
| 1657 | NoRequestingPartyIDs | NumInGroup | Number of requesting party identifiers. | Added EP105 |
| 1658 | RequestingPartyID | String | Party identifier for the requesting party. | Added EP105 |
| 1659 | RequestingPartyIDSource | PartyIDSourceCodeSet | Identifies the source of the RequestingPartyID(1658) value. | Added EP105 |
| 1660 | RequestingPartyRole | PartyRoleCodeSet | Identifies the type or role of the RequestingPartyID(1658) specified. | Added EP105 |
| 1661 | NoRequestingPartySubIDs | NumInGroup | Number of requesting party sub-identifiers. | Added EP105 |
| 1662 | RequestingPartySubID | String | Sub-identifier for the party specified in RequestingPartyID(1658). | Added EP105 |
| 1663 | RequestingPartySubIDType | PartySubIDTypeCodeSet | Type of RequestingPartySubID(1662) value. | Added EP105 Updated EP294 |
| 1664 | EncodedRejectTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. | Added EP105 Updated EP192 |
| 1665 | EncodedRejectText | data | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. | Added EP105 Updated EP192 |
| 1666 | RiskLimitRequestID | String | Unique identifier for the PartyRiskLimitsRequest | Added EP105 |
| 1667 | RiskLimitReportID | String | Identifier for the PartyRiskLimitsReport | Added EP105 |
| 1668 | NoRequestedRiskLimitType | NumInGroup | Number of risk limit types requested. | Added EP105 |
| 1669 | NoRiskLimits | NumInGroup | Number of risk limits for different instrument scopes. | Added EP105 |
| 1670 | RiskLimitID | String | Unique reference identifier for a specific risk limit defined for the specified party. | Added EP105 Updated EP171 |
| 1671 | NoPartyDetails | NumInGroup | Number of party details. | Added EP105 |
| 1672 | PartyDetailStatus | PartyDetailStatusCodeSet | Indicates the status of the party identified with PartyDetailID(1691). | Added EP105 |
| 1673 | MatchInstMarketID | Exchange | Identifies the market to which the matching instruction applies. | Added EP99 |
| 1674 | PartyDetailRoleQualifier | PartyDetailRoleQualifierCodeSet | Qualifies the value of PartyDetailRole(1693). | Added EP105 Updated EP223 |
| 1675 | RelatedPartyDetailRoleQualifier | PartyDetailRoleQualifierCodeSet | Qualifies the value of RelatedPartyRole(1565) | Added EP105 Updated EP173 |
| 1676 | NoPartyUpdates | NumInGroup | Number of party updates. | Added EP105 |
| 1677 | NoPartyRiskLimits | NumInGroup | Number of party risk limits. | Added EP105 |
| 1678 | EncodedOptionExpirationDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. | Added EP169 |
| 1679 | SecurityMassTradingStatus | SecurityTradingStatusCodeSet | Identifies the trading status applicable to a group of instruments. | Added EP106 |
| 1680 | SecurityMassTradingEvent | SecurityTradingEventCodeSet | Identifies an event related to the mass trading status. | Added EP106 |
| 1681 | MassHaltReason | HaltReasonCodeSet | Denotes the reason for the Opening Delay or Trading halt of a group of securities. | Added EP106 |
| 1682 | MDSecurityTradingStatus | SecurityTradingStatusCodeSet | Identifies the trading status applicable to the instrument in the market data message. | Added EP106 |
| 1683 | MDSubFeedType | String | Describes a sub-class for a given class of service defined by MDFeedType (1022) | Added EP106 |
| 1684 | MDHaltReason | HaltReasonCodeSet | Denotes the reason for the Opening Delay or Trading Halt. | Added EP106 |
| 1685 | ThrottleInst | ThrottleInstCodeSet | Describes action recipient should take if a throttle limit were exceeded. | Added EP116 |
| 1686 | ThrottleCountIndicator | ThrottleCountIndicatorCodeSet | Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. | Added EP116 |
| 1687 | ShortSaleRestriction | ShortSaleRestrictionCodeSet | Indicates whether a restriction applies to short selling a security. | Added EP120 |
| 1688 | ShortSaleExemptionReason | ShortSaleExemptionReasonCodeSet | Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). | Added EP121 |
| 1689 | LegShortSaleExemptionReason | ShortSaleExemptionReasonCodeSet | Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) | Added EP121 |
| 1690 | SideShortSaleExemptionReason | ShortSaleExemptionReasonCodeSet | Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) | Added EP121 |
| 1691 | PartyDetailID | String | Party identifier within Parties Reference Data messages. | Added EP105 |
| 1692 | PartyDetailIDSource | PartyIDSourceCodeSet | Source of the identifier of the PartyDetailID(1691) specified. | Added EP105 |
| 1693 | PartyDetailRole | PartyRoleCodeSet | Identifies the type or role of PartyDetailID(1691) specified. | Added EP105 |
| 1694 | NoPartyDetailSubIDs | NumInGroup | Number of party detail sub-identifiers. | Added EP105 |
| 1695 | PartyDetailSubID | String | Sub-identifier for the party specified in PartyDetailID(1691). | Added EP105 |
| 1696 | PartyDetailSubIDType | PartySubIDTypeCodeSet | Type of PartyDetailSubID(1695) value. | Added EP105 Updated EP294 |
| 1697 | EncodedOptionExpirationDesc | data | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). | Added EP169 |
| 1698 | StrikeUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the unit of measure (UOM) of the price if different from the contract. | Added EP169 |
| 1699 | AccountSummaryReportID | String | Unique identifier for the AccountSummaryReport(35=CQ). | Added EP117 |
| 1700 | NoSettlementAmounts | NumInGroup | Number of settlement amount entries. | Added EP117 |
| 1701 | SettlementAmount | Amt | The amount of settlement. | Added EP117 |
| 1702 | SettlementAmountCurrency | Currency | The currency of the reported settlement amount. | Added EP117 |
| 1703 | NoCollateralAmounts | NumInGroup | Number of collateral amount entries. | Added EP117 |
| 1704 | CurrentCollateralAmount | Amt | Currency value currently attributed to the collateral. | Added EP117 Updated EP227 |
| 1705 | CollateralCurrency | Currency | Currency of the collateral; optional, defaults to the Settlement Currency if not specified. | Added EP117 |
| 1706 | CollateralType | String | Type of collateral on deposit being reported. | Added EP117 |
| 1707 | NoPayCollects | NumInGroup | Number of pay collect entries. | Added EP117 |
| 1708 | PayCollectType | String | Category describing the reason for funds paid to, or the funds collected from the clearing firm. | Added EP117 |
| 1709 | PayCollectCurrency | Currency | Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). | Added EP117 |
| 1710 | PayAmount | Amt | Amount to be paid by the clearinghouse to the clearing firm. | Added EP117 |
| 1711 | CollectAmount | Amt | Amount to be collected by the clearinghouse from the clearing firm. | Added EP117 |
| 1712 | PayCollectMarketSegmentID | String | Market segment associated with the pay collect amount. | Added EP117 |
| 1713 | PayCollectMarketID | String | Market associated with the pay collect amount. | Added EP117 |
| 1714 | MarginAmountMarketSegmentID | String | Market segment associated with the margin amount. | Added EP117 |
| 1715 | MarginAmountMarketID | String | Market associated with the margin amount | Added EP117 |
| 1716 | UnitOfMeasureCurrency | Currency | Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy | Added EP122 |
| 1717 | PriceUnitOfMeasureCurrency | Currency | Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy | Added EP122 |
| 1718 | UnderlyingUnitOfMeasureCurrency | Currency | Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy | Added EP122 |
| 1719 | UnderlyingPriceUnitOfMeasureCurrency | Currency | Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy | Added EP122 |
| 1720 | LegUnitOfMeasureCurrency | Currency | Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy | Added EP122 |
| 1721 | LegPriceUnitOfMeasureCurrency | Currency | Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy | Added EP122 |
| 1722 | DerivativeUnitOfMeasureCurrency | Currency | Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy. See UnitOfMeasureCurrency(1716) for complete definition. | Added EP122 Updated EP271 |
| 1723 | DerivativePriceUnitOfMeasureCurrency | Currency | Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy. See PriceUnitOfMeasureCurrency(1717) for complete definition. | Added EP122 Updated EP271 |
| 1724 | OrderOrigination | OrderOriginationCodeSet | Identifies the origin of the order. | Added EP135 Updated EP222 |
| 1725 | OriginatingDeptID | String | An identifier representing the department or desk within the firm that originated the order. | Added EP135 |
| 1726 | ReceivingDeptID | String | An identifier representing the department or desk within the firm that received the order. | Added EP135 |
| 1727 | InformationBarrierID | String | The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. | Added EP135 |
| 1728 | FirmGroupID | String | Firm assigned group allocation entity identifier. | Added EP118 |
| 1729 | FirmMnemonic | String | Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). | Added EP118 |
| 1730 | AllocGroupID | String | Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. | Added EP118 |
| 1731 | AvgPxGroupID | String | Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. | Added EP118 Updated EP141 |
| 1732 | FirmAllocText | String | Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. | Added EP118 |
| 1733 | EncodedFirmAllocTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. | Added EP118 Updated EP271 |
| 1734 | EncodedFirmAllocText | data | Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. | Added EP118 Updated EP271 |
| 1735 | AllocationRollupInstruction | AllocationRollupInstructionCodeSet | An indicator to override the normal procedure to roll up allocations for the same take-up firm. | Added EP118 Updated EP141 |
| 1736 | AllocGroupQuantity | Qty | Indicates the total quantity of an allocation group. Includes any allocated quantity. | Added EP118 |
| 1737 | AllocGroupRemainingQuantity | Qty | Indicates the remaining quantity of an allocation group that has not yet been allocated. | Added EP118 |
| 1738 | AllocReversalStatus | AllocReversalStatusCodeSet | Identifies the status of a reversal transaction. | Added EP118 |
| 1739 | ObligationType | ObligationTypeCodeSet | Type of reference obligation for credit derivatives contracts. | Added EP119 |
| 1740 | TradePriceNegotiationMethod | TradePriceNegotiationMethodCodeSet | Method used for negotiation of contract price. | Added EP119 |
| 1741 | UpfrontPriceType | UpfrontPriceTypeCodeSet | Type of price used to determine upfront payment for swaps contracts. | Added EP119 |
| 1742 | UpfrontPrice | Price | Price used to determine upfront payment for swaps contracts. | Added EP119 |
| 1743 | LastUpfrontPrice | Price | Price used to determine upfront payment for swaps contracts reported for a deal (trade). | Added EP119 |
| 1744 | ApplLevelRecoveryIndicator | ApplLevelRecoveryIndicatorCodeSet | Indicates whether application level recovery is needed. | Added EP124 |
| 1745 | BidMDEntryID | String | The market data entry identifier of the bid side of a quote | Added EP125 |
| 1746 | OfferMDEntryID | String | The market data entry identifier of the offer side of a quote. | Added EP125 |
| 1747 | BidQuoteID | String | Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. | Added EP125 |
| 1748 | OfferQuoteID | String | Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. | Added EP125 |
| 1749 | TotalBidSize | Qty | Specifies the total bid size. | Added EP126 |
| 1750 | TotalOfferSize | Qty | Specifies the total offer size. | Added EP126 |
| 1751 | SecondaryQuoteID | String | Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. | Added EP126 |
| 1752 | CustodialLotID | String | An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. | Added EP127 |
| 1753 | VersusPurchaseDate | LocalMktDate | The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. | Added EP127 |
| 1754 | VersusPurchasePrice | Price | The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. | Added EP127 |
| 1755 | CurrentCostBasis | Amt | The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. | Added EP127 |
| 1756 | LegCustodialLotID | String | An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. | Added EP127 |
| 1757 | LegVersusPurchaseDate | LocalMktDate | The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. | Added EP127 |
| 1758 | LegVersusPurchasePrice | Price | The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. | Added EP127 |
| 1759 | LegCurrentCostBasis | Amt | The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. | Added EP127 |
| 1760 | RiskLimitRequestType | RiskLimitRequestTypeCodeSet | Type of risk limit information. | Added EP128 |
| 1761 | RiskLimitRequestResult | RiskLimitRequestResultCodeSet | Result of risk limit definition request. | Added EP128 |
| 1762 | RiskLimitRequestStatus | PartyDetailRequestStatusCodeSet | Status of risk limit definition request. | Added EP128 Updated EP146 |
| 1763 | RiskLimitStatus | PartyDetailDefinitionStatusCodeSet | Status of risk limit definition for one party. | Added EP128 Updated EP146 |
| 1764 | RiskLimitResult | RiskLimitRequestResultCodeSet | Result of risk limit definition for one party. | Added EP128 |
| 1765 | RiskLimitUtilizationPercent | Percentage | Percentage of utilization of a party's set risk limit. | Added EP128 |
| 1766 | RiskLimitUtilizationAmount | Amt | Absolute amount of utilization of a party's set risk limit. | Added EP128 |
| 1767 | RiskLimitAction | RiskLimitActionCodeSet | Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. | Added EP128 Updated EP171 |
| 1768 | RiskWarningLevelAmount | int | Amount at which a warning is issued. | Added EP128 |
| 1769 | RiskWarningLevelAction | RiskLimitActionCodeSet | Action to take should warning level be exceeded. | Added EP128 Updated EP171 |
| 1770 | EntitlementRequestID | String | Unique identifier for PartyEntitlementsRequest(35=CU). | Added EP129 |
| 1771 | EntitlementReportID | String | Identifier for the PartyEntitlementsReport(35=CV). | Added EP129 |
| 1772 | NoPartyEntitlements | NumInGroup | Number of party entitlement values. | Added EP129 |
| 1773 | NoEntitlements | NumInGroup | Number of entitlement values. | Added EP129 |
| 1774 | EntitlementIndicator | Boolean | Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. | Added EP129 |
| 1775 | EntitlementType | EntitlementTypeCodeSet | Type of entitlement. | Added EP129 |
| 1776 | EntitlementID | String | Unique identifier for a specific NoEntitlements(1773) repeating group instance. | Added EP129 |
| 1777 | NoEntitlementAttrib | NumInGroup | Number of entitlement attributes. | Added EP129 Updated EP275 |
| 1778 | EntitlementAttribType | int | Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. | Added EP129 |
| 1779 | EntitlementAttribDatatype | EntitlementAttribDatatypeCodeSet | Datatype of the entitlement attribute. | Added EP129 |
| 1780 | EntitlementAttribValue | String | Value of the entitlement attribute. | Added EP129 |
| 1781 | EntitlementAttribCurrency | Currency | Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. | Added EP129 |
| 1782 | EntitlementStartDate | LocalMktDate | Indicates the starting date of the entitlement. | Added EP129 |
| 1783 | EntitlementEndDate | LocalMktDate | Indicates the ending date of the entitlement. | Added EP129 Updated EP204 |
| 1784 | EntitlementPlatform | String | The area to which the entitlement is applicable. This can be a trading platform or an offering. | Added EP129 |
| 1785 | TradSesControl | TradSesControlCodeSet | Indicates how control of trading session and subsession transitions are performed. | Added EP130 |
| 1786 | TradeVolType | TradeVolTypeCodeSet | Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) | Added EP130 |
| 1787 | RefTickTableID | int | Spread table code referred by the security or symbol. | Added EP130 |
| 1788 | LegID | String | Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). | Added EP131 |
| 1789 | NoTargetMarketSegments | NumInGroup | Number of market segments upon which a mass action is to be taken. | Added EP131 |
| 1790 | TargetMarketSegmentID | String | Market segment within a target market segment repeating group. | Added EP131 |
| 1791 | NoAffectedMarketSegments | NumInGroup | Number of market segments affected by a mass action. | Added EP131 |
| 1792 | AffectedMarketSegmentID | String | Market segment within an affected market repeating segment group. | Added EP131 |
| 1793 | NoNotAffectedMarketSegments | NumInGroup | Number of market segments left unaffected by a mass action. | Added EP131 |
| 1794 | NotAffectedMarketSegmentID | String | Market segment within an unaffected market repeating segment group. | Added EP131 |
| 1795 | NoOrderEvents | NumInGroup | Number of order events. | Added EP131 |
| 1796 | OrderEventType | OrderEventTypeCodeSet | The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). | Added EP131 |
| 1797 | OrderEventExecID | String | Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. | Added EP131 |
| 1798 | OrderEventReason | OrderEventReasonCodeSet | Action that caused the event to occur. | Added EP131 |
| 1799 | OrderEventPx | Price | Price associated with the event. | Added EP131 |
| 1800 | OrderEventQty | Qty | Quantity associated with the event. | Added EP131 |
| 1801 | OrderEventLiquidityIndicator | LastLiquidityIndCodeSet | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). | Added EP131 |
| 1802 | OrderEventText | String | Additional information about the event. | Added EP131 |
| 1803 | AuctionType | AuctionTypeCodeSet | Type of auction order. | Added EP131 |
| 1804 | AuctionAllocationPct | Percentage | Percentage of matched quantity to be allocated to the submitter of the response to an auction order. | Added EP131 |
| 1805 | AuctionInstruction | AuctionInstructionCodeSet | Instruction related to system generated auctions, e.g. flash order auctions. | Added EP131 |
| 1806 | RefClOrdID | String | Used to reference an order via ClOrdID(11). | Added EP131 |
| 1807 | LockType | LockTypeCodeSet | Indicates whether an order is locked and for what reason. | Added EP131 |
| 1808 | LockedQty | Qty | Locked order quantity. | Added EP131 |
| 1809 | SecondaryLockedQty | Qty | Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. | Added EP131 |
| 1810 | ReleaseInstruction | ReleaseInstructionCodeSet | Instruction to define conditions under which to release a locked order or parts of it. | Added EP131 |
| 1811 | ReleaseQty | Qty | Quantity to be made available, i.e. released from a lock. | Added EP131 |
| 1812 | NoDisclosureInstructions | NumInGroup | Number of disclosure instructions. | Added EP131 |
| 1813 | DisclosureType | DisclosureTypeCodeSet | Information subject to disclosure. | Added EP131 |
| 1814 | DisclosureInstruction | DisclosureInstructionCodeSet | Instruction to disclose information or to use default value of the receiver. | Added EP131 |
| 1815 | TradingCapacity | TradingCapacityCodeSet | Designates the capacity in which the order is submitted for trading by the market participant. | Added EP131 |
| 1816 | ClearingAccountType | ClearingAccountTypeCodeSet | Designates the account type to be used for the order when submitted to clearing. | Added EP131 |
| 1817 | LegClearingAccountType | ClearingAccountTypeCodeSet | Designates the capacity in which the order will be submitted to clearing. | Added EP131 |
| 1818 | TargetPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Qualifies the value of TargetPartyRole (1464). | Added EP131 |
| 1819 | RelatedHighPrice | Price | Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. | Added EP131 |
| 1820 | RelatedLowPrice | Price | Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. | Added EP131 |
| 1821 | RelatedPriceSource | RelatedPriceSourceCodeSet | Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). | Added EP131 |
| 1822 | MinQtyMethod | MinQtyMethodCodeSet | Indicates how the minimum quantity should be applied when executing the order. | Added EP131 |
| 1823 | Triggered | TriggeredCodeSet | Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. | Added EP131 |
| 1824 | AffectedOrigClOrdID | String | OrigClOrdID(41) of an order affected by a mass cancel or mass action request. | Added EP131 |
| 1825 | NotAffSecondaryOrderID | String | SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. | Added EP131 |
| 1826 | EventTimePeriod | int | Time unit multiplier for the event. | Added EP132 Updated EP161 |
| 1827 | EventTimeUnit | EventTimeUnitCodeSet | Time unit associated with the event. | Added EP132 Updated EP161 |
| 1828 | LastQtyVariance | Qty | When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. | Added EP132 |
| 1829 | NoCrossLegs | NumInGroup | Number of legs in the side of a cross order. | Added EP131 |
| 1830 | SettlPriceIncrement | Price | Settlement price increment for stated price range. | Added EP138 |
| 1831 | SettlPriceSecondaryIncrement | Price | Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. | Added EP138 |
| 1832 | ClearedIndicator | ClearedIndicatorCodeSet | Indicates whether the trade or position being reported was cleared through a clearing organization. | Added EP140 Updated EP196 |
| 1833 | ContractRefPosType | ContractRefPosTypeCodeSet | Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. | Added EP140 |
| 1834 | PositionCapacity | PositionCapacityCodeSet | Used to describe the ownership of the position. | Added EP140 |
| 1835 | PosQtyUnitOfMeasureCurrency | Currency | Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. | Added EP140 |
| 1836 | PosQtyUnitOfMeasure | UnitOfMeasureCodeSet | Indicates the unit of measure of the position quantity when not expressed in contracts. | Added EP140 |
| 1837 | UnderlyingContractPriceRefMonth | MonthYear | Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. | Added EP140 |
| 1838 | NoTradePriceConditions | NumInGroup | Number of trade price conditions. | Added EP141 Updated EP275 |
| 1839 | TradePriceCondition | TradePriceConditionCodeSet | Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. | Added EP141 |
| 1840 | TradeAllocStatus | TradeAllocStatusCodeSet | Identifies the status of an allocation when using a pre-clear workflow. | Added EP141 |
| 1841 | NoTradeQtys | NumInGroup | Number of trade quantities. | Added EP141 Updated EP275 |
| 1842 | TradeQtyType | TradeQtyTypeCodeSet | Indicates the type of trade quantity in TradeQty(1843). | Added EP141 |
| 1843 | TradeQty | Qty | Trade quantity. | Added EP141 |
| 1844 | NoTradeAllocAmts | NumInGroup | Number of trade allocation amount entries. | Added EP141 Updated EP275 |
| 1845 | TradeAllocAmtType | PosAmtTypeCodeSet | Type of the amount associated with a trade allocation. | Added EP141 |
| 1846 | TradeAllocAmt | Amt | The amount associated with a trade allocation. | Added EP141 |
| 1847 | TradeAllocCurrency | Currency | Currency denomination of the trade allocation amount. | Added EP141 |
| 1848 | TradeAllocGroupInstruction | TradeAllocGroupInstructionCodeSet | Instruction on how to add a trade to an allocation group when it is being given-up. | Added EP141 |
| 1849 | OffsetInstruction | OffsetInstructionCodeSet | Indicates the trade is a result of an offset or onset. | Added EP141 |
| 1850 | TradeAllocAmtReason | PosAmtReasonCodeSet | Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. | Added EP141 |
| 1851 | StrategyLinkID | String | Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. | Added EP141 |
| 1852 | SideAvgPx | Price | Calculated average price for this side of the trade. | Added EP141 |
| 1853 | SideAvgPxIndicator | AvgPxIndicatorCodeSet | Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. | Added EP141 Updated EP282 |
| 1854 | SideAvgPxGroupID | String | The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). | Added EP141 |
| 1855 | NoRelatedTrades | NumInGroup | Number of related trades. | Added EP142 Updated EP275 |
| 1856 | RelatedTradeID | String | Identifier of a related trade. | Added EP142 |
| 1857 | RelatedTradeIDSource | RelatedTradeIDSourceCodeSet | Describes the source of the identifier that RelatedTradeID(1856) represents. | Added EP142 |
| 1858 | RelatedTradeDate | LocalMktDate | Date of a related trade. | Added EP142 |
| 1859 | RelatedTradeMarketID | Exchange | Market of execution of related trade. | Added EP142 |
| 1860 | RelatedTradeQuantity | Qty | Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. | Added EP142 |
| 1861 | NoRelatedPositions | NumInGroup | Number of related positions. | Added EP142 Updated EP275 |
| 1862 | RelatedPositionID | String | Identifier of a related position. | Added EP142 |
| 1863 | RelatedPositionIDSource | RelatedPositionIDSourceCodeSet | Describes the source of the identifier that RelatedPositionID(1862) represents. | Added EP142 |
| 1864 | RelatedPositionDate | LocalMktDate | Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. | Added EP142 |
| 1865 | QuoteAckStatus | QuoteAckStatusCodeSet | Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. | Added EP143 |
| 1866 | StrikeIndex | String | Specifies the index used to calculate the strike price. | Added EP169 |
| 1867 | OfferID | String | Unique identifier for the ask side of the quote assigned by the quote issuer. | Added EP144 |
| 1868 | NoValueChecks | NumInGroup | Number of value check entries. | Added EP144 Updated EP275 |
| 1869 | ValueCheckType | ValueCheckTypeCodeSet | Type of value to be checked. | Added EP144 |
| 1870 | ValueCheckAction | ValueCheckActionCodeSet | Action to be taken for the ValueCheckType(1869). | Added EP144 |
| 1871 | LegSecurityXMLLen | Length | The length of the LegSecurityXML(1872) data block. | Added EP145 |
| 1872 | LegSecurityXML | XMLData | XML definition for the leg security. | Added EP145 Updated EP275 |
| 1873 | LegSecurityXMLSchema | String | The schema used to validate the contents of LegSecurityXML(1872). | Added EP145 |
| 1874 | UnderlyingSecurityXMLLen | Length | The length of the UnderlyingSecurityXML(1875) data block. | Added EP145 |
| 1875 | UnderlyingSecurityXML | XMLData | XML definition for the underlying security. | Added EP145 Updated EP275 |
| 1876 | UnderlyingSecurityXMLSchema | String | The schema used to validate the contents of UnderlyingSecurityXML(1875). | Added EP145 |
| 1877 | PartyDetailRequestResult | PartyDetailRequestResultCodeSet | Result party detail definition request. | Added EP146 |
| 1878 | PartyDetailRequestStatus | PartyDetailRequestStatusCodeSet | Status of party details definition request. | Added EP146 |
| 1879 | PartyDetailDefinitionStatus | PartyDetailDefinitionStatusCodeSet | Status of party detail definition for one party. | Added EP146 |
| 1880 | PartyDetailDefinitionResult | PartyDetailRequestResultCodeSet | Result of party detail definition for one party. | Added EP146 |
| 1881 | EntitlementRequestResult | EntitlementRequestResultCodeSet | Result of risk limit definition request. | Added EP146 |
| 1882 | EntitlementRequestStatus | PartyDetailRequestStatusCodeSet | Status of party entitlements definition request. | Added EP146 |
| 1883 | EntitlementStatus | EntitlementStatusCodeSet | Status of entitlement definition for one party. | Added EP146 Updated EP173 |
| 1884 | EntitlementResult | EntitlementRequestResultCodeSet | Result of entitlement definition for one party. | Added EP146 |
| 1885 | EntitlementRefID | String | Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. | Added EP146 |
| 1886 | SettlPriceUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the unit of measure of the settlement price if different from the contract. | Added EP147 |
| 1887 | SettlPriceUnitOfMeasureCurrency | Currency | Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. | Added EP147 |
| 1888 | TradeMatchTimestamp | UTCTimestamp | Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. | Added EP150 |
| 1889 | NoInstrmtMatchSides | NumInGroup | Number of instrument match sides. | Added EP150 Updated EP275 |
| 1890 | NoTrdMatchSides | NumInGroup | Number of trade match sides. | Added EP150 Updated EP275 |
| 1891 | TrdMatchSubID | String | Used to identify each price level, step or clip within a match event. | Added EP150 Updated EP215 |
| 1892 | NoLegExecs | NumInGroup | Number of instrument leg executions. | Added EP150 Updated EP275 |
| 1893 | LegExecID | String | The ExecID(17) value corresponding to a trade leg. | Added EP150 |
| 1894 | LegTradeID | String | The TradeID(1003) value corresponding to a trade leg. | Added EP150 |
| 1895 | LegTradeReportID | String | The TradeReportID(571) value corresponding to a trade leg. | Added EP150 |
| 1896 | TradeMatchAckStatus | TradeMatchAckStatusCodeSet | Used to indicate the status of the trade match report submission. | Added EP150 |
| 1897 | TradeMatchRejectReason | TradeMatchRejectReasonCodeSet | Reason the trade match report submission was rejected. | Added EP150 |
| 1898 | SideMarketSegmentID | String | Identifies the market segment of the side. | Added EP150 |
| 1899 | SideVenueType | VenueTypeCodeSet | Identifies the type of venue where the trade was executed for the side. | Added EP150 |
| 1900 | SideExecRefID | String | Used to reference the value from SideExecID(1427). | Added EP150 |
| 1901 | LegExecRefID | String | Used to reference the value from LegExecID(1893). | Added EP150 |
| 1902 | HaircutIndicator | Boolean | Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. | Added EP157 |
| 1903 | RegulatoryTradeID | String | Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. | Added EP161 |
| 1904 | RegulatoryTradeIDEvent | RegulatoryTradeIDEventCodeSet | Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). | Added EP161 |
| 1905 | RegulatoryTradeIDSource | RegulatoryTradeIDSourceCodeSet | Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme. | Added EP161 Updated EP275 |
| 1906 | RegulatoryTradeIDType | RegulatoryTradeIDTypeCodeSet | Specifies the type of trade identifier provided in RegulatoryTradeID(1903). Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting. | Added EP161 Updated EP222 |
| 1907 | NoRegulatoryTradeIDs | NumInGroup | Number of regulatory IDs in the repeating group. | Added EP161 |
| 1908 | NoAllocRegulatoryTradeIDs | NumInGroup | Number of regulatory IDs in the repeating group. | Added EP161 |
| 1909 | AllocRegulatoryTradeID | String | Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. | Added EP161 |
| 1910 | AllocRegulatoryTradeIDSource | RegulatoryTradeIDSourceCodeSet | Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme. | Added EP161 Updated EP275 |
| 1911 | AllocRegulatoryTradeIDEvent | RegulatoryTradeIDEventCodeSet | Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). | Added EP161 |
| 1912 | AllocRegulatoryTradeIDType | RegulatoryTradeIDTypeCodeSet | Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. | Added EP161 |
| 1913 | NumOfCompetitors | int | The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). | Added EP159 |
| 1914 | ResponseTime | UTCTimestamp | The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). | Added EP159 |
| 1915 | QuoteDisplayTime | UTCTimestamp | Time by which the quote will be displayed. | Added EP159 |
| 1916 | ExposureDurationUnit | OrderDelayUnitCodeSet | Time unit in which the ExposureDuration(1629) is expressed. | Added EP159 |
| 1917 | CoverPrice | Price | The best quoted price received among those not traded. | Added EP159 |
| 1918 | NoClearingAccountTypes | NumInGroup | Number of clearing account type entries. | Added EP160 |
| 1919 | NoPriceMovements | NumInGroup | Number of price movement entries. | Added EP160 |
| 1920 | NoPriceMovementValues | NumInGroup | Number of price movement value entries. | Added EP160 |
| 1921 | PriceMovementValue | float | Value at specific price movement point. | Added EP160 |
| 1922 | PriceMovementPoint | int | Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. | Added EP160 |
| 1923 | PriceMovementType | PriceMovementTypeCodeSet | Describes the format of the PriceMovementValue(1921). | Added EP160 |
| 1924 | ClearingIntention | ClearingIntentionCodeSet | Specifies the party's or parties' intention to clear the trade. | Added EP161 |
| 1925 | TradeClearingInstruction | ClearingInstructionCodeSet | Specifies the eligibility of this trade for clearing and central counterparty processing. | Added EP161 |
| 1926 | BackloadedTradeIndicator | Boolean | Indicates that the trade being reported occurred in the past and is still in effect or active. | Added EP161 |
| 1927 | ConfirmationMethod | ConfirmationMethodCodeSet | Specifies how a trade was confirmed. | Added EP161 |
| 1928 | MandatoryClearingIndicator | Boolean | An indication that the trade is flagged for mandatory clearing. | Added EP161 |
| 1929 | MixedSwapIndicator | Boolean | An indication that the trade is a mixed swap. | Added EP161 Updated EP193 |
| 1930 | OffMarketPriceIndicator | Boolean | An indication that the price is off-market. | Added EP161 |
| 1931 | VerificationMethod | VerificationMethodCodeSet | Indication of how a trade was verified. | Added EP161 |
| 1932 | ClearingRequirementException | ClearingRequirementExceptionCodeSet | Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). | Added EP161 Updated EP177 |
| 1933 | IRSDirection | IRSDirectionCodeSet | Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. | Added EP161 |
| 1934 | RegulatoryReportType | RegulatoryReportTypeCodeSet | Type of regulatory report. | Added EP161 |
| 1935 | VoluntaryRegulatoryReport | Boolean | Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). | Added EP161 Updated EP187 |
| 1936 | TradeCollateralization | TradeCollateralizationCodeSet | Specifies how the trade is collateralized. | Added EP161 Updated EP254 |
| 1937 | TradeContinuation | TradeContinuationCodeSet | Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP179 |
| 1938 | AssetClass | AssetClassCodeSet | The broad asset category for assessing risk exposure. | Added EP161 |
| 1939 | AssetSubClass | AssetSubClassCodeSet | The subcategory description of the asset class. | Added EP161 |
| 1940 | AssetType | String | Used to provide more specific description of the asset specified in AssetSubClass(1939). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP235 |
| 1941 | SwapClass | SwapClassCodeSet | The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. | Added EP161 |
| 1942 | NthToDefault | int | The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. | Added EP161 |
| 1943 | MthToDefault | int | The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. | Added EP161 |
| 1944 | SettledEntityMatrixSource | String | Relevant settled entity matrix source. | Added EP161 |
| 1945 | SettledEntityMatrixPublicationDate | LocalMktDate | The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. | Added EP161 |
| 1946 | CouponType | CouponTypeCodeSet | Coupon type of the bond. | Added EP161 |
| 1947 | TotalIssuedAmount | Amt | Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. | Added EP161 |
| 1948 | CouponFrequencyPeriod | int | Time unit multiplier for the frequency of the bond's coupon payment. | Added EP161 |
| 1949 | CouponFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of the bond's coupon payment. | Added EP161 |
| 1950 | CouponDayCount | CouponDayCountCodeSet | The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. | Added EP161 Updated EP200 |
| 1951 | ConvertibleBondEquityID | String | Identifies the equity in which a convertible bond can be converted to. | Added EP161 |
| 1952 | ConvertibleBondEquityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. | Added EP161 |
| 1953 | ContractPriceRefMonth | MonthYear | Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. | Added EP161 |
| 1954 | LienSeniority | LienSeniorityCodeSet | Indicates the seniority level of the lien in a loan. | Added EP161 |
| 1955 | LoanFacility | LoanFacilityCodeSet | Specifies the type of loan when the credit default swap's reference obligation is a loan. | Added EP161 |
| 1956 | ReferenceEntityType | ReferenceEntityTypeCodeSet | Specifies the type of reference entity for first-to-default CDS basket contracts. | Added EP161 Updated EP192 |
| 1957 | IndexSeries | int | The series identifier of a credit default swap index. | Added EP161 |
| 1958 | IndexAnnexVersion | int | The version of a credit default swap index annex. | Added EP161 |
| 1959 | IndexAnnexDate | LocalMktDate | The date of a credit default swap index series annex. | Added EP161 |
| 1960 | IndexAnnexSource | String | The source of a credit default swap series annex. | Added EP161 |
| 1961 | AgreementVersion | String | The version of the master agreement | Added EP161 |
| 1962 | MasterConfirmationDesc | String | The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. | Added EP161 |
| 1963 | MasterConfirmationDate | LocalMktDate | Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. | Added EP161 |
| 1964 | MasterConfirmationAnnexDesc | String | The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. | Added EP161 |
| 1965 | MasterConfirmationAnnexDate | LocalMktDate | The date that an annex to the master confirmation was executed between the parties. | Added EP161 |
| 1966 | BrokerConfirmationDesc | String | Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. | Added EP161 |
| 1967 | CreditSupportAgreementDesc | String | The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. | Added EP161 |
| 1968 | CreditSupportAgreementDate | LocalMktDate | The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. | Added EP161 |
| 1969 | CreditSupportAgreementID | String | A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. | Added EP161 |
| 1970 | GoverningLaw | String | Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. | Added EP161 |
| 1971 | NoSideRegulatoryTradeIDs | NumInGroup | Number of regulatory IDs in the repeating group. | Added EP161 |
| 1972 | SideRegulatoryTradeID | String | Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. | Added EP161 |
| 1973 | SideRegulatoryTradeIDSource | RegulatoryTradeIDSourceCodeSet | Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme. | Added EP161 Updated EP275 |
| 1974 | SideRegulatoryTradeIDEvent | RegulatoryTradeIDEventCodeSet | Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). | Added EP161 |
| 1975 | SideRegulatoryTradeIDType | RegulatoryTradeIDTypeCodeSet | Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. | Added EP161 |
| 1976 | NoSecondaryAssetClasses | NumInGroup | Number of secondary asset classes in the repeating group. | Added EP161 |
| 1977 | SecondaryAssetClass | AssetClassCodeSet | The broad asset category for assessing risk exposure for a multi-asset trade. | Added EP161 |
| 1978 | SecondaryAssetSubClass | AssetSubClassCodeSet | An indication of the general description of the asset class. | Added EP161 |
| 1979 | SecondaryAssetType | String | Used to provide more specific description of the asset specified in SecondaryAssetSubClass(1978). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP235 |
| 1980 | BlockTrdAllocIndicator | BlockTrdAllocIndicatorCodeSet | Indication that a block trade will be allocated. | Added EP161 |
| 1981 | NoUnderlyingEvents | NumInGroup | Number of events in the repeating group. | Added EP161 |
| 1982 | UnderlyingEventType | EventTypeCodeSet | Code to represent the type of event. | Added EP161 |
| 1983 | UnderlyingEventDate | LocalMktDate | The date of the event. | Added EP161 |
| 1984 | UnderlyingEventTime | UTCTimestamp | The time of the event. To be used in combination with UnderlyingEventDate(1983). | Added EP161 |
| 1985 | UnderlyingEventTimeUnit | String | Time unit associated with the event. | Added EP161 |
| 1986 | UnderlyingEventTimePeriod | int | Time unit multiplier for the event. | Added EP161 |
| 1987 | UnderlyingEventPx | Price | Predetermined price of issue at event, if applicable. | Added EP161 |
| 1988 | UnderlyingConstituentWeight | float | For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. | Added EP161 |
| 1989 | UnderlyingCouponType | CouponTypeCodeSet | Specifies the coupon type of the underlying bond. | Added EP161 |
| 1990 | UnderlyingTotalIssuedAmount | Amt | Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. | Added EP161 |
| 1991 | UnderlyingCouponFrequencyPeriod | int | Time unit multiplier for the frequency of the bond's coupon payment. | Added EP161 |
| 1992 | UnderlyingCouponFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of the bond's coupon payment. | Added EP161 |
| 1993 | UnderlyingCouponDayCount | CouponDayCountCodeSet | The day count convention used in interest calculations for a bond or an interest bearing security. | Added EP161 |
| 1994 | UnderlyingObligationID | String | For a CDS basket or pool identifies the reference obligation. | Added EP161 Updated EP271 |
| 1995 | UnderlyingObligationIDSource | SecurityIDSourceCodeSet | Identifies the source scheme of the UnderlyingObligationID(1994). | Added EP161 |
| 1996 | UnderlyingEquityID | String | Specifies the equity in which a convertible bond can be converted. | Added EP161 |
| 1997 | UnderlyingEquityIDSource | SecurityIDSourceCodeSet | Identifies the source of the UnderlyingEquityID(1996). | Added EP161 |
| 1998 | UnderlyingLienSeniority | LienSeniorityCodeSet | Indicates the seniority level of the lien in a loan. | Added EP161 |
| 1999 | UnderlyingLoanFacility | LoanFacilityCodeSet | Specifies the type of loan when the credit default swap's reference obligation is a loan. | Added EP161 |
| 2000 | UnderlyingReferenceEntityType | ReferenceEntityTypeCodeSet | Specifies the type of reference entity for first-to-default CDS basket contracts. | Added EP161 Updated EP192 |
| 2001 | StrikeIndexSpread | PriceOffset | Specifies the strike price offset from the named index. | Added EP169 |
| 2002 | ValuationSource | String | Specifies the source of trade valuation data. | Added EP169 |
| 2003 | UnderlyingIndexSeries | int | The series identifier of a credit default swap index. | Added EP161 |
| 2004 | UnderlyingIndexAnnexVersion | int | The version identifier of a credit default swap index annex. | Added EP161 |
| 2005 | UnderlyingIndexAnnexDate | LocalMktDate | The date of a credit default swap index series annex. | Added EP161 |
| 2006 | UnderlyingIndexAnnexSource | String | The source of a credit default swap index series annex. | Added EP161 |
| 2007 | UnderlyingProductComplex | String | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc | Added EP161 |
| 2008 | UnderlyingSecurityGroup | String | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added EP161 |
| 2009 | UnderlyingSettleOnOpenFlag | String | Indicator to determine if Instrument is Settle on Open. | Added EP161 |
| 2010 | UnderlyingAssignmentMethod | InstrmtAssignmentMethodCodeSet | Method under which assignment was conducted | Added EP161 |
| 2011 | UnderlyingSecurityStatus | SecurityStatusCodeSet | Indicates the current state of the underlying instrument. | Added EP161 Updated EP271 |
| 2012 | UnderlyingObligationType | UnderlyingObligationTypeCodeSet | Type of reference obligation for credit derivatives contracts. | Added EP161 |
| 2013 | UnderlyingAssetClass | AssetClassCodeSet | The broad asset category for assessing risk exposure. | Added EP161 |
| 2014 | UnderlyingAssetSubClass | AssetSubClassCodeSet | An indication of the general description of the asset class. | Added EP161 |
| 2015 | UnderlyingAssetType | String | Used to provide more specific description of the asset specified in UnderlyingAssetSubClass(2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP235 |
| 2016 | UnderlyingSwapClass | SwapClassCodeSet | The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. | Added EP161 |
| 2017 | UnderlyingNthToDefault | int | The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. | Added EP161 |
| 2018 | UnderlyingMthToDefault | int | The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. | Added EP161 |
| 2019 | UnderlyingSettledEntityMatrixSource | String | Relevant settled entity matrix source. | Added EP161 |
| 2020 | UnderlyingSettledEntityMatrixPublicationDate | LocalMktDate | Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. | Added EP161 |
| 2021 | UnderlyingStrikeMultiplier | float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP161 |
| 2022 | UnderlyingStrikeValue | float | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added EP161 |
| 2023 | UnderlyingStrikePriceDeterminationMethod | StrikePriceDeterminationMethodCodeSet | Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. | Added EP161 Updated EP169 |
| 2024 | UnderlyingStrikePriceBoundaryMethod | StrikePriceBoundaryMethodCodeSet | Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. | Added EP161 |
| 2025 | UnderlyingStrikePriceBoundaryPrecision | Percentage | Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | Added EP161 |
| 2026 | UnderlyingMinPriceIncrement | float | Minimum price increment for the instrument. Could also be used to represent tick value. | Added EP161 |
| 2027 | UnderlyingMinPriceIncrementAmount | Amt | Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). | Added EP161 |
| 2028 | UnderlyingOptPayoutType | OptPayoutTypeCodeSet | Indicates the type of valuation method or payout trigger for an in-the-money option. | Added EP161 Updated EP238 |
| 2029 | UnderlyingOptPayoutAmount | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. | Added EP161 |
| 2030 | UnderlyingPriceQuoteMethod | PriceQuoteMethodCodeSet | Method for price quotation. | Added EP161 |
| 2031 | UnderlyingValuationMethod | ValuationMethodCodeSet | Indicates type of valuation method used. | Added EP161 |
| 2032 | UnderlyingListMethod | ListMethodCodeSet | Indicates whether the instruments are pre-listed only or can also be defined via user request. | Added EP161 |
| 2033 | UnderlyingCapPrice | Price | Used to express the ceiling price of a capped call. | Added EP161 |
| 2034 | UnderlyingFloorPrice | Price | Used to express the floor price of a capped put. | Added EP161 |
| 2035 | UnderlyingFlexibleIndicator | Boolean | Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. | Added EP161 |
| 2036 | UnderlyingFlexProductEligibilityIndicator | Boolean | Used to indicate if a product or group of product supports the creation of flexible securities. | Added EP161 |
| 2037 | UnderlyingPositionLimit | int | Position limit for the instrument. | Added EP161 |
| 2038 | UnderlyingNTPositionLimit | int | Position Limit in the near-term contract for a given exchange-traded product. | Added EP161 |
| 2039 | UnderlyingPool | String | Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. | Added EP161 |
| 2040 | UnderlyingContractSettlMonth | MonthYear | Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. | Added EP161 |
| 2041 | UnderlyingDatedDate | LocalMktDate | If different from IssueDate() | Added EP161 |
| 2042 | UnderlyingInterestAccrualDate | LocalMktDate | If different from IssueDate and DatedDate | Added EP161 |
| 2043 | UnderlyingShortSaleRestriction | ShortSaleRestrictionCodeSet | Indicates whether a restriction applies to short selling a security. | Added EP161 |
| 2044 | UnderlyingRefTickTableID | int | Spread table code referred by the security or symbol. | Added EP161 |
| 2045 | NoUnderlyingComplexEvents | NumInGroup | Number of complex events in the repeating group. | Added EP161 |
| 2046 | UnderlyingComplexEventType | ComplexEventTypeCodeSet | Identifies the type of complex event. | Added EP161 |
| 2047 | UnderlyingComplexOptPayoutAmount | Amt | Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. | Added EP161 |
| 2048 | UnderlyingComplexEventPrice | Price | Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). | Added EP161 |
| 2049 | UnderlyingComplexEventPriceBoundaryMethod | ComplexEventPriceBoundaryMethodCodeSet | Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). | Added EP161 |
| 2050 | UnderlyingComplexEventPriceBoundaryPrecision | Percentage | Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | Added EP161 |
| 2051 | UnderlyingComplexEventPriceTimeType | ComplexEventPriceTimeTypeCodeSet | Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). | Added EP161 Updated EP169 |
| 2052 | UnderlyingComplexEventCondition | ComplexEventConditionCodeSet | Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. | Added EP161 |
| 2053 | NoUnderlyingComplexEventDates | NumInGroup | Number of underlying complex event dates in the repeating group. | Added EP161 |
| 2054 | UnderlyingComplexEventStartDate | UTCDateOnly | The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. | Added EP161 Updated EP195 |
| 2055 | UnderlyingComplexEventEndDate | UTCDateOnly | The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). | Added EP161 Updated EP195 |
| 2056 | NoUnderlyingComplexEventTimes | NumInGroup | Number of complex event times in the repeating group. | Added EP161 |
| 2057 | UnderlyingComplexEventStartTime | UTCTimeOnly | The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). | Added EP161 |
| 2058 | UnderlyingComplexEventEndTime | UTCTimeOnly | The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). | Added EP161 |
| 2059 | NoLegEvents | NumInGroup | Number of events in the repeating group | Added EP161 |
| 2060 | LegEventType | EventTypeCodeSet | Code to represent the type of event. | Added EP161 |
| 2061 | LegEventDate | LocalMktDate | The date of the event. | Added EP161 |
| 2062 | LegEventTime | UTCTimestamp | Specific time of event. To be used in combination with LegEventDate(2061). | Added EP161 |
| 2063 | LegEventTimeUnit | EventTimeUnitCodeSet | Time unit associated with the event. | Added EP161 |
| 2064 | LegEventTimePeriod | int | Time unit multiplier for the event. | Added EP161 |
| 2065 | LegEventPx | Price | Predetermined price of issue at event, if applicable. | Added EP161 |
| 2066 | LegEventText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP161 |
| 2067 | LegAssetClass | AssetClassCodeSet | The broad asset category for assessing risk exposure. | Added EP161 |
| 2068 | LegAssetSubClass | AssetSubClassCodeSet | The general subcategory description of the asset class. | Added EP161 |
| 2069 | LegAssetType | String | Used to provide more specific description of the asset specified in LegAssetSubClass(2068). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP235 |
| 2070 | LegSwapClass | SwapClassCodeSet | Swap type. | Added EP161 |
| 2071 | UnderlyingEventText | String | Free form text to specify comments related to the event. | Added EP161 |
| 2072 | EncodedUnderlyingEventTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. | Added EP161 |
| 2073 | EncodedUnderlyingEventText | data | Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. | Added EP161 |
| 2074 | EncodedLegEventTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. | Added EP161 |
| 2075 | EncodedLegEventText | data | Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. | Added EP161 |
| 2076 | NoLegSecondaryAssetClasses | NumInGroup | Number of secondary asset classes in the repeating group. | Added EP161 |
| 2077 | LegSecondaryAssetClass | AssetClassCodeSet | The broad asset category for assessing risk exposure for a multi-asset trade. | Added EP161 |
| 2078 | LegSecondaryAssetSubClass | AssetSubClassCodeSet | An indication of the general description of the asset class. | Added EP161 |
| 2079 | LegSecondaryAssetType | String | Used to provide more specific description of the asset specified in LegSecondaryAssetSubClass(2078). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP235 |
| 2080 | NoUnderlyingSecondaryAssetClasses | NumInGroup | Number of secondary asset classes in the repeating group. | Added EP161 |
| 2081 | UnderlyingSecondaryAssetClass | AssetClassCodeSet | The broad asset category for assessing risk exposure for a multi-asset trade. | Added EP161 |
| 2082 | UnderlyingSecondaryAssetSubClass | AssetSubClassCodeSet | An indication of the general description of the asset class. | Added EP161 |
| 2083 | UnderlyingSecondaryAssetType | String | Used to provide more specific description of the asset specified in UnderlyingSecondaryAssetSubClass(2082). See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed. Other values may be used by mutual agreement of the counterparties. | Added EP161 Updated EP235 |
| 2084 | PreviousClearingBusinessDate | LocalMktDate | The date of the previous clearing business day. | Added EP162 |
| 2085 | ValuationDate | LocalMktDate | The valuation date of the trade. | Added EP162 Updated EP169 |
| 2086 | ValuationTime | LocalMktTime | The valuation time of the trade. | Added EP162 Updated EP169 |
| 2087 | ValuationBusinessCenter | String | Identifies the business center whose calendar is used for valuation, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP162 Updated EP271 |
| 2088 | MarginAmtFXRate | float | Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). | Added EP162 |
| 2089 | MarginAmtFXRateCalc | UnderlyingFXRateCalcCodeSet | Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. | Added EP162 |
| 2090 | CollateralFXRate | float | Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). | Added EP162 |
| 2091 | CollateralFXRateCalc | UnderlyingFXRateCalcCodeSet | Specifies whether or not CollateralFXRate(2090) should be multipled or divided. | Added EP162 |
| 2092 | CollateralAmountMarketSegmentID | String | Market segment associated with the collateral amount. | Added EP162 |
| 2093 | CollateralAmountMarketID | String | Market associated with the collateral amount. | Added EP162 |
| 2094 | PayCollectFXRate | float | Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). | Added EP162 |
| 2095 | PayCollectFXRateCalc | UnderlyingFXRateCalcCodeSet | Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. | Added EP162 |
| 2096 | PosAmtStreamDesc | String | Corresponds to the value in StreamDesc(40051) in the StreamGrp component. | Added EP162 |
| 2097 | PositionFXRate | float | Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). | Added EP162 |
| 2098 | PositionFXRateCalc | UnderlyingFXRateCalcCodeSet | Specifies whether or not PositionFXRate(2097) should be multipled or divided. | Added EP162 |
| 2099 | PosAmtMarketSegmentID | String | Market segment associated with the position amount. | Added EP162 |
| 2100 | PosAmtMarketID | String | Market associated with the position amount. | Added EP162 |
| 2101 | TerminatedIndicator | Boolean | Indicates if the position has been terminated. | Added EP162 |
| 2102 | ShortMarkingExemptIndicator | Boolean | Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. | Added EP164 |
| 2103 | RelatedRegulatoryTradeIDSource | String | Specifies the identifier of the reporting entity as assigned by regulatory agency. | Added EP165 |
| 2104 | NoAttachments | NumInGroup | The number of attached files. | Added EP167 |
| 2105 | AttachmentName | String | Specifies the file name of the attachment. | Added EP167 |
| 2106 | AttachmentMediaType | String | The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) | Added EP167 |
| 2107 | AttachmentClassification | String | Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet | Added EP167 |
| 2108 | AttachmentExternalURL | String | Used to specify an external URL where the attachment can be obtained. | Added EP167 |
| 2109 | AttachmentEncodingType | AttachmentEncodingTypeCodeSet | The encoding type of the content provided in EncodedAttachment(2112). | Added EP167 Updated EP271 |
| 2110 | UnencodedAttachmentLen | int | Unencoded content length in bytes. Can be used to validate successful unencoding. | Added EP167 |
| 2111 | EncodedAttachmentLen | Length | Byte length of encoded the EncodedAttachment(2112) field. | Added EP167 |
| 2112 | EncodedAttachment | data | The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. | Added EP167 |
| 2113 | NoAttachmentKeywords | NumInGroup | The number of attachment keywords. | Added EP167 |
| 2114 | AttachmentKeyword | String | Can be used to provide data or keyword tagging of the content of the attachment. | Added EP167 |
| 2115 | NegotiationMethod | NegotiationMethodCodeSet | Specifies the negotiation method to be used. | Added EP168 |
| 2116 | NextAuctionTime | UTCTimestamp | The time of the next auction. | Added EP168 |
| 2117 | ComplexOptPayoutPaySide | PaymentPaySideCodeSet | Trade side of payout payer. | Added EP169 |
| 2118 | ComplexOptPayoutReceiveSide | PaymentPaySideCodeSet | Trade side of payout receiver. | Added EP169 |
| 2119 | ComplexOptPayoutUnderlier | String | Reference to the underlier whose payments are being passed through. | Added EP169 |
| 2120 | ComplexOptPayoutPercentage | Percentage | Percentage of observed price for calculating the payout associated with the event. | Added EP169 |
| 2121 | ComplexOptPayoutTime | ComplexOptPayoutTimeCodeSet | Specifies when the payout is to occur. | Added EP169 |
| 2122 | ComplexOptPayoutCurrency | Currency | Specifies the currency of the payout amount. ComplexOptPayoutCurrencyCodeSource(2941) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2123 | ComplexEventPricePercentage | Percentage | Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). | Added EP169 |
| 2124 | ComplexEventCurrencyOne | Currency | Specifies the first or only reference currency of the trade. ComplexEventCurrencyOneCodeSource(2942) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2125 | ComplexEventCurrencyTwo | Currency | Specifies the second reference currency of the trade. ComplexEventCurrencyTwoCodeSource(2943) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2126 | ComplexEventQuoteBasis | ComplexEventQuoteBasisCodeSet | For foreign exchange Quanto option feature. | Added EP169 |
| 2127 | ComplexEventFixedFXRate | float | Specifies the fixed FX rate alternative for FX Quantro options. | Added EP169 |
| 2128 | ComplexEventDeterminationMethod | String | Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP169 |
| 2129 | ComplexEventCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the calculation agent. | Added EP169 |
| 2130 | ComplexEventStrikePrice | Price | Upper strike price for Asian option feature. Strike percentage for a Strike Spread. | Added EP169 |
| 2131 | ComplexEventStrikeFactor | float | Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. | Added EP169 |
| 2132 | ComplexEventStrikeNumberOfOptions | int | Upper string number of options for a Strike Spread. | Added EP169 |
| 2133 | ComplexEventCreditEventsXIDRef | XIDREF | Reference to credit event table elsewhere in the message. | Added EP169 |
| 2134 | ComplexEventCreditEventNotifyingParty | ComplexEventCreditEventNotifyingPartyCodeSet | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. | Added EP169 |
| 2135 | ComplexEventCreditEventBusinessCenter | String | The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 2136 | ComplexEventCreditEventStandardSources | Boolean | When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. | Added EP169 |
| 2137 | ComplexEventCreditEventMinimumSources | int | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. | Added EP169 |
| 2138 | ComplexEventXID | XID | Identifier of this complex event for cross referencing elsewhere in the message. | Added EP169 |
| 2139 | ComplexEventXIDRef | XIDREF | Reference to a complex event elsewhere in the message. | Added EP169 |
| 2140 | ValuationReferenceModel | String | Specifies the methodology and/or assumptions used to generate the trade value. | Added EP169 |
| 2141 | StrategyType | StrategyTypeCodeSet | Specifies the type of trade strategy. | Added EP169 |
| 2142 | CommonPricingIndicator | Boolean | When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. | Added EP169 |
| 2143 | SettlDisruptionProvision | SettlDisruptionProvisionCodeSet | Specifies the consequences of bullion settlement disruption events. | Added EP169 |
| 2144 | InstrumentRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction if not overridden elsewhere. | Added EP169 Updated EP208 |
| 2145 | InstrumentRoundingPrecision | int | Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP169 |
| 2146 | LegSettleOnOpenFlag | String | Indicator to determine if the instrument is to settle on open. | Added EP169 |
| 2147 | LegInstrmtAssignmentMethod | InstrmtAssignmentMethodCodeSet | Specifies the method under which assignment was conducted. | Added EP169 |
| 2148 | LegSecurityStatus | SecurityStatusCodeSet | Indicates the current state of the leg instrument. | Added EP169 Updated EP271 |
| 2149 | LegRestructuringType | RestructuringTypeCodeSet | A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. | Added EP169 |
| 2150 | LegSeniority | SeniorityCodeSet | Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. | Added EP169 |
| 2151 | LegNotionalPercentageOutstanding | Percentage | Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. | Added EP169 |
| 2152 | LegOriginalNotionalPercentageOutstanding | Percentage | Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). | Added EP169 |
| 2153 | LegAttachmentPoint | Percentage | Lower bound percentage of the loss that the tranche can endure. | Added EP169 |
| 2154 | LegDetachmentPoint | Percentage | Upper bound percentage of the loss the tranche can endure. | Added EP169 |
| 2155 | LegObligationType | ObligationTypeCodeSet | Type of reference obligation for credit derivatives contracts. | Added EP169 |
| 2156 | LegSwapSubClass | SwapSubClassCodeSet | The sub-classification or notional schedule type of the swap. | Added EP169 Updated EP238 |
| 2157 | LegNthToDefault | int | The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. | Added EP169 |
| 2158 | LegMthToDefault | int | The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. | Added EP169 |
| 2159 | LegSettledEntityMatrixSource | String | Relevant settled entity matrix source. | Added EP169 |
| 2160 | LegSettledEntityMatrixPublicationDate | LocalMktDate | The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. | Added EP169 |
| 2161 | LegCouponType | CouponTypeCodeSet | Specifies the coupon type of the bond. | Added EP169 |
| 2162 | LegTotalIssuedAmount | Amt | Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. | Added EP169 |
| 2163 | LegCouponFrequencyPeriod | int | Time unit multiplier for the frequency of the bond's coupon payment. | Added EP169 |
| 2164 | LegCouponFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of the bond's coupon payment. | Added EP169 |
| 2165 | LegCouponDayCount | CouponDayCountCodeSet | The day count convention used in interest calculations for a bond or an interest bearing security. | Added EP169 |
| 2166 | LegConvertibleBondEquityID | String | Identifies the equity in which a convertible bond can be converted to. | Added EP169 |
| 2167 | LegConvertibleBondEquityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. | Added EP169 |
| 2168 | LegContractPriceRefMonth | MonthYear | Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. | Added EP169 |
| 2169 | LegLienSeniority | LienSeniorityCodeSet | Indicates the seniority level of the lien in a loan. | Added EP169 |
| 2170 | LegLoanFacility | LoanFacilityCodeSet | Specifies the type of loan when the credit default swap's reference obligation is a loan. | Added EP169 |
| 2171 | LegReferenceEntityType | ReferenceEntityTypeCodeSet | Specifies the type of reference entity for first-to-default CDS basket contracts. | Added EP169 Updated EP192 |
| 2172 | LegIndexSeries | int | The series identifier of a credit default swap index. | Added EP169 |
| 2173 | LegIndexAnnexVersion | int | The version of a credit default swap index annex. | Added EP169 |
| 2174 | LegIndexAnnexDate | LocalMktDate | The date of a credit default swap index series annex. | Added EP169 |
| 2175 | LegIndexAnnexSource | String | The source of a credit default swap series annex. | Added EP169 |
| 2176 | LegSettlRateIndex | String | In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. | Added EP169 |
| 2177 | LegSettlRateIndexLocation | String | This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. | Added EP169 |
| 2178 | LegOptionExpirationDesc | String | Description of the option expiration. | Added EP169 |
| 2179 | EncodedLegOptionExpirationDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. | Added EP169 |
| 2180 | EncodedLegOptionExpirationDesc | data | Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). | Added EP169 |
| 2181 | LegStrikeMultiplier | float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP169 |
| 2182 | LegStrikeValue | float | The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. | Added EP169 |
| 2183 | LegStrikeUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the unit of measure (UOM) of the price if different from the contract. | Added EP169 |
| 2184 | LegStrikeIndex | String | Specifies the index used to calculate the strike price. | Added EP169 |
| 2185 | LegStrikeIndexSpread | PriceOffset | Specifies the strike price offset from the named index. | Added EP169 |
| 2186 | LegStrikePriceDeterminationMethod | StrikePriceDeterminationMethodCodeSet | Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. | Added EP169 |
| 2187 | LegStrikePriceBoundaryMethod | StrikePriceBoundaryMethodCodeSet | Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. | Added EP169 |
| 2188 | LegStrikePriceBoundaryPrecision | Percentage | Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | Added EP169 |
| 2189 | LegUnderlyingPriceDeterminationMethod | UnderlyingPriceDeterminationMethodCodeSet | Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). | Added EP169 |
| 2190 | LegMinPriceIncrement | float | Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. | Added EP169 |
| 2191 | LegMinPriceIncrementAmount | Amt | Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). | Added EP169 |
| 2192 | LegSettlMethod | SettlMethodCodeSet | Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. | Added EP169 Updated EP208 |
| 2193 | LegOptPayoutType | OptPayoutTypeCodeSet | Indicates the type of valuation method or trigger payout for an in-the-money option. | Added EP169 Updated EP238 |
| 2194 | LegOptPayoutAmount | Amt | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. | Added EP169 |
| 2195 | LegPriceQuoteMethod | PriceQuoteMethodCodeSet | Specifies the method for price quotation. | Added EP169 |
| 2196 | LegValuationMethod | ValuationMethodCodeSet | Specifies the type of valuation method applied. | Added EP169 |
| 2197 | LegValuationSource | String | Specifies the source of trade valuation data. | Added EP169 |
| 2198 | LegValuationReferenceModel | String | Specifies the methodology and/or assumptions used to generate the trade value. | Added EP169 |
| 2199 | LegListMethod | ListMethodCodeSet | Indicates whether instruments are pre-listed only or can also be defined via user request. | Added EP169 |
| 2200 | LegCapPrice | Price | Used to express the ceiling price of a capped call. | Added EP169 |
| 2201 | LegFloorPrice | Price | Used to express the floor price of a capped put. | Added EP169 |
| 2202 | LegFlexibleIndicator | Boolean | Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. | Added EP169 |
| 2203 | LegFlexProductEligibilityIndicator | Boolean | Used to indicate if a product or group of product supports the creation of flexible securities. | Added EP169 |
| 2204 | LegComplexEventStartTime | UTCTimeOnly | The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. | Added EP169 |
| 2205 | LegPositionLimit | int | Position Limit for a given exchange-traded product. | Added EP169 |
| 2206 | LegNTPositionLimit | int | Position limit in the near-term contract for a given exchange-traded product. | Added EP169 |
| 2207 | LegCPProgram | CPProgramCodeSet | The program under which a commercial paper is issued. | Added EP169 |
| 2208 | LegCPRegType | String | The registration type of a commercial paper issuance. | Added EP169 |
| 2209 | LegShortSaleRestriction | ShortSaleRestrictionCodeSet | Indicates whether a restriction applies to short selling a security. | Added EP169 |
| 2210 | AssetGroup | AssetGroupCodeSet | Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). | Added EP192 |
| 2211 | LegStrategyType | StrategyTypeCodeSet | Specifies the type of trade strategy. | Added EP169 |
| 2212 | LegCommonPricingIndicator | Boolean | When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. | Added EP169 |
| 2213 | LegSettlDisruptionProvision | SettlDisruptionProvisionCodeSet | Specifies the consequences of bullion settlement disruption events. | Added EP169 |
| 2214 | LegInstrumentRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction if not overridden elsewhere. | Added EP169 Updated EP208 |
| 2215 | LegInstrumentRoundingPrecision | int | Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP169 |
| 2216 | MiscFeeRate | Percentage | The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. | Added EP169 |
| 2217 | MiscFeeAmountDue | Amt | The fee amount due if different from MiscFeeAmt(137). | Added EP169 |
| 2218 | NoLegComplexEvents | NumInGroup | Number of complex events in the repeating group. | Added EP169 |
| 2219 | LegComplexEventType | ComplexEventTypeCodeSet | Identifies the type of complex event. | Added EP169 |
| 2220 | LegComplexOptPayoutPaySide | PaymentPaySideCodeSet | Trade side of payout payer. | Added EP169 |
| 2221 | LegComplexOptPayoutReceiveSide | PaymentPaySideCodeSet | Trade side of payout receiver. | Added EP169 |
| 2222 | LegComplexOptPayoutUnderlier | String | Reference to the underlier whose payments are being passed through. | Added EP169 |
| 2223 | LegComplexOptPayoutAmount | Amt | Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. | Added EP169 |
| 2224 | LegComplexOptPayoutPercentage | Percentage | Percentage of observed price for calculating the payout associated with the event. | Added EP169 |
| 2225 | LegComplexOptPayoutTime | ComplexOptPayoutTimeCodeSet | Specifies when the payout is to occur. | Added EP169 |
| 2226 | LegComplexOptPayoutCurrency | Currency | Specifies the currency of the payout amount. LegComplexOptPayoutCurrencyCodeSource(2944) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2227 | LegComplexEventPrice | Price | Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). | Added EP169 |
| 2228 | LegComplexEventPricePercentage | Percentage | Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). | Added EP169 |
| 2229 | LegComplexEventPriceBoundaryMethod | ComplexEventPriceBoundaryMethodCodeSet | Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). | Added EP169 |
| 2230 | LegComplexEventPriceBoundaryPrecision | Percentage | Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. | Added EP169 |
| 2231 | LegComplexEventPriceTimeType | ComplexEventPriceTimeTypeCodeSet | Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). | Added EP169 |
| 2232 | LegComplexEventCondition | ComplexEventConditionCodeSet | Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. | Added EP169 |
| 2233 | LegComplexEventCurrencyOne | Currency | Specifies the first or only reference currency of the trade. LegComplexEventCurrencyOneCodeSource(2945) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2234 | LegComplexEventCurrencyTwo | Currency | Specifies the second reference currency of the trade. LegComplexEventCurrencyTwoCodeSource(2946) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2235 | LegComplexEventQuoteBasis | ComplexEventQuoteBasisCodeSet | For foreign exchange Quanto option feature. | Added EP169 |
| 2236 | LegComplexEventFixedFXRate | float | Specifies the fixed FX rate alternative for FX Quantro options. | Added EP169 |
| 2237 | LegComplexEventDeterminationMethod | String | Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP169 |
| 2238 | LegComplexEventCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the calculation agent. | Added EP169 |
| 2239 | LegComplexEventStrikePrice | Price | Upper strike price for Asian option feature. Strike percentage for a Strike Spread. | Added EP169 |
| 2240 | LegComplexEventStrikeFactor | float | Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. | Added EP169 |
| 2241 | LegComplexEventStrikeNumberOfOptions | int | Upper string number of options for a Strike Spread. | Added EP169 |
| 2242 | LegComplexEventCreditEventsXIDRef | XIDREF | Reference to credit event table elsewhere in the message. | Added EP169 |
| 2243 | LegComplexEventCreditEventNotifyingParty | ComplexEventCreditEventNotifyingPartyCodeSet | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. | Added EP169 |
| 2244 | LegComplexEventCreditEventBusinessCenter | String | Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 2245 | LegComplexEventCreditEventStandardSources | Boolean | When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. | Added EP169 |
| 2246 | LegComplexEventCreditEventMinimumSources | int | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. | Added EP169 |
| 2247 | LegComplexEventEndTime | UTCTimeOnly | The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. | Added EP169 |
| 2248 | LegComplexEventXID | XID | Identifier of this complex event for cross referencing elsewhere in the message. | Added EP169 |
| 2249 | LegComplexEventXIDRef | XIDREF | Reference to a complex event elsewhere in the message. | Added EP169 |
| 2250 | NoLegComplexEventDates | NumInGroup | Number of complex event dates in the repeating group. | Added EP169 |
| 2251 | LegComplexEventStartDate | UTCDateOnly | The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. | Added EP169 Updated EP195 |
| 2252 | LegComplexEventEndDate | UTCDateOnly | The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. | Added EP169 Updated EP195 |
| 2253 | NoLegComplexEventTimes | NumInGroup | Number of complex event times in the repeating group. | Added EP169 |
| 2254 | NoLegInstrumentParties | NumInGroup | Number of parties in the repeating group. | Added EP169 |
| 2255 | LegInstrumentPartyID | String | Used to identify party id related to instrument. | Added EP169 |
| 2256 | LegInstrumentPartyIDSource | PartyIDSourceCodeSet | Used to identify source of instrument party id. | Added EP169 |
| 2257 | LegInstrumentPartyRole | PartyRoleCodeSet | Used to identify the role of instrument party id. | Added EP169 |
| 2258 | NoLegInstrumentPartySubIDs | NumInGroup | Number of parties sub-IDs in the repeating group. | Added EP169 |
| 2259 | LegInstrumentPartySubID | String | PartySubID value within an instrument party repeating group. | Added EP169 |
| 2260 | LegInstrumentPartySubIDType | PartySubIDTypeCodeSet | Type of LegInstrumentPartySubID (2259) value. | Added EP169 Updated EP294 |
| 2261 | UnderlyingComplexOptPayoutPaySide | PaymentPaySideCodeSet | Trade side of payout payer. | Added EP169 |
| 2262 | UnderlyingComplexOptPayoutReceiveSide | PaymentPaySideCodeSet | Trade side of payout receiver. | Added EP169 |
| 2263 | UnderlyingComplexOptPayoutUnderlier | String | Reference to the underlier whose payments are being passed through. | Added EP169 |
| 2264 | UnderlyingComplexOptPayoutPercentage | Percentage | Percentage of observed price for calculating the payout associated with the event. | Added EP169 |
| 2265 | UnderlyingComplexOptPayoutTime | ComplexOptPayoutTimeCodeSet | The time when the payout is to occur. | Added EP169 |
| 2266 | UnderlyingComplexOptPayoutCurrency | Currency | Specifies the currency of the payout amount. UnderlyingComplexOptPayoutCurrencyCodeSource(2947) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2267 | UnderlyingComplexEventPricePercentage | Percentage | Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). | Added EP169 |
| 2268 | UnderlyingComplexEventCurrencyOne | Currency | Specifies the first or only reference currency of the trade. UnderlyingComplexEventCurrencyOneCodeSource(2948) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2269 | UnderlyingComplexEventCurrencyTwo | Currency | Specifies the second reference currency of the trade. UnderlyingComplexEventCurrencyTwoCodeSource(2949) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP169 Updated EP273 |
| 2270 | UnderlyingComplexEventQuoteBasis | ComplexEventQuoteBasisCodeSet | Specifies the currency pairing for the quote. | Added EP169 |
| 2271 | UnderlyingComplexEventFixedFXRate | float | Specifies the fixed FX rate alternative for FX Quantro options. | Added EP169 |
| 2272 | UnderlyingComplexEventDeterminationMethod | String | Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP169 |
| 2273 | UnderlyingComplexEventCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the calculation agent. | Added EP169 |
| 2274 | UnderlyingComplexEventStrikePrice | Price | Upper strike price for Asian option feature. Strike percentage for a Strike Spread. | Added EP169 |
| 2275 | UnderlyingComplexEventStrikeFactor | float | Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. | Added EP169 |
| 2276 | UnderlyingComplexEventStrikeNumberOfOptions | int | Upper string number of options for a Strike Spread. | Added EP169 |
| 2277 | UnderlyingComplexEventCreditEventsXIDRef | XIDREF | Reference to credit event table elsewhere in the message. | Added EP169 |
| 2278 | UnderlyingComplexEventCreditEventNotifyingParty | ComplexEventCreditEventNotifyingPartyCodeSet | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. | Added EP169 |
| 2279 | UnderlyingComplexEventCreditEventBusinessCenter | String | Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 2280 | UnderlyingComplexEventCreditEventStandardSources | Boolean | When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. | Added EP169 |
| 2281 | UnderlyingComplexEventCreditEventMinimumSources | int | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. | Added EP169 |
| 2282 | UnderlyingComplexEventXID | XID | Identifier of this complex event for cross referencing elsewhere in the message. | Added EP169 |
| 2283 | UnderlyingComplexEventXIDRef | XIDREF | Reference to a complex event elsewhere in the message. | Added EP169 |
| 2284 | UnderlyingSettlRateIndex | String | In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. | Added EP169 |
| 2285 | UnderlyingSettlRateIndexLocation | String | This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. | Added EP169 |
| 2286 | UnderlyingOptionExpirationDesc | String | Description of the option expiration. | Added EP169 |
| 2287 | EncodedUnderlyingOptionExpirationDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. | Added EP169 |
| 2288 | EncodedUnderlyingOptionExpirationDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). | Added EP169 |
| 2289 | UnderlyingSwapSubClass | SwapSubClassCodeSet | The sub-classification or notional schedule type of the swap. | Added EP169 Updated EP238 |
| 2290 | UnderlyingStrikeUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the unit of measure (UOM) of the price if different from the contract. | Added EP169 |
| 2291 | UnderlyingStrikeIndex | String | Specifies the index used to calculate the strike price. | Added EP169 |
| 2292 | UnderlyingStrikeIndexSpread | PriceOffset | Specifies the strike price offset from the named index. | Added EP169 |
| 2293 | UnderlyingValuationSource | String | Specifies the source of trade valuation data. | Added EP169 |
| 2294 | UnderlyingValuationReferenceModel | String | Specifies the methodology and/or assumptions used to generate the trade value. | Added EP169 |
| 2295 | UnderlyingStrategyType | StrategyTypeCodeSet | Specifies the type of trade strategy. | Added EP169 |
| 2296 | UnderlyingCommonPricingIndicator | Boolean | When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. | Added EP169 |
| 2297 | UnderlyingSettlDisruptionProvision | SettlDisruptionProvisionCodeSet | Specifies the consequences of settlement disruption events. | Added EP169 |
| 2298 | UnderlyingInstrumentRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction if not overridden elsewhere. | Added EP169 Updated EP208 |
| 2299 | UnderlyingInstrumentRoundingPrecision | int | Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP169 |
| 2300 | AllocGrossTradeAmt | Amt | Total amount traded for this account (i.e. quantity * price) expressed in units of currency. | Added EP170 |
| 2301 | LastQtyChanged | Qty | The positive or negative change in quantity when this report is a trade correction or continuation. | Added EP169 |
| 2302 | TradeVersion | String | Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. | Added EP169 |
| 2303 | HistoricalReportIndicator | Boolean | Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. | Added EP169 |
| 2304 | NoAssetAttributes | NumInGroup | The number of asset attribute entries in the group. | Added EP169 |
| 2305 | AssetAttributeType | String | Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. | Added EP169 |
| 2306 | AssetAttributeValue | String | Specifies the value of the asset attribute. | Added EP169 |
| 2307 | AssetAttributeLimit | String | Limit or lower acceptable value of the attribute. | Added EP169 |
| 2308 | NoLegAssetAttributes | NumInGroup | Number of asset attribute entries in the group. | Added EP169 |
| 2309 | LegAssetAttributeType | String | Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. | Added EP169 |
| 2310 | LegAssetAttributeValue | String | Specifies the value of the attribute. | Added EP169 |
| 2311 | LegAssetAttributeLimit | String | Limit or lower acceptable value of the attribute. | Added EP169 |
| 2312 | NoUnderlyingAssetAttributes | NumInGroup | Number of asset attribute entries in the group. | Added EP169 |
| 2313 | UnderlyingAssetAttributeType | String | Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. | Added EP169 |
| 2314 | UnderlyingAssetAttributeValue | String | Specifies the value of the attribute. | Added EP169 |
| 2315 | UnderlyingAssetAttributeLimit | String | Limit or lower acceptable value of the attribute. | Added EP169 |
| 2316 | RiskLimitReportStatus | RiskLimitReportStatusCodeSet | Status of risk limit report. | Added EP171 |
| 2317 | RiskLimitReportRejectReason | RiskLimitReportRejectReasonCodeSet | The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). | Added EP171 |
| 2318 | RiskLimitCheckRequestID | String | The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. | Added EP171 |
| 2319 | RiskLimitCheckID | String | The unique and static identifier, at the business entity level, of a risk limit check request. | Added EP171 |
| 2320 | RiskLimitCheckTransType | RiskLimitCheckTransTypeCodeSet | Specifies the transaction type of the risk limit check request. | Added EP171 |
| 2321 | RiskLimitCheckType | RiskLimitCheckTypeCodeSet | Specifies the type of limit check message. | Added EP171 |
| 2322 | RiskLimitCheckRequestRefID | int | Specifies the message reference identifier of the risk limit check request message. | Added EP171 |
| 2323 | RiskLimitCheckRequestType | RiskLimitCheckRequestTypeCodeSet | Specifies the type of limit amount check being requested. | Added EP171 |
| 2324 | RiskLimitCheckAmount | Amt | Specifies the amount being requested for approval. | Added EP171 |
| 2325 | RiskLimitCheckRequestStatus | RiskLimitCheckRequestStatusCodeSet | Indicates the status of the risk limit check request. | Added EP171 |
| 2326 | RiskLimitCheckRequestResult | RiskLimitCheckRequestResultCodeSet | Result of the credit limit check request. | Added EP171 |
| 2327 | RiskLimitApprovedAmount | Amt | The credit/risk limit amount approved. | Added EP171 |
| 2328 | PartyActionRequestID | String | The unique identifier of the PartyActionRequest(35=DH) message. | Added EP171 |
| 2329 | PartyActionType | PartyActionTypeCodeSet | Specifies the type of action to take or was taken for a given party. | Added EP171 |
| 2330 | ApplTestMessageIndicator | Boolean | Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. | Added EP171 |
| 2331 | PartyActionReportID | String | The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. | Added EP171 |
| 2332 | PartyActionResponse | PartyActionResponseCodeSet | Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. | Added EP171 |
| 2333 | PartyActionRejectReason | PartyActionRejectReasonCodeSet | Specifies the reason the PartyActionRequest(35=DH) was rejected. | Added EP171 |
| 2334 | RefRiskLimitCheckID | String | The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. | Added EP171 Updated EP180 |
| 2335 | RefRiskLimitCheckIDType | RefRiskLimitCheckIDTypeCodeSet | Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. | Added EP171 |
| 2336 | RiskLimitVelocityPeriod | int | The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). | Added EP171 |
| 2337 | RiskLimitVelocityUnit | TimeUnitCodeSet | Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. | Added EP171 |
| 2338 | RequestingPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Qualifies the value of RequestingPartyRole(1660). | Added EP171 |
| 2339 | RiskLimitCheckModelType | RiskLimitCheckModelTypeCodeSet | Specifies the type of credit limit check model workflow to apply for the specified party | Added EP171 |
| 2340 | EventMonthYear | MonthYear | Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. | Added EP161 |
| 2341 | LegEventMonthYear | MonthYear | Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. | Added EP161 |
| 2342 | UnderlyingEventMonthYear | MonthYear | Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. | Added EP161 |
| 2343 | RiskLimitCheckStatus | RiskLimitCheckStatusCodeSet | Indicates the status of the risk limit check performed on a trade. | Added EP172 |
| 2344 | SideRiskLimitCheckStatus | RiskLimitCheckStatusCodeSet | Indicates the status of the risk limit check performed on the side of a trade. | Added EP172 |
| 2345 | NoEntitlementTypes | NumInGroup | Number of entitlement types in the repeating group. | Added EP173 |
| 2346 | LegMidPx | Price | Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. | Added EP175 |
| 2347 | RegulatoryTransactionType | RegulatoryTransactionTypeCodeSet | Specifies the regulatory mandate or rule that the transaction complies with. | Added EP176 |
| 2348 | LegAssetGroup | AssetGroupCodeSet | Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). | Added EP192 |
| 2349 | PricePrecision | int | Specifies the price decimal precision of the instrument. | Added EP187 |
| 2350 | CollateralPortfolioID | String | Identifier of the collateral portfolio when reporting on a portfolio basis. | Added EP179 |
| 2351 | EncodedComplianceTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. | Added EP185 |
| 2352 | EncodedComplianceText | data | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. | Added EP185 |
| 2353 | TradingUnitPeriodMultiplier | int | Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. | Added EP179 |
| 2354 | LegTradingUnitPeriodMultiplier | int | Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. | Added EP179 |
| 2355 | PartyRiskLimitStatus | PartyRiskLimitStatusCodeSet | The status of risk limits for a party. | Added EP214 |
| 2356 | RemunerationIndicator | RemunerationIndicatorCodeSet | Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. | Added EP209 |
| 2357 | LegTotalTradeQty | Qty | Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). | Added EP179 |
| 2358 | LegLastMultipliedQty | Qty | Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). | Added EP179 |
| 2359 | LegTotalGrossTradeAmt | Amt | Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. | Added EP179 |
| 2360 | LegTotalTradeMultipliedQty | Qty | Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). | Added EP179 |
| 2361 | CompressionGroupID | String | Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. | Added EP211 |
| 2362 | SelfMatchPreventionID | String | Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. | Added EP211 |
| 2363 | UnderlyingTradingUnitPeriodMultiplier | int | Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. | Added EP179 |
| 2364 | PosReportAction | PosMaintActionCodeSet | Indicates action that triggered the Position Report. | Added EP179 |
| 2365 | SettlForwardPoints | PriceOffset | FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. | Added EP179 |
| 2366 | SettlPriceFxRateCalc | SettlCurrFxRateCalcCodeSet | Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. | Added EP179 |
| 2367 | TotalTradeQty | Qty | Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). | Added EP179 |
| 2368 | LastMultipliedQty | Qty | Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). | Added EP179 |
| 2369 | TotalGrossTradeAmt | Amt | Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. | Added EP179 |
| 2370 | TotalTradeMultipliedQty | Qty | Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). | Added EP179 |
| 2371 | EncodedTradeContinuationText | data | Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. | Added EP179 |
| 2372 | EncodedTradeContinuationTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. | Added EP179 |
| 2373 | IntraFirmTradeIndicator | Boolean | Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. | Added EP179 Updated EP193 |
| 2374 | TradeContinuationText | String | Free form text to specify additional trade continuation information or data. | Added EP179 Updated EP258 |
| 2375 | TaxonomyType | TaxonomyTypeCodeSet | The type of identification taxonomy used to identify the security. | Added EP179 |
| 2376 | PartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of PartyRole(452). | Added EP179 |
| 2377 | DerivativeInstrumentPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of DerivativeInstrumentPartyRole(1295). | Added EP179 Updated EP271 |
| 2378 | InstrumentPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of InstrumentPartyRole(1051). | Added EP179 |
| 2379 | LegInstrumentPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of LegInstrumentPartyRole(2257). | Added EP179 |
| 2380 | LegProvisionPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of LegProvisionPartyRole(40536). | Added EP179 |
| 2381 | Nested2PartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of Nested2PartyRole(759). | Added EP179 |
| 2382 | Nested3PartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of Nested3PartyRole(951). | Added EP179 |
| 2383 | Nested4PartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of Nested4PartyRole(1417). | Added EP179 |
| 2384 | NestedPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of NestedPartyRole(538). | Added EP179 |
| 2385 | ProvisionPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of ProvisionPartyRole(40177). | Added EP179 |
| 2386 | RequestedPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of RequestedPartyRole(1509). | Added EP179 |
| 2387 | TradeContingency | TradeContingencyCodeSet | Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. | Added EP187 |
| 2388 | RootPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of RootPartyRole(1119). | Added EP179 |
| 2389 | SettlPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of SettlPartyRole(784). | Added EP179 |
| 2390 | TradeConfirmationReferenceID | String | A reference or control identifier or number used as a trade confirmation key. | Added EP215 |
| 2391 | UnderlyingInstrumentPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). | Added EP179 |
| 2392 | AllocRefRiskLimitCheckID | String | The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. | Added EP180 |
| 2393 | AllocRefRiskLimitCheckIDType | RefRiskLimitCheckIDTypeCodeSet | Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. | Added EP180 |
| 2394 | LimitUtilizationAmt | Amt | The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. | Added EP180 |
| 2395 | LimitAmt | Amt | The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. | Added EP180 |
| 2396 | LimitRole | PartyRoleCodeSet | Indicates the scope of the limit by role. | Added EP180 |
| 2397 | RegulatoryTradeIDScope | RegulatoryTradeIDScopeCodeSet | Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. | Added EP181 |
| 2398 | SideRegulatoryTradeIDScope | RegulatoryTradeIDScopeCodeSet | Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. | Added EP181 |
| 2399 | AllocRegulatoryTradeIDScope | RegulatoryTradeIDScopeCodeSet | Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. | Added EP181 |
| 2400 | EffectiveBusinessDate | LocalMktDate | Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. | Added EP182 Updated EP195 |
| 2401 | ListManualOrderIndicator | Boolean | Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). | Added EP182 |
| 2402 | EntitlementSubType | EntitlementSubTypeCodeSet | Subtype of an entitlement specified in EntitlementType(1775). | Added EP183 |
| 2403 | QuoteModelType | QuoteModelTypeCodeSet | Quote model type | Added EP184 |
| 2404 | ComplianceText | String | Free text for compliance information required for regulatory reporting. | Added EP185 |
| 2405 | ExecMethod | ExecMethodCodeSet | Specifies how the transaction was executed, e.g. via an automated execution platform or other method. | Added EP186 Updated EP201 |
| 2406 | AllocRegulatoryLegRefID | String | Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). | Added EP181 |
| 2407 | ComplexEventSpotRate | Price | FX spot rate. | Added EP187 |
| 2408 | ComplexEventForwardPoints | PriceOffset | FX forward points added to spot rate. May be a negative value. | Added EP187 |
| 2409 | LegComplexEventSpotRate | Price | FX spot rate. | Added EP187 |
| 2410 | LegComplexEventForwardPoints | PriceOffset | FX forward points added to spot rate. May be a negative value. | Added EP187 |
| 2411 | RegulatoryLegRefID | String | Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). | Added EP181 |
| 2412 | RateSourceReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP187 Updated EP293 |
| 2413 | RelatedToSecurityID | String | The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. | Added EP187 |
| 2414 | RelatedToSecurityIDSource | SecurityIDSourceCodeSet | Identifies class or source of the RelatedToSecurityID(2413) value. | Added EP187 |
| 2415 | RelatedToStreamXIDRef | XIDREF | StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. | Added EP187 |
| 2416 | SideRegulatoryLegRefID | String | Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). | Added EP181 |
| 2417 | RelatedToDividendPeriodXIDRef | XIDREF | The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. | Added EP208 |
| 2418 | FirmTradeEventID | String | An identifier created by the trading party for the life cycle event associated with this report. | Added EP187 |
| 2419 | UnderlyingComplexEventSpotRate | Price | FX spot rate. | Added EP187 |
| 2420 | UnderlyingComplexEventForwardPoints | PriceOffset | FX forward points added to spot rate. May be a negative value. | Added EP187 |
| 2421 | FillRefID | String | A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. | Added EP188 |
| 2422 | OrderRequestID | int | Unique message identifier for an order request as assigned by the submitter of the request. | Added EP188 |
| 2423 | MassOrderRequestID | String | Unique message identifier for a mass order request as assigned by the submitter of the orders. | Added EP188 |
| 2424 | MassOrderReportID | String | Unique message identifier for the response to a mass order request as assigned by the receiver of the orders. | Added EP188 Updated EP271 |
| 2425 | MassOrderRequestStatus | MassOrderRequestStatusCodeSet | Status of mass order request. | Added EP188 |
| 2426 | MassOrderRequestResult | MassOrderRequestResultCodeSet | Request result of mass order request. | Added EP188 |
| 2427 | OrderResponseLevel | OrderResponseLevelCodeSet | The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. | Added EP188 |
| 2428 | NoOrderEntries | NumInGroup | Number of order entries. | Added EP188 |
| 2429 | OrderEntryAction | OrderEntryActionCodeSet | Specifies the action to be taken for the given order. | Added EP188 |
| 2430 | OrderEntryID | int | Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. | Added EP188 |
| 2431 | ExecTypeReason | ExecTypeReasonCodeSet | The initiating event when an ExecutionReport(35=8) is sent. | Added EP188 |
| 2432 | TotNoOrderEntries | int | Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. | Added EP188 |
| 2433 | NoTargetPartySubIDs | NumInGroup | Number of target party sub IDs in the repeating group. | Added EP189 |
| 2434 | TargetPartySubID | String | Party sub-identifier value within a target party repeating group. | Added EP189 |
| 2435 | TargetPartySubIDType | PartySubIDTypeCodeSet | Type of TargetPartySubID(2434) value. | Added EP189 |
| 2436 | TransferInstructionID | String | Unique identifier for the transfer instruction assigned by the submitter. | Added EP189 |
| 2437 | TransferID | String | The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. | Added EP189 |
| 2438 | TransferReportID | String | Unique identifier for the transfer report message. | Added EP189 |
| 2439 | TransferTransType | TransferTransTypeCodeSet | Indicates the type of transfer transaction. | Added EP189 |
| 2440 | TransferType | TransferTypeCodeSet | Indicates the type of transfer request. | Added EP189 |
| 2441 | TransferScope | TransferScopeCodeSet | Indicates the type of transfer. | Added EP189 |
| 2442 | TransferStatus | TransferStatusCodeSet | Status of the transfer. | Added EP189 |
| 2443 | TransferRejectReason | TransferRejectReasonCodeSet | Reason the transfer instruction was rejected. | Added EP189 |
| 2444 | TransferReportType | TransferReportTypeCodeSet | Indicates the type of transfer report. | Added EP189 |
| 2445 | AggressorTime | UTCTimestamp | Timestamp of aggressive order or quote resulting in match event. | Added EP190 |
| 2446 | AggressorSide | SideCodeSet | Side of aggressive order or quote resulting in match event. | Added EP190 |
| 2447 | FastMarketIndicator | Boolean | Indicates if the instrument is in "fast market" state. | Added EP190 |
| 2448 | LinkageHandlingIndicator | Boolean | Indicate whether linkage handling is in effect for an instrument or not. | Added EP190 |
| 2449 | NumberOfBuyOrders | int | Number of buy orders involved in a trade. | Added EP190 |
| 2450 | NumberOfSellOrders | int | Number of sell orders involved in a trade. | Added EP190 |
| 2451 | SettlPriceDeterminationMethod | SettlPriceDeterminationMethodCodeSet | Calculation method used to determine settlement price. | Added EP190 |
| 2452 | MDStatisticReqID | String | Message identifier for a statistics request. | Added EP191 |
| 2453 | MDStatisticRptID | String | Message identifier for a statistics report. | Added EP191 |
| 2454 | MDStatisticName | String | The short name or acronym for a set of statistic parameters. | Added EP191 |
| 2455 | MDStatisticDesc | String | Can be used to provide an optional textual description for a statistic. | Added EP191 |
| 2456 | MDStatisticType | MDStatisticTypeCodeSet | Type of statistic value. | Added EP191 |
| 2457 | MDStatisticScope | MDStatisticScopeCodeSet | Entities used as basis for the statistics. | Added EP191 |
| 2458 | MDStatisticSubScope | MDStatisticSubScopeCodeSet | Sub-scope of the statistics to further reduce the entities used as basis for the statistics. | Added EP191 |
| 2459 | MDStatisticScopeType | MDStatisticScopeTypeCodeSet | Scope details of the statistics to reduce the number of events being used as basis for the statistics. | Added EP191 |
| 2460 | MDStatisticFrequencyPeriod | int | Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). | Added EP191 |
| 2461 | MDStatisticFrequencyUnit | OrderDelayUnitCodeSet | Time unit for MDStatisticFrequencyPeriod(2460). | Added EP191 |
| 2462 | MDStatisticDelayPeriod | int | Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. | Added EP191 |
| 2463 | MDStatisticDelayUnit | OrderDelayUnitCodeSet | Time unit for MDStatisticDelayPeriod(2462). | Added EP191 |
| 2464 | MDStatisticIntervalType | MDStatisticIntervalTypeCodeSet | Type of interval over which statistic is calculated. | Added EP191 |
| 2465 | MDStatisticIntervalTypeUnit | TimeUnitCodeSet | Time unit for MDStatisticIntervalType(2464). | Added EP191 |
| 2466 | MDStatisticIntervalPeriod | int | Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. | Added EP191 |
| 2467 | MDStatisticIntervalUnit | OrderDelayUnitCodeSet | Time unit for MDStatisticIntervalPeriod(2466). | Added EP191 |
| 2468 | MDStatisticStartDate | UTCTimestamp | First day of range for which statistical data is collected. | Added EP191 |
| 2469 | MDStatisticEndDate | UTCTimestamp | Last day of range for which statistical data is collected. | Added EP191 |
| 2470 | MDStatisticStartTime | UTCTimeOnly | Start time of the time range for which statistical data is collected. | Added EP191 |
| 2471 | MDStatisticEndTime | UTCTimeOnly | End time of the time range for which statistical data is collected. | Added EP191 |
| 2472 | MDStatisticRatioType | MDStatisticRatioTypeCodeSet | Ratios between various entities. | Added EP191 |
| 2473 | MDStatisticRequestResult | MDStatisticRequestResultCodeSet | Result returned in response to MarketDataStatisticsRequest (35=DO). | Added EP191 |
| 2474 | NoMDStatistics | NumInGroup | Number of market data statistics. | Added EP191 |
| 2475 | MDStatisticID | String | Unique identifier for a statistic. | Added EP191 |
| 2476 | MDStatisticTime | UTCTimestamp | Time of calculation of a statistic. | Added EP191 |
| 2477 | MDStatisticStatus | MDStatisticStatusCodeSet | Status for a statistic to indicate its availability. | Added EP191 |
| 2478 | MDStatisticValue | float | Statistical value. | Added EP191 |
| 2479 | MDStatisticValueType | MDStatisticValueTypeCodeSet | Type of statistical value. | Added EP191 |
| 2480 | MDStatisticValueUnit | OrderDelayUnitCodeSet | Unit of time for statistical value. | Added EP191 Updated EP208 |
| 2481 | EncodedMDStatisticDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. | Added EP191 Updated EP229 |
| 2482 | EncodedMDStatisticDesc | data | Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. | Added EP191 |
| 2483 | AllocRiskLimitCheckStatus | RiskLimitCheckStatusCodeSet | Indicates the status of the risk limit check performed on a trade for this allocation instance. | Added EP192 |
| 2484 | FirmTransactionID | String | The unique transaction entity identifier assigned by the firm. | Added EP192 |
| 2485 | TransactionID | String | The unique transaction entity identifier. | Added EP192 |
| 2486 | WireReference | String | The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". | Added EP192 |
| 2487 | CollRptRejectReason | CollRptRejectReasonCodeSet | Reject reason code for rejecting the collateral report. | Added EP192 |
| 2488 | CollRptStatus | CollRptStatusCodeSet | The status of the collateral report. | Added EP192 |
| 2489 | PackageID | String | Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. | Added EP192 |
| 2490 | TradeNumber | int | Ordinal number of the trade within a series of related trades. | Added EP192 |
| 2491 | UnderlyingAssetGroup | AssetGroupCodeSet | Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). | Added EP192 |
| 2492 | LegDifferentialPrice | PriceOffset | Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637). | Added EP217 |
| 2493 | EncodedLegDocumentationText | data | Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. | Added EP192 |
| 2494 | EncodedLegDocumentationTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. | Added EP192 |
| 2495 | LegAgreementCurrency | Currency | Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. | Added EP192 |
| 2496 | LegAgreementDate | LocalMktDate | A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. | Added EP192 |
| 2497 | LegAgreementDesc | String | The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. | Added EP192 |
| 2498 | LegAgreementID | String | A common reference to the applicable standing agreement between the counterparties to a financing transaction. | Added EP192 |
| 2499 | LegAgreementVersion | String | The version of the master agreement. | Added EP192 |
| 2500 | LegBrokerConfirmationDesc | String | Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. | Added EP192 |
| 2501 | LegCreditSupportAgreementDate | LocalMktDate | The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. | Added EP192 |
| 2502 | LegCreditSupportAgreementDesc | String | The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. | Added EP192 |
| 2503 | LegCreditSupportAgreementID | String | A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. | Added EP192 |
| 2504 | LegDeliveryType | DeliveryTypeCodeSet | Identifies type of settlement. | Added EP192 |
| 2505 | LegDocumentationText | String | A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". | Added EP192 |
| 2506 | LegEndDate | LocalMktDate | End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. | Added EP192 |
| 2507 | LegGoverningLaw | String | Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. | Added EP192 |
| 2508 | LegMarginRatio | Percentage | The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. | Added EP192 |
| 2509 | LegMasterConfirmationAnnexDate | LocalMktDate | The date that an annexation to the master confirmation was executed between the parties. | Added EP192 |
| 2510 | LegMasterConfirmationDate | LocalMktDate | Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. | Added EP192 |
| 2511 | LegMasterConfirmationDesc | String | The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. | Added EP192 |
| 2512 | LegMasterConfirmationAnnexDesc | String | The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. | Added EP192 |
| 2513 | LegStartDate | LocalMktDate | Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. | Added EP192 |
| 2514 | LegTerminationType | TerminationTypeCodeSet | Type of financing termination. | Added EP192 |
| 2515 | AllocCalculatedCcyQty | Qty | Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. | Added EP193 |
| 2516 | CollateralRequestInstruction | String | An encoded collateral request processing instruction to the receiver. | Added EP193 |
| 2517 | CollateralRequestLinkID | String | A unique identifier to link together a set or group of requests. | Added EP193 |
| 2518 | CollateralRequestNumber | int | Ordinal number of the request within a set or group of requests. | Added EP193 |
| 2519 | TotNumCollateralRequests | int | Total number of request messages within a set or group of requests. | Added EP193 |
| 2520 | WarningText | String | Communicates the underlying condition when the request response indicates "warning". | Added EP193 |
| 2521 | EncodedWarningText | data | Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. | Added EP193 |
| 2522 | EncodedWarningTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. | Added EP193 |
| 2523 | CrossedIndicator | CrossedIndicatorCodeSet | Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership. | Added EP218 |
| 2524 | TradeReportingIndicator | TradeReportingIndicatorCodeSet | Used between parties to convey trade reporting status. | Added EP222 Updated EP283 |
| 2525 | AffiliatedFirmsTradeIndicator | Boolean | Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. | Added EP193 |
| 2526 | InternationalSwapIndicator | Boolean | Identifies the swap trade as an "international" transaction. | Added EP193 |
| 2527 | MultiAssetSwapIndicator | Boolean | Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. | Added EP193 |
| 2528 | ClearingSettlPrice | Price | Clearing settlement price. | Added EP195 |
| 2529 | NoRelativeValues | NumInGroup | Number of relative value metrics entries in the repeating group. | Added EP194 |
| 2530 | RelativeValueType | RelativeValueTypeCodeSet | Indicates the type of relative value measurement being specified. | Added EP194 |
| 2531 | RelativeValue | float | The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. | Added EP194 |
| 2532 | RelativeValueSide | RelativeValueSideCodeSet | Specifies the side of the relative value. | Added EP194 |
| 2533 | BidSpread | float | Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. | Added EP194 |
| 2534 | OfferSpread | float | Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. | Added EP194 |
| 2535 | MDReportEvent | MDReportEventCodeSet | Technical event within market data feed. | Added EP195 |
| 2536 | MDReportCount | int | Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. | Added EP195 |
| 2537 | TotNoMarketSegmentReports | int | Total number of reports related to market segments. | Added EP195 |
| 2538 | TotNoInstrumentReports | int | Total number of reports related to instruments. | Added EP195 |
| 2539 | TotNoPartyDetailReports | int | Total number of reports related to party detail information. | Added EP195 |
| 2540 | TotNoEntitlementReports | int | Total number of reports related to party entitlement information. | Added EP195 |
| 2541 | TotNoRiskLimitReports | int | Total number of reports related to party risk limit information. | Added EP195 |
| 2542 | MarketSegmentStatus | MarketSegmentStatusCodeSet | Status of market segment. | Added EP195 |
| 2543 | MarketSegmentType | MarketSegmentTypeCodeSet | Used to classify the type of market segment. | Added EP195 |
| 2544 | MarketSegmentSubType | MarketSegmentSubTypeCodeSet | Used to further categorize market segments within a MarketSegmentType(2543). | Added EP195 |
| 2545 | NoRelatedMarketSegments | NumInGroup | Number of related market segments. | Added EP195 |
| 2546 | RelatedMarketSegmentID | String | Identifies a related market segment. | Added EP195 |
| 2547 | MarketSegmentRelationship | MarketSegmentRelationshipCodeSet | Type of relationship between two or more market segments. | Added EP195 |
| 2548 | NoAuctionTypeRules | NumInGroup | Number of auction order types. | Added EP195 |
| 2549 | AuctionTypeProductComplex | String | Identifies an entire suite of products for which the auction order type rule applies. | Added EP195 |
| 2550 | NoPriceRangeRules | NumInGroup | Number of rules related to price ranges. | Added EP195 |
| 2551 | StartPriceRange | Price | Lower boundary for price range. | Added EP195 |
| 2552 | EndPriceRange | Price | Upper boundary for price range. | Added EP195 |
| 2553 | PriceRangeValue | Price | Maximum range expressed as absolute value. | Added EP195 |
| 2554 | PriceRangePercentage | Percentage | Maximum range expressed as percentage. | Added EP195 |
| 2555 | PriceRangeProductComplex | String | Identifies an entire suite of products in the context of trading rules related to price ranges. | Added EP195 |
| 2556 | PriceRangeRuleID | String | Identifier for a price range rule. | Added EP195 |
| 2557 | FastMarketPercentage | Percentage | The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. | Added EP195 |
| 2558 | NoQuoteSizeRules | NumInGroup | Number of rules related to quote sizes. | Added EP195 |
| 2559 | QuoteSideIndicator | QuoteSideIndicatorCodeSet | Indicates whether single sided quotes are allowed. | Added EP195 |
| 2560 | NoFlexProductEligibilities | NumInGroup | Number of eligibility indicators for the creation of flexible securities. | Added EP195 |
| 2561 | FlexProductEligibilityComplex | String | Identifies an entire suite of products which are eligible for the creation of flexible securities. | Added EP195 |
| 2562 | NumOfComplexInstruments | int | Represents the total number of multileg securities or user defined securities that make up the security. | Added EP195 |
| 2563 | MarketDepthTimeInterval | int | Specifies the time interval used for netting market data in a price depth feed. | Added EP195 |
| 2564 | MarketDepthTimeIntervalUnit | OrderDelayUnitCodeSet | The time unit associated with the time interval of the netting of market data in a price depth feed. | Added EP195 |
| 2565 | MDRecoveryTimeInterval | int | Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. | Added EP195 |
| 2566 | MDRecoveryTimeIntervalUnit | OrderDelayUnitCodeSet | The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. | Added EP195 |
| 2567 | PrimaryServiceLocationID | String | Primary service location identifier. | Added EP195 |
| 2568 | SecondaryServiceLocationID | String | Secondary or alternate service location identifier. | Added EP195 |
| 2569 | MatchRuleProductComplex | String | Identifies an entire suite of products for which the matching rule applies. | Added EP195 |
| 2570 | CustomerPriority | CustomerPriorityCodeSet | Specifies the kind of priority given to customers. | Added EP195 |
| 2571 | TickRuleProductComplex | String | Identifies an entire suite of products for which the price tick rule applies. | Added EP195 |
| 2572 | PreviousAdjustedOpenInterest | Amt | Previous day's adjusted open interest. | Added EP195 |
| 2573 | PreviousUnadjustedOpenInterest | Amt | Previous day's unadjusted open interest. | Added EP195 |
| 2574 | LowExercisePriceOptionIndicator | Boolean | Indicates if a given option instrument permits low exercise prices (LEPO). | Added EP195 |
| 2575 | BlockTradeEligibilityIndicator | Boolean | Indicates if a given instrument is eligible for block trading. | Added EP195 |
| 2576 | InstrumentPricePrecision | int | Specifies the number of decimal places for instrument prices. | Added EP195 |
| 2577 | StrikePricePrecision | int | Specifies the number of decimal places for exercise price. | Added EP195 |
| 2578 | OrigStrikePrice | Price | Original exercise price, e.g. after corporate action requiring changes. | Added EP195 |
| 2579 | SettlSubMethod | SettlSubMethodCodeSet | Specifies a suitable settlement sub-method for a given settlement method. | Added EP195 |
| 2580 | NoClearingPriceParameters | NumInGroup | Number of parameter sets for clearing prices. | Added EP195 |
| 2581 | BusinessDayType | BusinessDayConventionCodeSet | Relative identification of a business day. | Added EP195 |
| 2582 | ClearingPriceOffset | PriceOffset | Constant value required for the calculation of the clearing price, e.g. for variance futures. | Added EP195 |
| 2583 | VegaMultiplier | float | Constant value required for the calculation of the clearing quantity, e.g. for variance futures. | Added EP195 |
| 2584 | AnnualTradingBusinessDays | int | Number of trading business days in a year. | Added EP195 |
| 2585 | TotalTradingBusinessDays | int | Number of trading business days over the lifetime of an instrument. | Added EP195 |
| 2586 | TradingBusinessDays | int | Number of actual trading business days of an instrument. | Added EP195 |
| 2587 | RealizedVariance | float | Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. | Added EP195 |
| 2588 | StandardVariance | float | Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. | Added EP195 |
| 2589 | RelatedClosePrice | Price | Closing price of the underlying required to calculate the RealizedVariance(2587). | Added EP195 |
| 2590 | OvernightInterestRate | float | Overnight interest rate. | Added EP195 |
| 2591 | AccumulatedReturnModifiedVariationMargin | float | The economic cost of the variation margin from one trading day to the next. | Added EP195 |
| 2592 | CalculationMethod | CalculationMethodCodeSet | Specifies how the calculation will be made. | Added EP195 |
| 2593 | NoOrderAttributes | NumInGroup | Number of order attribute entries. | Added EP222 |
| 2594 | OrderAttributeType | OrderAttributeTypeCodeSet | The type of order attribute. | Added EP222 |
| 2595 | OrderAttributeValue | String | The value associated with the order attribute type specified in OrderAttributeType(2594). | Added EP222 |
| 2596 | DeltaCrossed | Boolean | Indicates that the party has taken a position on both a put and a call on the same underlying asset. | Added EP208 |
| 2597 | ComplexEventFuturesPriceValuation | Boolean | Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. | Added EP208 |
| 2598 | ComplexEventOptionsPriceValuation | Boolean | Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. | Added EP208 |
| 2599 | ComplexEventPVFinalPriceElectionFallback | ComplexEventPVFinalPriceElectionFallbackCodeSet | Specifies the fallback provisions for the hedging party in the determination of the final settlement price. | Added EP208 |
| 2600 | StrikeIndexCurvePoint | String | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208 |
| 2601 | StrikeIndexQuote | StrikeIndexQuoteCodeSet | The quote side from which the index price is to be determined. | Added EP208 |
| 2602 | ExtraordinaryEventAdjustmentMethod | ExtraordinaryEventAdjustmentMethodCodeSet | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. | Added EP208 |
| 2603 | ExchangeLookAlike | Boolean | For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. | Added EP208 |
| 2604 | LegStrikeIndexCurvePoint | String | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208 |
| 2605 | LegStrikeIndexQuote | StrikeIndexQuoteCodeSet | The quote side from which the index price is to be determined. | Added EP208 |
| 2606 | LegExtraordinaryEventAdjustmentMethod | ExtraordinaryEventAdjustmentMethodCodeSet | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. | Added EP208 |
| 2607 | LegExchangeLookAlike | Boolean | For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. | Added EP208 |
| 2608 | LegComplexEventFuturesPriceValuation | Boolean | Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. | Added EP208 |
| 2609 | LegComplexEventOptionsPriceValuation | Boolean | Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. | Added EP208 |
| 2610 | LegComplexEventPVFinalPriceElectionFallback | ComplexEventPVFinalPriceElectionFallbackCodeSet | Specifies the fallback provisions for the hedging party in the determination of the final settlement price | Added EP208 |
| 2611 | UnderlyingComplexEventFuturesPriceValuation | Boolean | Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. | Added EP208 |
| 2612 | UnderlyingComplexEventOptionsPriceValuation | Boolean | Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. | Added EP208 |
| 2613 | UnderlyingComplexEventPVFinalPriceElectionFallback | ComplexEventPVFinalPriceElectionFallbackCodeSet | Specifies the fallback provisions for the hedging party in the determination of the final settlement price | Added EP208 |
| 2614 | UnderlyingNotional | Amt | Notional value for the equity or bond underlier. | Added EP208 |
| 2615 | UnderlyingNotionalCurrency | Currency | Specifies the currency denomination of the notional value. UnderlyingNotionalCurrencyCodeSource(2921) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP208 Updated EP273 |
| 2616 | UnderlyingNotionalDeterminationMethod | String | Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 2617 | UnderlyingNotionalAdjustments | UnderlyingNotionalAdjustmentsCodeSet | Specifies the conditions that govern the adjustment to the number of units of the return swap. | Added EP208 |
| 2618 | PositionID | String | Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. | Added EP199 |
| 2619 | UnderlyingNotionalXIDRef | XIDREF | Cross reference to another notional amount for duplicating its properties. | Added EP208 |
| 2620 | UnderlyingFutureID | String | In the case of an index underlier specifies the unique identifier for the referenced futures contract. | Added EP208 |
| 2621 | UnderlyingFutureIDSource | SecurityIDSourceCodeSet | Identifies the source of the UnderlyingFutureID(2620). | Added EP208 Updated EP294 |
| 2622 | UnderlyingStrikeIndexCurvePoint | String | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208 |
| 2623 | UnderlyingStrikeIndexQuote | StrikeIndexQuoteCodeSet | The quote side from which the index price is to be determined. | Added EP208 |
| 2624 | UnderlyingExtraordinaryEventAdjustmentMethod | ExtraordinaryEventAdjustmentMethodCodeSet | Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. | Added EP208 |
| 2625 | UnderlyingExchangeLookAlike | Boolean | For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. | Added EP208 |
| 2626 | UnderlyingAverageVolumeLimitationPercentage | Amt | The limit of average percentage of individual securities traded in a day or a number of days. | Added EP208 |
| 2627 | UnderlyingAverageVolumeLimitationPeriodDays | int | Specifies the limitation period for average daily trading volume in number of days. | Added EP208 |
| 2628 | UnderlyingDepositoryReceiptIndicator | Boolean | Indicates whether the underlier is a depository receipt. | Added EP208 |
| 2629 | UnderlyingOpenUnits | Qty | The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. | Added EP208 |
| 2630 | UnderlyingBasketDivisor | float | Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. | Added EP208 |
| 2631 | UnderlyingInstrumentXID | XID | Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. | Added EP208 |
| 2632 | CollateralAmountType | CollateralAmountTypeCodeSet | The type of value in CurrentCollateralAmount(1704). | Added EP197 |
| 2633 | NoMiscFeeSubTypes | NumInGroup | Specifies the number of miscellaneous fee sub-types. | Added EP196 |
| 2634 | MiscFeeSubType | String | Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. | Added EP196 |
| 2635 | MiscFeeSubTypeAmt | Amt | The amount of the specified MiscFeeSubType(2634). | Added EP196 |
| 2636 | MiscFeeSubTypeDesc | String | Can be used to provide an optional textual description of the fee sub-type. | Added EP196 |
| 2637 | EncodedMiscFeeSubTypeDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. | Added EP196 |
| 2638 | EncodedMiscFeeSubTypeDesc | data | Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. | Added EP196 |
| 2639 | NoCommissions | NumInGroup | Number of commissions in the repeating group. | Added EP204 |
| 2640 | CommissionAmount | Amt | The commission amount. | Added EP204 Updated EP223 |
| 2641 | CommissionAmountType | CommissionAmountTypeCodeSet | Indicates what type of commission is being expressed in CommissionAmount(2640). | Added EP204 |
| 2642 | CommissionBasis | CommTypeCodeSet | Specifies the basis or unit used to calculate the commission. | Added EP204 Updated EP208 |
| 2643 | CommissionCurrency | Currency | Specifies the currency denomination of the commission amount if different from the trade's currency. CommissionCurrencyCodeSource(2923) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP204 Updated EP273 |
| 2644 | CommissionUnitOfMeasure | UnitOfMeasureCodeSet | The commission rate unit of measure. | Added EP204 Updated EP223 |
| 2645 | CommissionUnitOfMeasureCurrency | Currency | Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). | Added EP204 |
| 2646 | CommissionRate | float | The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. | Added EP204 |
| 2647 | CommissionSharedIndicator | Boolean | Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. | Added EP204 |
| 2648 | CommissionAmountShared | Amt | Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). | Added EP204 |
| 2649 | CommissionLegRefID | String | Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). | Added EP204 |
| 2650 | CommissionDesc | String | Description of the commission. | Added EP204 |
| 2651 | EncodedCommissionDescLen | Length | Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. | Added EP204 |
| 2652 | EncodedCommissionDesc | data | Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. | Added EP204 |
| 2653 | NoAllocCommissions | NumInGroup | Number of commissions in the repeating group. | Added EP204 |
| 2654 | AllocCommissionAmount | Amt | The commission amount. | Added EP204 |
| 2655 | AllocCommissionAmountType | CommissionAmountTypeCodeSet | Indicates what type of commission is being expressed in AllocCommissionAmount(2654). | Added EP204 |
| 2656 | AllocCommissionBasis | CommTypeCodeSet | Specifies the basis or unit used to calculate the commission. | Added EP204 Updated EP208 |
| 2657 | AllocCommissionCurrency | Currency | Specifies the currency denomination of the commission amount if different from the trade's currency. AllocCommissionCurrencyCodeSource(2925) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP204 Updated EP273 |
| 2658 | AllocCommissionUnitOfMeasure | UnitOfMeasureCodeSet | The commission rate unit of measure. | Added EP204 |
| 2659 | AllocCommissionUnitOfMeasureCurrency | Currency | Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). | Added EP204 |
| 2660 | AllocCommissionRate | float | The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. | Added EP204 |
| 2661 | AllocCommissionSharedIndicator | Boolean | Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. | Added EP204 |
| 2662 | AllocCommissionAmountShared | Amt | Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). | Added EP204 |
| 2663 | AllocCommissionLegRefID | String | Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). | Added EP204 |
| 2664 | AllocCommissionDesc | String | Description of the commission. | Added EP204 |
| 2665 | EncodedAllocCommissionDescLen | Length | Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. | Added EP204 Updated EP229 |
| 2666 | EncodedAllocCommissionDesc | data | Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. | Added EP204 |
| 2667 | AlgorithmicTradeIndicator | AlgorithmicTradeIndicatorCodeSet | Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. | Added EP216 |
| 2668 | NoTrdRegPublications | NumInGroup | Number of regulatory publication rules in repeating group. | Added EP216 |
| 2669 | TrdRegPublicationType | TrdRegPublicationTypeCodeSet | Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). | Added EP216 |
| 2670 | TrdRegPublicationReason | TrdRegPublicationReasonCodeSet | Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. | Added EP216 Updated EP300 |
| 2671 | SideTradeReportingIndicator | TradeReportingIndicatorCodeSet | Used between parties to convey trade reporting status. | Added EP222 |
| 2672 | CrossRequestID | String | Unique message identifier for a cross request as assigned by the submitter of the request. | Added EP223 |
| 2673 | FillMatchID | String | Identifier assigned by a matching system to a match event containing multiple executions. | Added EP223 |
| 2674 | FillMatchSubID | String | Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions. | Added EP223 |
| 2675 | MassActionReason | MassActionReasonCodeSet | Reason for submission of mass action. | Added EP223 |
| 2676 | MaximumPriceDeviation | Percentage | Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. | Added EP223 Updated EP271 |
| 2677 | NotAffectedReason | NotAffectedReasonCodeSet | Reason for order being unaffected by mass action even though it belongs to the orders covered by MassActionScope(1374). | Added EP223 |
| 2678 | TotalNotAffectedOrders | int | Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q). | Added EP223 |
| 2679 | OrderOwnershipIndicator | OrderOwnershipIndicatorCodeSet | Change of ownership of an order to a specific party. | Added EP223 |
| 2680 | LegAccount | String | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | Added EP223 |
| 2681 | InTheMoneyCondition | InTheMoneyConditionCodeSet | Specifies an option instrument's "in the money" condition. | Added EP224 |
| 2682 | LegInTheMoneyCondition | InTheMoneyConditionCodeSet | Specifies an option instrument's "in the money" condition in general terms. | Added EP224 |
| 2683 | UnderlyingInTheMoneyCondition | InTheMoneyConditionCodeSet | Specifies an option instrument's "in the money" condition in general terms. | Added EP224 |
| 2684 | DerivativeInTheMoneyCondition | InTheMoneyConditionCodeSet | Specifies an option instrument's "in the money" condition in general terms. See InTheMoneyCondition(2681) for complete definition. | Added EP224 Updated EP271 |
| 2685 | ContraryInstructionEligibilityIndicator | Boolean | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable. | Added EP224 |
| 2686 | LegContraryInstructionEligibilityIndicator | Boolean | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable. | Added EP224 |
| 2687 | UnderlyingContraryInstructionEligibilityIndicator | Boolean | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable. | Added EP224 |
| 2688 | DerivativeContraryInstructionEligibilityIndicator | Boolean | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable. See ContraryInstructionEligibilityIndicator(2685) for complete definition. | Added EP224 Updated EP271 |
| 2689 | CollateralMarketPrice | Price | Market price of the collateral, either from market sources or pre-agreed by the counterparties. | Added EP227 |
| 2690 | CollateralPercentOverage | Percentage | Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value) | Added EP227 |
| 2691 | NoSideCollateralAmounts | NumInGroup | Number of side collateral amount entries. | Added EP227 |
| 2692 | SideCollateralAmountMarketID | String | Market associated with the collateral amount. | Added EP227 |
| 2693 | SideCollateralAmountMarketSegmentID | String | Market segment associated with the collateral amount. | Added EP227 |
| 2694 | SideCollateralAmountType | CollateralAmountTypeCodeSet | The type of value in CurrentCollateralAmount(1704). | Added EP227 |
| 2695 | SideCollateralCurrency | Currency | Specifies the currency of the collateral; optional, defaults to settlement currency if not specified. SideCollateralCurrencyCodeSource(2930) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP227 Updated EP273 |
| 2696 | SideCollateralFXRate | float | Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15). | Added EP227 |
| 2697 | SideCollateralFXRateCalc | UnderlyingFXRateCalcCodeSet | Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided. | Added EP227 |
| 2698 | SideCollateralMarketPrice | Price | Market price of the collateral, either from market sources or pre-agreed by the counterparties. | Added EP227 |
| 2699 | SideCollateralPercentOverage | Percentage | Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value). | Added EP227 |
| 2700 | SideCollateralPortfolioID | String | Identifier of the collateral portfolio when reporting on a portfolio basis. | Added EP227 |
| 2701 | SideCollateralType | String | Type of collateral on deposit being reported. | Added EP227 |
| 2702 | SideCurrentCollateralAmount | Amt | Currency value currently attributed to the collateral. | Added EP227 |
| 2703 | SideHaircutIndicator | Boolean | Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. | Added EP227 |
| 2704 | ExDestinationType | ExDestinationTypeCodeSet | Identifies the type of execution destination for the order. | Added EP228 |
| 2705 | MarketCondition | MarketConditionCodeSet | Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity. | Added EP229 |
| 2706 | NoQuoteAttributes | NumInGroup | Number of quote attributes entries. | Added EP229 |
| 2707 | QuoteAttributeType | QuoteAttributeTypeCodeSet | The type of attribute for the quote. | Added EP229 |
| 2708 | QuoteAttributeValue | String | The value associated with the quote attribute type specified in QuoteAttributeType(2707). | Added EP229 |
| 2709 | NoPriceQualifiers | NumInGroup | Number of price qualifiers in the repeating group. | Added EP230 |
| 2710 | PriceQualifier | PriceQualifierCodeSet | Qualifier for price. May be used when the price needs to be explicitly qualified. | Added EP230 |
| 2711 | MDValueTier | MDValueTierCodeSet | Describes the reporting ranges for executed transactions. | Added EP231 |
| 2712 | MiscFeeQualifier | MiscFeeQualifierCodeSet | Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects NetMoney(118). | Added EP231 |
| 2713 | MiscFeeDesc | String | Can be used to provide a textual description of the fee type. | Added EP231 |
| 2714 | FinancialInstrumentFullName | String | The full normative name of the financial instrument. | Added EP232 Updated EP236 |
| 2715 | EncodedFinancialInstrumentFullNameLen | Length | Byte length of encoded (non-ASCII characters) EncodedFinancialInstrumentFullName(2716) field. | Added EP232 Updated EP236 |
| 2716 | EncodedFinancialInstrumentFullName | data | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the FinancialInstrumentFullName(2714) field. | Added EP232 Updated EP236 |
| 2717 | LegFinancialInstrumentFullName | String | The full normative name of the multileg's financial instrument. | Added EP232 Updated EP236 |
| 2718 | EncodedLegFinancialInstrumentFullNameLen | Length | Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719). | Added EP232 Updated EP236 |
| 2719 | EncodedLegFinancialInstrumentFullName | data | Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field. | Added EP232 Updated EP236 |
| 2720 | UnderlyingFinancialInstrumentFullName | String | The full normative name of the underlying financial instrument. | Added EP232 Updated EP236 |
| 2721 | EncodedUnderlyingFinancialInstrumentFullNameLen | Length | Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722). | Added EP232 Updated EP236 |
| 2722 | EncodedUnderlyingFinancialInstrumentFullName | data | Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field. | Added EP232 Updated EP236 |
| 2723 | UnderlyingIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Curve time unit associated with the underlying index. | Added EP232 |
| 2724 | UnderlyingIndexCurvePeriod | int | Curve time multiplier for the underlying index. | Added EP232 |
| 2725 | CommissionAmountSubType | CommissionAmountSubTypeCodeSet | Further sub classification of the CommissionAmountType(2641). | Added EP233 |
| 2726 | AllocCommissionAmountSubType | CommissionAmountSubTypeCodeSet | Further sub classification of the AllocCommissionAmountType(2655). | Added EP233 |
| 2727 | AllocLegRefID | String | Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies. | Added EP234 Updated EP259 |
| 2728 | FloatingRateIndexCurvePeriod | int | Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731). | Added EP235 |
| 2729 | FloatingRateIndexCurveSpread | PriceOffset | Spread from the floating rate index. | Added EP235 |
| 2730 | FloatingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the floating rate index identified in FloatingRateIndexID(2731). | Added EP235 |
| 2731 | FloatingRateIndexID | String | Security identifier of the floating rate index. | Added EP235 |
| 2732 | FloatingRateIndexIDSource | SecurityIDSourceCodeSet | Source for the floating rate index identified in FloatingRateIndexID(2731). | Added EP235 Updated EP294 |
| 2733 | IndexRollMonth | String | Month identified in the index roll. | Added EP235 |
| 2734 | NoIndexRollMonths | NumInGroup | Number of instances of the index roll month. | Added EP235 |
| 2735 | AssetSubType | String | Used to provide a more specific description of the asset specified in AssetType(1940). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. | Added EP235 |
| 2736 | CommodityFinalPriceType | CommodityFinalPriceTypeCodeSet | Final price type of the commodity as specified by the trading venue. | Added EP235 |
| 2737 | FinancialInstrumentShortName | String | Short name of the financial instrument. Uses ISO 18774 (FINS) values. | Added EP235 |
| 2738 | NextIndexRollDate | LocalMktDate | Next index roll date. | Added EP235 |
| 2739 | LegAssetSubType | String | Used to provide a more specific description of the asset specified in LegAssetType(2069). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. | Added EP235 |
| 2740 | LegFinancialInstrumentShortName | String | Short name of the financial instrument. Uses ISO 18774 (FISN) values. | Added EP235 |
| 2741 | SecondaryAssetSubType | String | Used to provide a more specific description of the asset specified in SecondaryAssetType(1979). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. | Added EP235 |
| 2742 | UnderlyingFinancialInstrumentShortName | String | Short name of the financial instrument. Uses ISO 18774 (FINS) values. | Added EP235 |
| 2743 | LegSecondaryAssetSubType | String | Used to provide a more specific description of the asset specified in LegSecondaryAssetType(2079). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. | Added EP235 |
| 2744 | UnderlyingAssetSubType | String | Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. | Added EP235 |
| 2745 | UnderlyingSecondaryAssetSubType | String | May be used to provide a more specific description of the asset specified in UnderlyingSecondaryAssetType(2083). See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. | Added EP235 |
| 2746 | NoReferenceDataDates | NumInGroup | Number of instances of reference data dates. | Added EP235 |
| 2747 | ReferenceDataDate | UTCTimestamp | Reference data entry's date-time of the type specified in ReferenceDataDateType(2748). | Added EP235 |
| 2748 | ReferenceDataDateType | ReferenceDataDateTypeCodeSet | Reference data entry's date-time type. | Added EP235 |
| 2749 | ExecutionTimestamp | UTCTimestamp | Time of the individual execution. | Added EP237 |
| 2750 | ReportingPx | Price | Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. | Added EP237 |
| 2751 | ReportingQty | Qty | Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. | Added EP237 |
| 2752 | DeliveryRouteOrCharter | String | Specific delivery route or time charter average. Applicable to commodity freight contracts. | Added EP238 |
| 2753 | ReturnTrigger | ReturnTriggerCodeSet | Indicates the type of return or payout trigger for the swap or forward. | Added EP238 |
| 2754 | LegDeliveryRouteOrCharter | String | Specific delivery route or time charter average. Applicable to commodity freight contracts. | Added EP238 |
| 2755 | LegReturnTrigger | ReturnTriggerCodeSet | Indicates the type of return or payout trigger for the swap or forward. | Added EP238 |
| 2756 | UnderlyingDeliveryRouteOrCharter | String | Specific delivery route or time charter average. Applicable to commodity freight contracts. | Added EP238 |
| 2757 | UnderlyingReturnTrigger | ReturnTriggerCodeSet | Indicates the type of return or payout trigger for the swap or forward. | Added EP238 |
| 2758 | AllocRequestID | String | Unique identifier for the request message. | Added EP239 |
| 2759 | GroupAmount | Amt | Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. | Added EP239 |
| 2760 | GroupRemainingAmount | Amt | Indicates the remaining notional units or amount of an allocation group that has not yet been allocated. | Added EP239 |
| 2761 | AllocGroupAmount | Amt | Indicates the notional units or amount being allocated. | Added EP239 |
| 2762 | PriceMarkup | PriceOffset | Price offset of the markup denominated in the price type of the trade. | Added EP240 |
| 2763 | AveragePriceType | AveragePriceTypeCodeSet | The average pricing model used for block trades. | Added EP240 |
| 2764 | AveragePriceStartTime | UTCTimestamp | Start of the time period during which price averaging occurred. | Added EP240 |
| 2765 | AveragePriceEndTime | UTCTimestamp | End of the time period during which price averaging occurred. | Added EP240 |
| 2766 | OrderPercentOfTotalVolume | Percentage | For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades. | Added EP240 |
| 2767 | AllocGroupStatus | AllocGroupStatusCodeSet | Status of the trade give-up relative to the group identified in AllocGroupID(1730). | Added EP240 |
| 2768 | AllocRequestStatus | AllocRequestStatusCodeSet | Status of the AllocationInstructionAlertRequest(35=DU). | Added EP241 |
| 2769 | AllocAvgPxIndicator | AvgPxIndicatorCodeSet | Average pricing indicator at the allocation level. | Added EP241 |
| 2770 | AllocAvgPxGroupID | String | Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group. | Added EP241 |
| 2771 | PreviousAllocGroupID | String | When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier. | Added EP241 |
| 2772 | NoMatchExceptions | NumInGroup | Number of match exceptions in the repeating group. | Added EP246 |
| 2773 | MatchExceptionType | MatchExceptionTypeCodeSet | Type of matching exception. | Added EP246 |
| 2774 | MatchExceptionElementType | MatchExceptionElementTypeCodeSet | Identifies the data point used in the matching operation which resulted in an exception. | Added EP246 |
| 2775 | MatchExceptionElementName | String | The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchExceptionElementType(2774). | Added EP246 |
| 2776 | MatchExceptionAllocValue | String | The allocating party's data value used in the match operation. | Added EP246 |
| 2777 | MatchExceptionConfirmValue | String | The confirming party's data value used in the match operation. | Added EP246 |
| 2778 | MatchExceptionToleranceValue | float | The data element's tolerance value. Omitted if no tolerance is allowed or not applicable. | Added EP246 |
| 2779 | MatchExceptionToleranceValueType | MatchExceptionToleranceValueTypeCodeSet | The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable. | Added EP246 |
| 2780 | MatchExceptionText | String | Description of the exception. | Added EP246 |
| 2781 | NoMatchingDataPoints | NumInGroup | Number of matching data points in the repeating group. | Added EP246 |
| 2782 | MatchingDataPointIndicator | MatchingDataPointIndicatorCodeSet | Data point's matching type. | Added EP246 |
| 2783 | MatchingDataPointValue | String | Value of the matching data point. | Added EP246 |
| 2784 | MatchingDataPointType | MatchExceptionElementTypeCodeSet | Identifies the data point used in the matching operation. | Added EP246 |
| 2785 | MatchingDataPointName | String | The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchingDataPointType(2784). | Added EP246 |
| 2786 | TradeAggregationRequestID | String | The message identifier for the trade aggregation request. | Added EP247 |
| 2787 | TradeAggregationRequestRefID | String | Reference identifier to a previously sent trade aggregation message being cancelled or replaced. | Added EP247 |
| 2788 | TradeAggregationTransType | TradeAggregationTransTypeCodeSet | Identifies the trade aggregation transaction type. | Added EP247 |
| 2789 | AggregatedQty | Qty | Total quantity of orders or fills quantity aggregated. | Added EP247 |
| 2790 | TradeAggregationRequestStatus | TradeAggregationRequestStatusCodeSet | Status of the trade aggregation request. | Added EP247 |
| 2791 | TradeAggregationRejectReason | TradeAggregationRejectReasonCodeSet | Reason for trade aggregation request being rejected. | Added EP247 |
| 2792 | TradeAggregationReportID | String | Unique identifier for the TradeAggregationReport(35=DX). | Added EP247 |
| 2793 | AvgSpotRate | Price | The average FX spot rate. | Added EP247 |
| 2794 | AvgForwardPoints | PriceOffset | The average forward points. May be a negative value. | Added EP247 |
| 2795 | OffshoreIndicator | OffshoreIndicatorCodeSet | Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate. | Added EP247 |
| 2796 | FXBenchmarkRateFix | String | Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m." | Added EP247 Deprecated EP293 |
| 2797 | EncodedMatchExceptionTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedMatchExceptionText(2798) field. | Added EP246 |
| 2798 | EncodedMatchExceptionText | data | Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MatchExceptionText(2780) field. | Added EP246 Updated EP271 |
| 2799 | PayReportID | String | Unique ID of the PayManagementReport(35=EA) message. | Added EP249 |
| 2800 | PayDisputeReason | int | Used to provide the reason for disputing a request or report. See https://www.fixtrading.org/packages/PayDisputeReason for the list of applicable values. | Added EP249 |
| 2801 | EncodedReplaceText | data | Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the ReplaceText(2805) field. | Added EP249 |
| 2802 | EncodedReplaceTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedReplaceText(2801) field. | Added EP249 |
| 2803 | PayReportRefID | String | Reference identifier of the PayManagementReport(35=EA). To be used with PayReportTransType(2804)=1 (Replace). | Added EP249 |
| 2804 | PayReportTransType | PayReportTransTypeCodeSet | Identifies the message transaction type. | Added EP249 |
| 2805 | ReplaceText | String | Identifies the reason for amendment. | Added EP249 |
| 2806 | PayReportStatus | PayReportStatusCodeSet | Identifies status of the payment report. | Added EP249 |
| 2807 | CancelText | String | Identifies the reason for cancelation. | Added EP249 |
| 2808 | EncodedCancelText | data | Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CancelText(2807) field. | Added EP249 |
| 2809 | EncodedCancelTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedCancelText(2808) field. | Added EP249 |
| 2810 | PayRequestRefID | String | Reference identifier of the PayManagementRequest(35=DY). To be used with PayRequestTransType(2811)=1 (Cancel). | Added EP249 |
| 2811 | PayRequestTransType | PayRequestTransTypeCodeSet | Identifies the message transaction type. | Added EP249 |
| 2812 | PayRequestID | String | Unique ID of the PayManagementRequest(35=DY) message. | Added EP249 |
| 2813 | PayRequestStatus | PayRequestStatusCodeSet | Identifies status of the request being responded to. | Added EP249 |
| 2814 | EncodedPostTradePaymentDesc | data | Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the PostTradePaymentDesc(2820) field. | Added EP249 |
| 2815 | EncodedPostTradePaymentDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedPostTradePaymentDesc(2814) field. | Added EP249 |
| 2816 | PostTradePaymentAccount | String | The cash account on the books of the receiver of the request or the sender of the report to be debited or credited. | Added EP249 |
| 2817 | PostTradePaymentAmount | Amt | The payment amount for the specified PostTradePaymentType(2824). | Added EP249 |
| 2818 | PostTradePaymentCurrency | Currency | Specifies the currency in which PostTradePaymentAmount(2817) is denominated. PostTradePaymentCurrencyCodeSource(2956) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP249 Updated EP273 |
| 2819 | PostTradePaymentDebitOrCredit | PostTradePaymentDebitOrCreditCodeSet | Payment side of this individual payment from the requesting firm's perspective. | Added EP249 |
| 2820 | PostTradePaymentDesc | String | A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference. | Added EP249 |
| 2821 | PostTradePaymentID | String | The identifier for the individual payment. | Added EP249 |
| 2822 | PostTradePaymentLinkID | String | Used to link a group of payments together, e.g. cross-currency payments associated with a swap. | Added EP249 |
| 2823 | PostTradePaymentStatus | PostTradePaymentStatusCodeSet | Used to indicate the status of a post-trade payment. | Added EP249 |
| 2824 | PostTradePaymentType | String | Type of post-trade payment. See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List". | Added EP249 |
| 2825 | PostTradePaymentCalculationDate | LocalMktDate | The (actual) date the periodic payments calculations are made. | Added EP249 |
| 2826 | PostTradePaymentValueDate | LocalMktDate | The adjusted (for holidays and other non-business days) payment date on which the payment is expected to settle. | Added EP249 |
| 2827 | PostTradePaymentFinalValueDate | LocalMktDate | The actual or final payment date on which the payment was made. | Added EP249 |
| 2828 | CurrentDisplayPrice | Price | Price at which the order is currently displayed to the market. Can be used on order messages, e.g. NewOrderSingle(35=D), to provide the current displayed price of a parent order when splitting it into smaller child orders. | Added EP253 |
| 2829 | DuplicateClOrdIDIndicator | DuplicateClOrdIDIndicatorCodeSet | Used to indicate that a ClOrdID(11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with OrdRejReason(103) = 6 (Duplicate Order). | Added EP253 |
| 2830 | EventInitiatorType | EventInitiatorTypeCodeSet | Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote. | Added EP253 |
| 2831 | NBBOEntryType | NBBOEntryTypeCodeSet | Type of NBBO information. | Added EP253 |
| 2832 | NBBOPrice | Price | Price related to NBBO. NBBOEntryType(2831) may be used to indicate entry type, e.g. bid or offer. | Added EP253 |
| 2833 | NBBOQty | Qty | Quantity related to NBBO. NBBOEntryType(2831) may be used to indicte entry type, e.g. bid or offer. | Added EP253 |
| 2834 | NBBOSource | NBBOSourceCodeSet | Source of NBBO information. | Added EP253 |
| 2835 | OrderOriginationFirmID | String | Identifier for the original owner of an order as part of the RelatedOrderGrp component. Use the Parties component with PartyRole(452) = 13 (Order Origination Firm) to identify the original owner of an individual order. | Added EP253 Updated EP259 |
| 2836 | RelatedOrderTime | UTCTimestamp | Timestamp for the assignment of a (unique) identifier to an order. | Added EP253 Updated EP259 |
| 2837 | SingleQuoteIndicator | SingleQuoteIndicatorCodeSet | Used to indicate whether the quoting system allows only one quote to be active at a time for the quote issuer or market maker. | Added EP253 |
| 2838 | CurrentWorkingPrice | Price | Current working price of the order relative to the state of the order. | Added EP253 |
| 2839 | TrdRegTimestampManualIndicator | TrdRegTimestampManualIndicatorCodeSet | Indicates whether a given timestamp was manually captured. | Added EP253 |
| 2840 | CollateralReinvestmentRate | Percentage | Interest rate received for collateral reinvestment. | Added EP254 |
| 2841 | UnderlyingRefID | String | Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874). | Added EP254 |
| 2842 | CollateralReinvestmentAmount | Amt | The cash amount of the specified re-investment type. | Added EP254 |
| 2843 | CollateralReinvestmentCurrency | Currency | The currency denomination of the re-invested cash amount. CollateralReinvestmentCurrencyCodeSource(2931) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP254 Updated EP273 |
| 2844 | CollateralReinvestmentType | CollateralReinvestmentTypeCodeSet | Indicates the type of investment the cash collateral is re-invested in. | Added EP254 |
| 2845 | NoCollateralReinvestments | NumInGroup | Number of instances of CollateralReinvestmentType(2844) in the repeating group. | Added EP254 |
| 2846 | FundingSource | FundingSourceCodeSet | Specifies the funding source used to finance margin or collateralized loan. | Added EP254 |
| 2847 | FundingSourceCurrency | Currency | Currency denomination of the market value of the funding source. FundingSourceCurrencyCodeSource(2954) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP254 Updated EP273 |
| 2848 | FundingSourceMarketValue | Amt | Market value of the funding source. | Added EP254 |
| 2849 | NoFundingSources | NumInGroup | Number of instances of FundingSource(2846) in the repeating group. | Added EP254 |
| 2851 | MarginDirection | MarginDirectionCodeSet | Indicates whether the margin described is posted or received. | Added EP254 |
| 2862 | SideCollateralReinvestmentRate | Percentage | Interest rate received for collateral reinvestment. | Added EP254 |
| 2863 | SideUnderlyingRefID | String | Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874). | Added EP254 |
| 2864 | NoSideCollateralReinvestments | NumInGroup | Number of instances of SideCollateralReinvestmentType(2867) in the repeating group. | Added EP254 |
| 2865 | SideCollateralReinvestmentAmount | Amt | The cash amount of the specified re-investment type. | Added EP254 |
| 2866 | SideCollateralReinvestmentCurrency | Currency | The currency denomination of the re-invested cash amount. SideCollateralReinvestmentCurrencyCodeSource(2932) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. | Added EP254 Updated EP273 |
| 2867 | SideCollateralReinvestmentType | CollateralReinvestmentTypeCodeSet | Indicates the type of investment the cash collateral is re-invested in. | Added EP254 |
| 2868 | CollateralizationValueDate | LocalMktDate | Date when the collateral is to be assessed or assigned. | Added EP254 |
| 2869 | RegulatoryReportTypeBusinessDate | LocalMktDate | The business date on which the event identified in RegulatoryReportType(1934) took place. | Added EP254 |
| 2870 | ClearingPortfolioID | String | When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier. | Added EP254 |
| 2871 | NoTransactionAttributes | NumInGroup | Number of instances of TransactionAttributeType(2872) in the repeating group. | Added EP254 |
| 2872 | TransactionAttributeType | TransactionAttributeTypeCodeSet | Type of attribute(s) or characteristic(s) associated with the transaction. | Added EP254 |
| 2873 | TransactionAttributeValue | String | Value associated with the specificed TransactionAttributeType(2872). | Added EP254 |
| 2874 | UnderlyingID | String | Unique identifier for the underlying instrument within the context of a message. | Added EP254 |
| 2876 | PosAmtPrice | Price | The price used to calculate the PosAmt(708). | Added EP254 |
| 2877 | PosAmtPriceType | PriceTypeCodeSet | Specifies the type of price for PosAmtPrice(2876). | Added EP254 |
| 2878 | TerminationDate | LocalMktDate | The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement. | Added EP254 |
| 2879 | CouponOtherDayCount | String | The industry name of the day count convention not listed in CouponDayCount(1950). | Added EP254 |
| 2880 | LegCouponOtherDayCount | String | The industry name of the day count convention not listed in LegCouponDayCount(2165). | Added EP254 |
| 2881 | UnderlyingCouponOtherDayCount | String | The industry name of the day count convention not listed in UnderlyingCouponDayCount(1993). | Added EP254 |
| 2882 | ContraOrderOrigination | OrderOriginationCodeSet | Identifies the origin of the order from the counterparty of the execution or trade. | Added EP256 |
| 2883 | RoutingArrangementIndicator | RoutingArrangementIndicatorCodeSet | Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with OrderOrigination(1724) to further describe the origin of an order. | Added EP256 Updated EP294 |
| 2884 | ContraRoutingArrangementIndicator | RoutingArrangementIndicatorCodeSet | Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with ContraOrderOrigination(2882) to further describe the origin of an order. | Added EP256 Updated EP294 |
| 2885 | UnderlyingAccruedInterestAmt | Amt | Amount of accrued interest of underlying security. | Added EP258 |
| 2886 | UnderlyingNumDaysInterest | int | Number of days of interest for underlying security. | Added EP258 |
| 2887 | RelatedOrderID | String | Identifier of a related order. | Added EP259 |
| 2888 | RelatedOrderIDSource | RelatedOrderIDSourceCodeSet | Describes the source of the identifier that RelatedOrderID(2887) represents. | Added EP259 |
| 2889 | RelatedOrderQty | Qty | Quantity of the related order which can be less than its total quantity. For example, when only parts of an order contribute to an aggregated order. | Added EP259 |
| 2890 | OrderRelationship | OrderRelationshipCodeSet | Describes the type of relationship between the order identified by RelatedOrderID(2887) and the order outside of the RelatedOrderGrp component. | Added EP259 |
| 2891 | UPICode | String | Uniquely identifies the product of a security using ISO 4914 standard, Unique Product Identifier (UPI). The DSB (Derivative Service Bureau Ltd) is acting as designated service provider for UPI System. | Added EP266 |
| 2892 | DerivativeUPICode | String | Uniquely identifies the product of a derivative instrument using ISO 4914. See UPICode(2891) for complete definition. | Added EP266 Updated EP271 |
| 2893 | LegUPICode | String | Uniquely identifies the product of a leg instrument using ISO 4914. See UPICode(2891) for further detail. | Added EP266 |
| 2894 | UnderlyingUPICode | String | Uniquely identifies the product of an underlying instrument using ISO 4914. See UPICode(2891) for further detail. | Added EP266 |
| 2895 | InstrumentScopeUPICode | String | Uniquely identifies the product of a security using ISO 4914 as filter criteria. See UPICode(2891) for further detail. | Added EP266 |
| 2896 | TertiaryTrdType | TrdTypeCodeSet | Type of trade assigned to a trade. Used in addition to TrdType(828) and SecondaryTrdType(855). Must not be used when only one additional trade type needs to be assigned. | Added EP268 |
| 2897 | CurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the Currency(15) value. | Added EP273 |
| 2898 | LegCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegCurrency(556) value. | Added EP273 |
| 2899 | SettlCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the SettlCurrency(120) value. | Added EP273 |
| 2900 | LegSettlCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegSettlCurrency(675) value. | Added EP273 |
| 2901 | SideCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the SideCurrency(1154) value. | Added EP273 |
| 2902 | SideSettlCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the SideSettlCurrency(1155) value. | Added EP273 |
| 2903 | SettlementAmountCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the SettlementAmountCurrency(1702) value. | Added EP273 |
| 2904 | StrikeCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the StrikeCurrency(947) value. | Added EP273 |
| 2905 | UnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnitOfMeasureCurrency(1716) value. | Added EP273 |
| 2906 | PriceUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the PriceUnitOfMeasureCurrency(1717) value. | Added EP273 |
| 2907 | PriceQuoteCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the PriceQuoteCurrency(1524) value. | Added EP273 |
| 2908 | LegStrikeCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegStrikeCurrency(942) value. | Added EP273 |
| 2909 | LegUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegUnitOfMeasureCurrency(1720) value. | Added EP273 |
| 2910 | LegPriceUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegPriceUnitOfMeasureCurrency(1721) value. | Added EP273 |
| 2911 | LegPriceQuoteCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegPriceQuoteCurrency(1528) value. | Added EP273 |
| 2912 | DerivativeStrikeCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the DerivativeStrikeCurrency(1262) value. | Added EP273 |
| 2913 | DerivativeUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the DerivativeUnitOfMeasureCurrency(1722) value. | Added EP273 |
| 2914 | DerivativePriceUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the DerivativePriceUnitOfMeasureCurrency(1723) value. | Added EP273 |
| 2915 | DerivativePriceQuoteCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the DerivativePriceQuoteCurrency(1576) value. | Added EP273 |
| 2916 | UnderlyingCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingCurrency(318) value. | Added EP273 |
| 2917 | UnderlyingStrikeCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingStrikeCurrency(941) value. | Added EP273 |
| 2918 | UnderlyingUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingUnitOfMeasureCurrency(1718) value. | Added EP273 |
| 2919 | UnderlyingPriceUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingPriceUnitOfMeasureCurrency(1719) value. | Added EP273 |
| 2920 | UnderlyingPriceQuoteCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingPriceQuoteCurrency(1526) value. | Added EP273 |
| 2921 | UnderlyingNotionalCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingNotionalCurrency(2615) value. | Added EP273 |
| 2922 | CommCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the CommCurrency(479) value. | Added EP273 |
| 2923 | CommissionCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the CommissionCurrency(2643) value. | Added EP273 |
| 2924 | CommissionUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the CommissionUnitOfMeasureCurrency(2645) value. | Added EP273 |
| 2925 | AllocCommissionCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the AllocCommissionCurrency(2657) value. | Added EP273 |
| 2926 | AllocCommissionUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the AllocCommissionUnitOfMeasureCurrency(2659) value. | Added EP273 |
| 2927 | AllocSettlCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the AllocSettlCurrency(736) value. | Added EP273 |
| 2928 | LegAllocSettlCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegAllocSettlCurrency(1367) value. | Added EP273 |
| 2929 | CollateralCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the CollateralCurrency(1705) value. | Added EP273 |
| 2930 | SideCollateralCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the SideCollateralCurrency(2695) value. | Added EP273 |
| 2931 | CollateralReinvestmentCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the CollateralReinvestmentCurrency(2843) value. | Added EP273 |
| 2932 | SideCollateralReinvestmentCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the SideCollateralReinvestmentCurrency(2866) value. | Added EP273 |
| 2933 | TradeAllocCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the TradeAllocCurrency(1847) value. | Added EP273 |
| 2934 | TradingCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the TradingCurrency(1245) value. | Added EP273 |
| 2935 | LimitAmtCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LimitAmtCurrency(1634) value. | Added EP273 |
| 2936 | PosQtyUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the PosQtyUnitOfMeasureCurrency(1835) value. | Added EP273 |
| 2937 | PositionCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the PositionCurrency(1055) value. | Added EP273 |
| 2938 | LegPosCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegPosCurrency(1589) value. | Added EP273 |
| 2939 | RiskLimitCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the RiskLimitCurrency(1532) value. | Added EP273 |
| 2940 | EntitlementAttribCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the EntitlementAttribCurrency(1781) value. | Added EP273 |
| 2941 | ComplexOptPayoutCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the ComplexOptPayoutCurrency(2122) value. | Added EP273 |
| 2942 | ComplexEventCurrencyOneCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the ComplexEventCurrencyOne(2124) value. | Added EP273 |
| 2943 | ComplexEventCurrencyTwoCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the ComplexEventCurrencyTwo(2125) value. | Added EP273 |
| 2944 | LegComplexOptPayoutCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegComplexOptPayoutCurrency(2226) value. | Added EP273 |
| 2945 | LegComplexEventCurrencyOneCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegComplexEventCurrencyOne(2233) value. | Added EP273 |
| 2946 | LegComplexEventCurrencyTwoCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegComplexEventCurrencyTwo(2234) value. | Added EP273 |
| 2947 | UnderlyingComplexOptPayoutCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingComplexOptPayoutCurrency(2266) value. | Added EP273 |
| 2948 | UnderlyingComplexEventCurrencyOneCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingComplexEventCurrencyOne(2268) value. | Added EP273 |
| 2949 | UnderlyingComplexEventCurrencyTwoCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the UnderlyingComplexEventCurrencyTwo(2269) value. | Added EP273 |
| 2950 | BenchmarkCurveCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the BenchmarkCurveCurrency(220) value. | Added EP273 |
| 2951 | LegBenchmarkCurveCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegBenchmarkCurveCurrency(676) value. | Added EP273 |
| 2952 | AgreementCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the AgreementCurrency(918) value. | Added EP273 |
| 2953 | LegAgreementCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the LegAgreementCurrency(2495) value. | Added EP273 |
| 2954 | FundingSourceCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the FundingSourceCurrency(2847) value. | Added EP273 |
| 2955 | PayCollectCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the PayCollectCurrency(1709) value. | Added EP273 |
| 2956 | PostTradePaymentCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies class or source of the PostTradePaymentCurrency(2818) value. | Added EP273 |
| 2957 | SymbolPositionNumber | int | Reference to the first or second currency or digital asset in Symbol(55) for FX-style trading. Conditionally required when one or both symbols in Symbol(55) represent a digital asset. | Added EP273 |
| 2958 | LegSymbolPositionNumber | int | Reference to the first or second currency or digital asset in LegSymbol(600) for FX-style trading. Conditionally required when one or both symbols in LegSymbol(600) represent a digital asset. | Added EP273 |
| 2959 | UnderlyingSymbolPositionNumber | int | Reference to the first or second currency or digital asset in UnderlyingSymbol(311) for FX-style trading. Conditionally required when one or both symbols in UnderlyingSymbol(311) represent a digital asset. | Added EP273 |
| 2960 | SettlPriceUnitOfMeasureCurrencyCodeSource | CurrencyCodeSourceCodeSet | Identifies the class or source of the SettlPriceUnitOfMeasureCurrency(1887) value. | Added EP273 |
| 2961 | AnonymousTradeIndicator | Boolean | Indicates whether the trade or transaction was executed anonymously. | Added EP274 |
| 2962 | SecurityReferenceDataSupplement | String | May be used to generically assist in disambiguating an instrument where the security identifier and core reference data attributes are not sufficient to uniquely identify the instrument. The values used are bilaterally agreed. | Added EP276 |
| 2963 | MultiJurisdictionReportingIndicator | MultiJurisdictionReportingIndicatorCodeSet | Indicate whether a trade is eligible to be reported to more than one regulatory jurisdictions, e.g. due to overlapping reporting rules that require reporting to different jurisdictions. | Added EP277 |
| 2964 | SelfMatchPreventionInstruction | SelfMatchPreventionInstructionCodeSet | Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same SelfMatchPreventionID(2362) as a resting (passive) order. | Added EP280 |
| 2965 | SettlStatusRequestID | String | Unique identifier of the SettlementStatusRequest(35=EC). | Added EP281 |
| 2966 | SettlStatusRequestStatus | SettlStatusRequestStatusCodeSet | Status of the SettlementStatusRequest(35=EC) message being responded to. | Added EP281 |
| 2967 | SettlStatusReportID | String | Unique identifier of the SettlementStatusReport(35=EE). | Added EP281 |
| 2968 | SettlStatus | String | The settlement status of the identified trade. | Added EP281 |
| 2969 | SettlStatusReason | String | Used to provide additional reason or qualify the reason for the settlement status specified in SettlStatus(2968). | Added EP281 |
| 2970 | SettlStatusReasonText | String | Text description associated with SettlStatusReason(2969). | Added EP281 |
| 2971 | EncodedSettlStatusReasonTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedSettlStatusReasonText(2972) field. | Added EP281 |
| 2972 | EncodedSettlStatusReasonText | data | Encoded (non-ASCII characters) representation of the SettlStatusReasonText(2970) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SettlStatusReasonText(2970) field. | Added EP281 |
| 2973 | SettlStatusReportStatus | SettlStatusReportStatusCodeSet | Status of the report being responded to. | Added EP281 |
| 2974 | AllocGroupSubQtyID | String | Identifier for quantity subgroup assigned by the clearinghouse. | Added EP285 |
| 2975 | NoAllocGroupSubQtys | NumInGroup | Indicates number of subgroups in an allocation group. | Added EP285 |
| 2976 | AllocGroupSubQty | Qty | Total quantity in the subgroup of an allocation group. | Added EP285 |
| 2977 | AllocGroupSubQtyOffset | Qty | Change in quantity in the subgroup of an allocation group. | Added EP285 |
| 2978 | AllocGroupRemainingSubQty | Qty | Remaining quantity in the subgroup of an allocation group. | Added EP285 |
| 2979 | NoAllocGroupSubQtyAttributes | NumInGroup | Indicates number of trade attributes used to define a subgroup in an allocation group. | Added EP285 |
| 2980 | AllocGroupSubQtyType | AllocGroupSubQtyTypeCodeSet | Type of trade attribute defining a subgroup in an allocation group. | Added EP285 |
| 2981 | AllocGroupSubQtyValue | String | Value of the trade attribute defining a subgroup in an allocation group. | Added EP285 |
| 2982 | MaturityFrequencyUnit | TimeUnitCodeSet | Time unit associated with the minimum frequency of the instrument maturity intervals. | Added EP287 |
| 2983 | MaturityFrequencyPeriod | int | Time unit multiplier for the minimum frequency of the instrument maturity intervals. | Added EP287 |
| 2984 | UnderlyingMaturityFrequencyUnit | TimeUnitCodeSet | Time unit associated with the minimum frequency of the instrument maturity intervals. | Added EP287 |
| 2985 | UnderlyingMaturityFrequencyPeriod | int | Time unit multiplier for the minimum frequency of the instrument maturity intervals. | Added EP287 |
| 2986 | LegMaturityFrequencyUnit | TimeUnitCodeSet | Time unit associated with the minimum frequency of the instrument maturity intervals. | Added EP287 |
| 2987 | LegMaturityFrequencyPeriod | int | Time unit multiplier for the minimum frequency of the instrument maturity intervals. | Added EP287 |
| 2988 | SecurityRiskMetricsReportID | String | Unique identifier for the SecurityRiskMetricsReport(35=EG) message. | Added EP288 |
| 2989 | RiskMetricsSecurityGroup | String | Describes a group of related instruments for which risk metrics are provided. | Added EP288 |
| 2990 | RiskMetricsSecuritySubGroup | String | Describes a sub-group of a group identified by RiskMetricsSecurityGroup(2989). | Added EP288 |
| 2991 | UnderlyingBidPx | Price | Bid price of the underlying instrument. | Added EP288 |
| 2992 | UnderlyingOfferPx | Price | Offer price of the underlying instrument. | Added EP288 |
| 2993 | MetricsCalculationPriceSource | MetricsCalculationPriceSourceCodeSet | Specifies the source of the price(s) of the security used in the calculation of the metrics or analytics data. | Added EP288 |
| 2994 | AssetValuationModel | AssetValuationModelCodeSet | Identifies the model used for asset valuation or pricing calculations. | Added EP288 |
| 2995 | NoSecurityRiskMetrics | NumInGroup | Number of instruments with security risk metrics data. | Added EP288 |
| 2996 | Gamma | float | The rate of change of Delta over time. | Added EP288 |
| 2997 | Rho | float | The security's value rate of change in response to a 1% change in (risk-free) interest rate. Measures the security's sensitivity to interest rate change. | Added EP288 |
| 2998 | Theta | float | The security's price rate of change in relation to passage of time. Also known as "time decay". | Added EP288 |
| 2999 | Vega | float | The security's price sensitivity to change in volatility of the underlying asset price. | Added EP288 |
| 3000 | VolatilityTime | UTCTimestamp | Time at which volatility was computed. | Added EP288 |
| 3001 | BidVolatility | float | Volatility based on bid prices. | Added EP288 |
| 3002 | OfferVolatility | float | Volatility based on offer prices. | Added EP288 |
| 3003 | MidVolatility | float | Volatility based on mid prices. | Added EP288 |
| 3004 | RelativeValueTimestamp | UTCTimestamp | Timestamp at which the relative valuation metric or analytic is calculated or captured. | Added EP288 |
| 3005 | NoTradeTypes | NumInGroup | Number of trade types in repeating group. | Added EP289 |
| 3006 | TradeType | TrdTypeCodeSet | Type of trade assigned to a trade. | Added EP289 |
| 3007 | TradeSubType | TrdSubTypeCodeSet | Further qualification to the trade type defined in TradeType(3006). | Added EP289 |
| 3008 | NoAllocTrdRegTimestamps | NumInGroup | Number of allocation timestamps. | Added EP291 |
| 3009 | AllocTrdRegTimestamp | UTCTimestamp | Same as TrdRegTimestamp(769). Used to provide relevant timestamp for the allocation account. | Added EP291 |
| 3010 | AllocTrdRegTimestampType | TrdRegTimestampTypeCodeSet | Same as TrdRegTimestampType(770). Used to indicate the timestamp type relevant for the allocation account. | Added EP291 |
| 3011 | AllocTrdRegTimestampSrc | String | Same as TrdRegTimestampOrigin(771). Used to indicate the "origin" or source of the timestamp relevant for the allocation account. | Added EP291 |
| 3012 | AlgoCertificateID | String | Unique identifier for a certificate issued by an algorithmic trading firm. | Added EP292 |
| 3013 | AlgoCertificateDesc | String | Description of a certificate issued by an algorithmic trading firm. | Added EP292 |
| 3014 | AlgoCertificateRequestID | String | Unique identifier of the AlgoCertificateRequest(35=EH). | Added EP292 |
| 3015 | AlgoCertificateRequestRefID | String | Reference identifier of the AlgoCertificateRequest(35=EH). | Added EP292 |
| 3016 | AlgoCertificateRequestTransType | AlgoCertificateRequestTransTypeCodeSet | Identifies the message transaction type. | Added EP292 |
| 3017 | AlgoCertificateRequestStatus | AlgoCertificateRequestStatusCodeSet | Status of the AlgoCertificateRequest(35=EH) message being responded to. | Added EP292 |
| 3018 | AlgoCertificateReportID | String | Unique identifier of the AlgoCertificateReport(35=EJ). | Added EP292 |
| 3019 | AlgoCertificateReportRefID | String | Reference identifier of the AlgoCertificateReport(35=EJ). | Added EP292 |
| 3020 | AlgoCertificateReportTransType | AlgoCertificateReportTransTypeCodeSet | Identifies the message transaction type. | Added EP292 |
| 3021 | AlgoCertificateReportStatus | AlgoCertificateReportStatusCodeSet | Status of the report being responded to. | Added EP292 |
| 3022 | AlgoCertificateStatus | AlgoCertificateStatusCodeSet | Status of the certification as provided by the regulatory authority. | Added EP292 |
| 3023 | ApprovalTime | UTCTimestamp | Date and time the details within the message have been approved. | Added EP292 |
| 3024 | AlgoTestDesc | String | Description of means of testing for an algorithm. | Added EP292 |
| 3025 | NoAlgoSystemModules | NumInGroup | Number of components making up a system for algorithmic trading. | Added EP292 |
| 3026 | AlgoSystemModuleName | String | Name of the component of a system for algorithmic trading. | Added EP292 |
| 3027 | AlgoSystemModuleVersion | String | Version (e.g. build or commit number) of the component of a system for algorithmic trading. | Added EP292 |
| 3028 | NoTestScenarios | NumInGroup | Number of test scenarios for an algorithmic trading system. | Added EP292 |
| 3029 | TestScenarioID | String | Unique identifier of a test scenario for a software system. | Added EP292 |
| 3030 | TestScenarioStatus | TestSuiteStatusCodeSet | Identifies the overall result of a test scenario identified by TestScenarioID(3029). | Added EP292 |
| 3031 | TestScenarioStartTime | UTCTimestamp | Starting date and time of test scenario execution for a software system. | Added EP292 |
| 3032 | TestScenarioEndTime | UTCTimestamp | Ending date and time of test scenario execution for a software system. | Added EP292 |
| 3033 | MDOriginDesc | String | Description of the origin of the market data. | Added EP292 |
| 3034 | MDOriginTime | UTCTimestamp | Date and time of the market data. | Added EP292 |
| 3035 | TestStepGroupID | String | Unique identifier for the group of test steps constituting a test scenario. | Added EP292 Updated EP295 |
| 3036 | NoTestSteps | NumInGroup | Number of test steps. | Added EP292 |
| 3037 | TestStepID | String | Unique identifier of a test step. | Added EP292 |
| 3038 | TestStepDesc | String | Description of a test step. | Added EP292 |
| 3039 | TestStepStartTime | UTCTimestamp | Starting time of a test step. | Added EP292 |
| 3040 | TestStepStartOffsetPeriod | int | Time unit multiplier for the starting time of a test step relative to the starting time of a test scenario. | Added EP292 Updated EP295 |
| 3041 | TestStepStartOffsetUnit | OrderDelayUnitCodeSet | Time unit associated with the starting time of a test step relative to the starting time of a test scenario. | Added EP292 Updated EP295 |
| 3042 | TestStepEndTime | UTCTimestamp | Ending time of a test step. | Added EP292 |
| 3043 | TestStepEndOffsetPeriod | int | Time unit multiplier for the ending time of a test step relative to the starting time of a test scenario. | Added EP292 Updated EP295 |
| 3044 | TestStepEndOffsetUnit | OrderDelayUnitCodeSet | Time unit associated with the starting time of a test step relative to the ending time of a test scenario. | Added EP292 Updated EP295 |
| 3045 | NoTestStepParameters | NumInGroup | Number of test step parameters. | Added EP292 |
| 3046 | TestStepParameterName | String | Name of the test step parameter. | Added EP292 |
| 3047 | TestStepParameterType | StrategyParameterTypeCodeSet | Datatype of the test step parameter. | Added EP292 |
| 3048 | TestStepParameterValue | String | Value of the test step parameter. | Added EP292 |
| 3049 | NoTestSystemModules | NumInGroup | Number of components making up a testing system. | Added EP292 |
| 3050 | TestSystemModuleName | String | Name of the component of a testing system. | Added EP292 |
| 3051 | TestSystemModuleVersion | String | Version (e.g. build or commit number) of the component of a testing system. | Added EP292 |
| 3052 | NoTestMeasures | NumInGroup | Number of results for a test scenario. | Added EP292 |
| 3053 | TestMeasureName | String | Name of a test measure. | Added EP292 |
| 3054 | TestMeasureDesc | String | Description of a test measure. | Added EP292 |
| 3055 | TestMeasureType | StrategyParameterTypeCodeSet | Datatype of the metric being used for a test. | Added EP292 |
| 3056 | TestMeasurePrecision | int | Number of decimal places for TestMeasureType(3055). | Added EP292 |
| 3057 | TestMeasureResult | TestSuiteStatusCodeSet | Identifies the result of an individual test based on a measure. | Added EP292 |
| 3058 | TestThresholdType | TestThresholdTypeCodeSet | Identifies whether the value of a measure needs to be over or under a specific threshold to be successful. | Added EP292 |
| 3059 | TestWarningLevelValue | float | Value of the measure upon which a warning is issued for the test. | Added EP292 |
| 3060 | TestFailLevelValue | float | Value of the measure upon which the test is considered to have failed. | Added EP292 |
| 3061 | TestPeakLevelValue | float | Peak value of the measure achieved in testing. | Added EP292 |
| 3062 | TestSuiteRequestID | String | Unique identifier of the TestSuiteDefinitionRequest(35=EL). | Added EP292 |
| 3063 | TestSuiteRequestRefID | String | Reference identifier of the TestSuiteDefinitionRequest(35=EL). | Added EP292 |
| 3064 | TestSuiteRequestTransType | TestSuiteRequestTransTypeCodeSet | Identifies the message transaction type. | Added EP292 |
| 3065 | TestSuiteRequestStatus | TestSuiteRequestStatusCodeSet | Status of the TestSuiteDefinitionRequest(35=EL) message being responded to. | Added EP292 |
| 3066 | TestActionRequestID | String | Unique identifier of the TestActionRequest(35=EN). | Added EP292 |
| 3067 | TestActionType | TestActionTypeCodeSet | Specifies the type of action to take or that was taken for a given test suite. | Added EP292 |
| 3068 | TestActionRequestStatus | TestActionRequestStatusCodeSet | Status of the TestActionRequest(35=EN) message being responded to. | Added EP292 |
| 3069 | TestSuiteActivityState | TestSuiteActivityStateCodeSet | Specifies the activity state the test suite is in. | Added EP292 |
| 3070 | TestSuiteStatus | TestSuiteStatusCodeSet | Identifies the overall test result of a group of individual test scenarios. | Added EP292 |
| 3071 | TestActionReportID | String | Identifier of the test action report. | Added EP292 |
| 3072 | RateSourceSymbol | String | Identifies the currency pair/symbol that the instance of the rate source information is applicable for the fixing. | Added EP293 |
| 3073 | FXBenchmark | FXBenchmarkCodeSet | The source of where to obtain the FX benchmark rate to use for fixing the rate. | Added EP293 |
| 3074 | FXBenchmarkDate | LocalMktDate | The local date of the FX rate fixing. The time applicable on the fixing date is specified in FXBenchmarkTime(3075). | Added EP293 |
| 3075 | FXBenchmarkTime | LocalMktTime | The local time of the FX rate fixing. The date applicable for the fixing time is specified in FXBenchmarkDate(3074). | Added EP293 |
| 3076 | FXBenchmarkBusinessCenter | String | A business center whose calendar is used for date/time adjustment. See https://www.fpml.org/coding-scheme/business-center to download the current (ISDA/FpML) standard 4-character code values for business center identification. | Added EP293 |
| 3077 | AlgoCertificateRequestType | AlgoCertificateRequestTypeCodeSet | Specifies the type of business event related to an algo certification request. | Added EP295 |
| 3078 | AlgoCertificateReportType | AlgoCertificateReportTypeCodeSet | Specifies the type of business event related to an algo certification report. | Added EP295 |
| 3079 | TestScenarioGroupID | String | Unique identifier for the group of test scenarios constituting a test suite. | Added EP295 |
| 3080 | AlgoSystemModuleLastUpdateTime | UTCTimestamp | Support Timestamp of last update to Algo System Module. | Added EP295 |
| 3081 | TestSystemModuleLastUpdateTime | UTCTimestamp | Support Timestamp of last update to Algo Test System Module. | Added EP295 |
| 3082 | NoTestOrders | NumInGroup | Number of orders for testing. | Added EP295 |
| 3083 | TestOrderID | String | Identifier of a test order. | Added EP295 |
| 3084 | TestOrderSymbol | String | Used for the security symbol of a test order. See Symbol(55) field for description. | Added EP295 |
| 3085 | TestOrderSecurityID | String | Used for the security identifier of a test order. See Security(48) field for description. | Added EP295 |
| 3086 | TestOrderSecurityIDSource | String | Used for the source of the security identifier of a test order. See SecurityIDSource(22) field for description. | Added EP295 |
| 3087 | TestOrderPrice | Price | Used for the price of a test order. See Price(44) field for description. | Added EP295 |
| 3088 | TestOrderPriceType | PriceTypeCodeSet | Type of price of TestOrderPrice(3087). | Added EP295 |
| 3089 | TestOrderQty | Qty | Used for the quantity of a test order. See OrderQty(80) field for description. | Added EP295 |
| 3090 | TestOrderOffsetPeriod | int | Time unit multiplier for the effective time of an order relative to the starting time of a test scenario. | Added EP295 |
| 3091 | TestOrderOffsetUnit | OrderDelayUnitCodeSet | Time unit associated with the effective time of an order relative to the starting time of a test scenario. | Added EP295 |
| 3092 | NoTestGatewayDetails | NumInGroup | Number of test gateway details. | Added EP295 |
| 3093 | TestGatewayDetailName | String | Name of test gateway information. | Added EP295 |
| 3094 | TestGatewayDetailType | TestGatewayDetailTypeCodeSet | Type of test gateway information. | Added EP295 |
| 3095 | TestGatewayDetailValue | String | Value of test gateway information. | Added EP295 |
| 3096 | TestGatewayMarketID | Exchange | Execution venue of test system. | Added EP295 |
| 3097 | AlgoTrialID | String | Identifies the behaviour or configuration that has been selected by the executing party for this order. | Added EP297 |
| 3098 | LastAlgoID | String | Identifies the algorithm a broker has opted to use when executing an order. | Added EP297 |
| 3099 | NoIndividualAllocSubQtyAttributes | NumInGroup | Indicates number of trade attributes used to define a subgroup in an allocation group. | Added EP298 |
| 3100 | IndividualAllocSubQtyType | AllocGroupSubQtyTypeCodeSet | Type of trade attribute defining a subgroup in an allocation group. | Added EP298 |
| 3101 | IndividualAllocSubQtyValue | String | Value of the trade attribute defining a subgroup in an allocation group. | Added EP298 |
| 3102 | MostLiquidMarketID | Exchange | Identifies the most liquid market for a given instrument. | Added EP300 |
| 3103 | MostLiquidMarketIndicator | Boolean | Identifies whether a given market is the most liquid for a given instrument. | Added EP300 |
| 3104 | NumberOfTrades | int | Number of trades or transactions included in an aggregated trade or transaction. | Added EP300 |
| 3105 | MDQualityIndicator | MDQualityIndicatorCodeSet | Indicates the quality of the market data being provided. | Added EP300 |
| 3106 | MDEntryStatus | MDEntryStatusCodeSet | Indicates the acceptance status of a market data entry. | Added EP300 |
| 3107 | MDEntryStatusText | String | Free form text to specify information related to the status provided with MDEntryStatus(3106). | Added EP300 |
| 3108 | EncodedMDEntryStatusTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedMDEntryStatusText(3109) field. | Added EP300 |
| 3109 | EncodedMDEntryStatusText | data | Encoded (non-ASCII characters) representation of the MDEntryStatusText(3107) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MDEntryStatusText(3107) field. Data length controlled by field EncodedMDEntryStatusTextLen(3108). | Added EP300 |
| 3110 | MDMsgID | String | Unique message identifier for MarketDataSnapshotFullRefresh(35=W) or MarketDataIncrementalRefresh(35=X) message. | Added EP300 |
| 3111 | SecurityStatusReportID | String | Unique identifier for a SecurityStatus(35=f) message. | Added EP300 |
| 3112 | TradingSessionStatusReportID | String | Unique identifier for a TradingSessionStatus(35=h) message. | Added EP300 |
| 3113 | ReportStatus | ReportStatusCodeSet | Indicates the status of a report. | Added EP300 |
| 40000 | NoAdditionalTermBondRefs | NumInGroup | Number of bonds in the repeating group. | Added EP161 |
| 40001 | AdditionalTermBondSecurityID | String | Security identifier of the bond. | Added EP161 |
| 40002 | AdditionalTermBondSecurityIDSource | SecurityIDSourceCodeSet | Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. | Added EP161 |
| 40003 | AdditionalTermBondDesc | String | Description of the bond. | Added EP161 |
| 40004 | EncodedAdditionalTermBondDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. | Added EP161 |
| 40005 | EncodedAdditionalTermBondDesc | data | Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. | Added EP161 |
| 40006 | AdditionalTermBondCurrency | Currency | Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40007 | AdditionalTermBondIssuer | String | Issuer of the bond. | Added EP161 |
| 40008 | EncodedAdditionalTermBondIssuerLen | Length | Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. | Added EP161 |
| 40009 | EncodedAdditionalTermBondIssuer | data | Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. | Added EP161 |
| 40010 | AdditionalTermBondSeniority | SeniorityCodeSet | Specifies the bond's payment priority in the event of a default. | Added EP161 |
| 40011 | AdditionalTermBondCouponType | CouponTypeCodeSet | Coupon type of the bond. | Added EP161 |
| 40012 | AdditionalTermBondCouponRate | Percentage | Coupon rate of the bond. See also CouponRate(223). | Added EP161 |
| 40013 | AdditionalTermBondMaturityDate | LocalMktDate | The maturity date of the bond. | Added EP161 |
| 40014 | AdditionalTermBondParValue | Amt | The par value of the bond. | Added EP161 |
| 40015 | AdditionalTermBondCurrentTotalIssuedAmount | Amt | Total issued amount of the bond. | Added EP161 |
| 40016 | AdditionalTermBondCouponFrequencyPeriod | int | Time unit multiplier for the frequency of the bond's coupon payment. | Added EP161 |
| 40017 | AdditionalTermBondCouponFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of the bond's coupon payment. | Added EP161 |
| 40018 | AdditionalTermBondDayCount | CouponDayCountCodeSet | The day count convention used in interest calculations for a bond or an interest bearing security. | Added EP161 |
| 40019 | NoAdditionalTerms | NumInGroup | Number of additional terms in the repeating group. | Added EP161 |
| 40020 | AdditionalTermConditionPrecedentBondIndicator | Boolean | Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. | Added EP161 |
| 40021 | AdditionalTermDiscrepancyClauseIndicator | Boolean | Indicates whether the discrepancy clause is applicable. | Added EP161 |
| 40022 | NoCashSettlTerms | NumInGroup | Number of elements in the repeating group. | Added EP161 |
| 40023 | CashSettlCurrency | Currency | Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40024 | CashSettlValuationFirstBusinessDayOffset | int | The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. | Added EP161 |
| 40025 | CashSettlValuationTime | LocalMktTime | The time of valuation. | Added EP161 |
| 40026 | CashSettlBusinessCenter | String | Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40027 | CashSettlQuoteMethod | CashSettlQuoteMethodCodeSet | The type of quote used to determine the cash settlement price. | Added EP161 |
| 40028 | CashSettlQuoteAmount | Amt | When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. | Added EP161 Updated EP271 |
| 40029 | CashSettlQuoteCurrency | Currency | Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. | Added EP161 |
| 40030 | CashSettlMinimumQuoteAmount | Amt | When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. | Added EP161 Updated EP271 |
| 40031 | CashSettlMinimumQuoteCurrency | Currency | Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. | Added EP161 |
| 40032 | CashSettlDealer | String | Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. | Added EP161 |
| 40033 | CashSettlBusinessDays | int | The number of business days used in the determination of the cash settlement payment date. | Added EP161 |
| 40034 | CashSettlAmount | Amt | The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. | Added EP161 |
| 40035 | CashSettlRecoveryFactor | float | Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. | Added EP161 Updated EP169 |
| 40036 | CashSettlFixedTermIndicator | Boolean | Indicates whether fixed settlement is applicable or not applicable in a recovery lock. | Added EP161 |
| 40037 | CashSettlAccruedInterestIndicator | Boolean | Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. | Added EP161 |
| 40038 | CashSettlValuationMethod | CashSettlValuationMethodCodeSet | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. | Added EP161 |
| 40039 | CashSettlTermXID | XID | A named string value referenced by UnderlyingSettlTermXIDRef(41315). | Added EP161 |
| 40040 | NoContractualDefinitions | NumInGroup | Number of financing definitions in the repeating group. | Added EP161 |
| 40041 | ContractualDefinition | String | Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. | Added EP161 |
| 40042 | NoContractualMatrices | NumInGroup | Number of contractual matrices in the repeating group. | Added EP161 |
| 40043 | ContractualMatrixSource | String | Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. | Added EP161 Updated EP192 |
| 40044 | ContractualMatrixDate | LocalMktDate | The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. | Added EP161 |
| 40045 | ContractualMatrixTerm | String | Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. | Added EP161 Updated EP271 |
| 40046 | NoFinancingTermSupplements | NumInGroup | Number of financing terms supplements in the repeating group. | Added EP161 |
| 40047 | FinancingTermSupplementDesc | String | Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. | Added EP161 |
| 40048 | FinancingTermSupplementDate | LocalMktDate | The publication date of the applicable version of the contractual supplement. | Added EP161 |
| 40049 | NoStreams | NumInGroup | Number of swap streams in the repeating group. | Added EP161 |
| 40050 | StreamType | StreamTypeCodeSet | Type of swap stream. | Added EP161 |
| 40051 | StreamDesc | String | A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. | Added EP161 |
| 40052 | StreamPaySide | PaymentPaySideCodeSet | The side of the party paying the stream. | Added EP161 |
| 40053 | StreamReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the stream. | Added EP161 |
| 40054 | StreamNotional | Amt | Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. | Added EP161 |
| 40055 | StreamCurrency | Currency | Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40056 | StreamText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP161 |
| 40057 | UnderlyingStreamEffectiveDateUnadjusted | LocalMktDate | The unadjusted effective date. | Added EP161 |
| 40058 | UnderlyingStreamEffectiveDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40059 | UnderlyingStreamEffectiveDateBusinessCenter | String | The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40060 | UnderlyingStreamEffectiveDateRelativeTo | int | Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40061 | UnderlyingStreamEffectiveDateOffsetPeriod | int | Time unit multiplier for the relative effective date offset. | Added EP161 |
| 40062 | UnderlyingStreamEffectiveDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative effective date offset. | Added EP161 |
| 40063 | UnderlyingStreamEffectiveDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative effective date offset. | Added EP161 Updated EP208 |
| 40064 | UnderlyingStreamEffectiveDateAdjusted | LocalMktDate | The adjusted effective date. | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | LocalMktDate | The unadjusted termination date. | Added EP161 |
| 40066 | StreamTerminationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40067 | StreamTerminationDateBusinessCenter | String | The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40068 | StreamTerminationDateRelativeTo | int | Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40069 | StreamTerminationDateOffsetPeriod | int | Time unit multiplier for the relative termination date offset. | Added EP161 |
| 40070 | StreamTerminationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative termination date offset. | Added EP161 |
| 40071 | StreamTerminationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative termination date offset. | Added EP161 Updated EP208 |
| 40072 | StreamTerminationDateAdjusted | LocalMktDate | The adjusted termination date. | Added EP161 |
| 40073 | StreamCalculationPeriodBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40074 | StreamCalculationPeriodBusinessCenter | String | The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40075 | StreamFirstPeriodStartDateUnadjusted | LocalMktDate | The unadjusted first calculation period start date if before the effective date. | Added EP161 |
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | String | The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40078 | StreamFirstPeriodStartDateAdjusted | LocalMktDate | The adjusted first calculation period start date, if it is before the effective date. | Added EP161 |
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | LocalMktDate | The unadjusted first start date of the regular calculation period, if there is an initial stub period. | Added EP161 |
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | LocalMktDate | The unadjusted end date of the initial compounding period. | Added EP161 |
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LocalMktDate | The unadjusted last regular period end date if there is a final stub period. | Added EP161 |
| 40082 | StreamCalculationFrequencyPeriod | int | Time unit multiplier for the frequency at which calculation period end dates occur. | Added EP161 |
| 40083 | StreamCalculationFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which calculation period end dates occur. | Added EP161 |
| 40084 | StreamCalculationRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40085 | NoSettlRateFallbacks | NumInGroup | Number of settlement rate fallbacks in the repeating group | Added EP161 |
| 40086 | SettlRatePostponementMaximumDays | int | The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. | Added EP161 |
| 40087 | LegPaymentStreamNonDeliverableSettlRateSource | RateSourceCodeSet | Identifies the source of the rate information. | Added EP161 |
| 40088 | SettlRatePostponementSurvey | Boolean | Indicates whether to request a settlement rate quote from the market. | Added EP161 |
| 40089 | SettlRatePostponementCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the settlement rate postponement calculation agent. | Added EP161 |
| 40090 | NoProvisions | NumInGroup | Number of provisions in the repeating group. | Added EP161 |
| 40091 | ProvisionType | ProvisionTypeCodeSet | Type of provisions. | Added EP161 |
| 40092 | ProvisionDateUnadjusted | LocalMktDate | The unadjusted date of the provision. | Added EP161 |
| 40093 | ProvisionDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40094 | ProvisionDateBusinessCenter | String | The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40095 | ProvisionDateAdjusted | LocalMktDate | The adjusted date of the provision. | Added EP161 |
| 40096 | ProvisionDateTenorPeriod | int | Time unit multiplier for the provision's tenor period. | Added EP161 |
| 40097 | ProvisionDateTenorUnit | ProvisionDateTenorUnitCodeSet | Time unit associated with the provision's tenor period. | Added EP161 |
| 40098 | ProvisionCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. | Added EP161 |
| 40099 | ProvisionOptionSinglePartyBuyerSide | ProvisionOptionSinglePartyBuyerSideCodeSet | If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. | Added EP161 |
| 40100 | ProvisionOptionSinglePartySellerSide | ProvisionOptionSinglePartyBuyerSideCodeSet | If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. | Added EP161 Updated EP169 |
| 40101 | ProvisionOptionExerciseStyle | ExerciseStyleCodeSet | The instrument provision option’s exercise style. | Added EP161 |
| 40102 | ProvisionOptionExerciseMultipleNotional | Amt | A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. | Added EP161 |
| 40103 | ProvisionOptionExerciseMinimumNotional | Amt | The minimum notional amount that can be exercised on a given exercise date. | Added EP161 |
| 40104 | ProvisionOptionExerciseMaximumNotional | Amt | The maximum notional amount that can be exercised on a given exercise date. | Added EP161 |
| 40105 | ProvisionOptionMinimumNumber | int | The minimum number of options that can be exercised on a given exercise date. | Added EP161 |
| 40106 | ProvisionOptionMaximumNumber | int | The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. | Added EP161 |
| 40107 | ProvisionOptionExerciseConfirmation | Boolean | Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. | Added EP161 |
| 40108 | ProvisionCashSettlMethod | ProvisionCashSettlMethodCodeSet | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). | Added EP161 Updated EP169 |
| 40109 | ProvisionCashSettlCurrency | Currency | Specifies the currency of settlement. Uses ISO 4217 currency codes. | Added EP161 |
| 40110 | ProvisionCashSettlCurrency2 | Currency | Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. | Added EP161 |
| 40111 | ProvisionCashSettlQuoteType | ProvisionCashSettlQuoteTypeCodeSet | Identifies the type of quote to be used. | Added EP161 |
| 40112 | ProvisionCashSettlQuoteSource | PaymentStreamRateIndexSourceCodeSet | Identifies the source of quote information. | Added EP161 |
| 40113 | ProvisionText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP161 |
| 40114 | ProvisionCashSettlValueTime | LocalMktTime | A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. | Added EP161 |
| 40115 | ProvisionCashSettlValueTimeBusinessCenter | String | Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40116 | ProvisionCashSettlValueDateBusinessDayConvention | BusinessDayConventionCodeSet | The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 Updated EP187 |
| 40117 | ProvisionCashSettlValueDateBusinessCenter | String | The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40118 | ProvisionCashSettlValueDateRelativeTo | int | Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values | Added EP161 |
| 40119 | ProvisionCashSettlValueDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement value date offset. | Added EP161 Updated EP208 |
| 40120 | ProvisionCashSettlValueDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement value date offset. | Added EP161 Updated EP208 |
| 40121 | ProvisionCashSettlValueDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative cash settlement value date offset. | Added EP161 Updated EP208 |
| 40122 | ProvisionCashSettlValueDateAdjusted | LocalMktDate | The adjusted cash settlement value date. | Added EP161 |
| 40123 | ProvisionOptionExerciseBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40124 | ProvisionOptionExerciseBusinessCenter | String | The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | int | Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. | Added EP161 |
| 40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet | Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. | Added EP161 |
| 40127 | ProvisionOptionExerciseFrequencyPeriod | int | Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. | Added EP161 |
| 40128 | ProvisionOptionExerciseFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. | Added EP161 |
| 40129 | ProvisionOptionExerciseStartDateUnadjusted | LocalMktDate | The unadjusted first day of the exercise period for an American style option. | Added EP161 |
| 40130 | ProvisionOptionExerciseStartDateRelativeTo | int | Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40131 | ProvisionOptionExerciseStartDateOffsetPeriod | int | Time unit multiplier for the relative option exercise start date offset. | Added EP161 Updated EP208 |
| 40132 | ProvisionOptionExerciseStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option exercise start date offset. | Added EP161 Updated EP208 |
| 40133 | ProvisionOptionExerciseStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option exercise start date offset. | Added EP161 Updated EP208 |
| 40134 | ProvisionOptionExerciseStartDateAdjusted | LocalMktDate | The adjusted first day of the exercise period for an American style option. | Added EP161 |
| 40135 | ProvisionOptionExercisePeriodSkip | int | The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. | Added EP161 |
| 40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | LocalMktDate | The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. | Added EP161 |
| 40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | LocalMktDate | The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. | Added EP161 |
| 40138 | ProvisionOptionExerciseEarliestTime | LocalMktTime | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. | Added EP161 |
| 40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | String | Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40140 | ProvisionOptionExerciseLatestTime | LocalMktTime | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. | Added EP161 |
| 40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | String | Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40142 | NoProvisionOptionExerciseFixedDates | NumInGroup | Number of provision option exercise fixed dates in the repeating group. | Added EP161 |
| 40143 | ProvisionOptionExerciseFixedDate | LocalMktDate | A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). | Added EP161 |
| 40144 | ProvisionOptionExerciseFixedDateType | ProvisionOptionExerciseFixedDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40145 | ProvisionOptionExpirationDateUnadjusted | LocalMktDate | The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. | Added EP161 |
| 40146 | ProvisionOptionExpirationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40147 | ProvisionOptionExpirationDateBusinessCenter | String | The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40148 | ProvisionOptionExpirationDateRelativeTo | int | Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40149 | ProvisionOptionExpirationDateOffsetPeriod | int | Time unit multiplier for the relative option expiration date offset. | Added EP161 Updated EP208 |
| 40150 | ProvisionOptionExpirationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option expiration date offset. | Added EP161 Updated EP208 |
| 40151 | ProvisionOptionExpirationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option expiration date offset. | Added EP161 Updated EP208 |
| 40152 | ProvisionOptionExpirationDateAdjusted | LocalMktDate | The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. | Added EP161 |
| 40153 | ProvisionOptionExpirationTime | LocalMktTime | The latest time for exercise on the expiration date. | Added EP161 |
| 40154 | ProvisionOptionExpirationTimeBusinessCenter | String | Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | LocalMktDate | The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). | Added EP161 |
| 40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40157 | ProvisionOptionRelevantUnderlyingDateBusinessCenter | String | The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | int | Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | int | Time unit multiplier for the relative option relevant underlying date offset. | Added EP161 Updated EP208 |
| 40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option relevant underlying date offset. | Added EP161 Updated EP208 |
| 40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option relevant underlying date offset. | Added EP161 Updated EP208 |
| 40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | LocalMktDate | The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). | Added EP161 |
| 40163 | ProvisionCashSettlPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40164 | ProvisionCashSettlPaymentDateBusinessCenter | String | The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40165 | ProvisionCashSettlPaymentDateRelativeTo | int | Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40166 | ProvisionCashSettlPaymentDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement payment date offset. | Added EP161 Updated EP208 |
| 40167 | ProvisionCashSettlPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement payment date offset. | Added EP161 Updated EP208 |
| 40168 | ProvisionCashSettlPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative cash settlement payment date offset. | Added EP161 Updated EP208 |
| 40169 | ProvisionCashSettlPaymentDateRangeFirst | LocalMktDate | First date in range when a settlement date range is provided. | Added EP161 |
| 40170 | ProvisionCashSettlPaymentDateRangeLast | LocalMktDate | The last date in range when a settlement date range is provided. | Added EP161 |
| 40171 | NoProvisionCashSettlPaymentDates | NumInGroup | Number of provision cash settlement payment dates in the repeating group. | Added EP161 |
| 40172 | ProvisionCashSettlPaymentDate | LocalMktDate | The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). | Added EP161 |
| 40173 | ProvisionCashSettlPaymentDateType | ProvisionCashSettlPaymentDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40174 | NoProvisionPartyIDs | NumInGroup | Number of parties identified in the contract provision. | Added EP161 |
| 40175 | ProvisionPartyID | String | The party identifier/code for the payment settlement party. | Added EP161 |
| 40176 | ProvisionPartyIDSource | PartyIDSourceCodeSet | Identifies class or source of the ProvisionPartyID(40175) value. | Added EP161 |
| 40177 | ProvisionPartyRole | PartyRoleCodeSet | Identifies the type or role of ProvisionPartyID(40175) specified. | Added EP161 |
| 40178 | NoProvisionPartySubIDs | NumInGroup | Number of sub-party IDs to be reported for the party. | Added EP161 |
| 40179 | ProvisionPartySubID | String | Party sub-identifier, if applicable, for ProvisionPartyID(40175). | Added EP161 |
| 40180 | ProvisionPartySubIDType | PartySubIDTypeCodeSet | The type of ProvisionPartySubID(40179). | Added EP161 |
| 40181 | NoProtectionTerms | NumInGroup | Number of protection terms in the repeating group. | Added EP161 |
| 40182 | ProtectionTermNotional | Amt | The notional amount of protection coverage. | Added EP161 |
| 40183 | ProtectionTermCurrency | Currency | The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. | Added EP161 |
| 40184 | ProtectionTermSellerNotifies | Boolean | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. | Added EP161 |
| 40185 | ProtectionTermBuyerNotifies | Boolean | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. | Added EP161 |
| 40186 | ProtectionTermEventBusinessCenter | String | When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40187 | ProtectionTermStandardSources | Boolean | Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. | Added EP161 |
| 40188 | ProtectionTermEventMinimumSources | int | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. | Added EP161 |
| 40189 | ProtectionTermEventNewsSource | String | Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP161 |
| 40190 | ProtectionTermXID | XID | A named string value referenced by UnderlyingProtectionTermXIDRef(41314). | Added EP161 |
| 40191 | NoProtectionTermEvents | NumInGroup | Number of protection term events in the repeating group. | Added EP161 |
| 40192 | ProtectionTermEventType | String | Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. | Added EP161 Updated EP187 |
| 40193 | ProtectionTermEventValue | String | Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. | Added EP161 Updated EP187 |
| 40194 | ProtectionTermEventCurrency | Currency | Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40195 | ProtectionTermEventPeriod | int | Time unit multiplier for protection term events. | Added EP161 |
| 40196 | ProtectionTermEventUnit | ProtectionTermEventUnitCodeSet | Time unit associated with protection term events. | Added EP161 |
| 40197 | ProtectionTermEventDayType | ProtectionTermEventDayTypeCodeSet | Day type for events that specify a period and unit. | Added EP161 Updated EP271 |
| 40198 | ProtectionTermEventRateSource | String | Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. | Added EP161 |
| 40199 | NoProtectionTermEventQualifiers | NumInGroup | Number of qualifiers in the repeating group. | Added EP161 |
| 40200 | ProtectionTermEventQualifier | ProtectionTermEventQualifierCodeSet | Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). | Added EP161 |
| 40201 | NoProtectionTermObligations | NumInGroup | Number of obligations in the repeating group. | Added EP161 |
| 40202 | ProtectionTermObligationType | String | Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. | Added EP161 Updated EP187 |
| 40203 | ProtectionTermObligationValue | String | Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. | Added EP161 Updated EP187 |
| 40204 | NoPhysicalSettlTerms | NumInGroup | Number of entries in the repeating group. | Added EP161 |
| 40205 | PhysicalSettlCurrency | Currency | Specifies the currency of physical settlement. Uses ISO 4217 currency codes. | Added EP161 |
| 40206 | PhysicalSettlBusinessDays | int | The number of business days used in the determination of physical settlement. Its precise meaning depends on the context in which this element is used. | Added EP161 Updated EP271 |
| 40207 | PhysicalSettlMaximumBusinessDays | int | A maximum number of business days. Its precise meaning depends on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. | Added EP161 Updated EP271 |
| 40208 | PhysicalSettlTermXID | XID | A named string value referenced by UnderlyingSettlTermXIDRef(41315). | Added EP161 |
| 40209 | NoPhysicalSettlDeliverableObligations | NumInGroup | Number of entries in the repeating group. | Added EP161 |
| 40210 | PhysicalSettlDeliverableObligationType | String | Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. | Added EP161 Updated EP169 |
| 40211 | PhysicalSettlDeliverableObligationValue | String | Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. | Added EP161 Updated EP169 |
| 40212 | NoPayments | NumInGroup | Number of additional settlement or bullet payments. | Added EP161 |
| 40213 | PaymentType | PaymentTypeCodeSet | Type of payment. | Added EP161 |
| 40214 | PaymentPaySide | PaymentPaySideCodeSet | The side of the party paying the payment. | Added EP161 |
| 40215 | PaymentReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the payment. | Added EP161 |
| 40216 | PaymentCurrency | Currency | Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. | Added EP161 |
| 40217 | PaymentAmount | Amt | The total payment amount. | Added EP161 |
| 40218 | PaymentPrice | Price | The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. | Added EP161 |
| 40219 | PaymentDateUnadjusted | LocalMktDate | The unadjusted payment date. | Added EP161 |
| 40220 | PaymentBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40221 | PaymentBusinessCenter | String | The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40222 | PaymentDateAdjusted | LocalMktDate | The adjusted payment date. | Added EP161 |
| 40223 | LegMarketDisruptionValue | String | Applicable value for LegMarketDisruptionEvent(41468). | Added EP187 |
| 40224 | PaymentDiscountFactor | float | The value representing the discount factor used to calculate the present value of the cash flow. | Added EP161 |
| 40225 | PaymentPresentValueAmount | Amt | The amount representing the present value of the forecast payment. | Added EP161 |
| 40226 | PaymentPresentValueCurrency | Currency | Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40227 | PaymentSettlStyle | PaymentSettlStyleCodeSet | Payment settlement style. | Added EP161 |
| 40228 | LegPaymentStreamNonDeliverableSettlReferencePage | String | Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40229 | PaymentText | String | Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). | Added EP161 |
| 40230 | NoPaymentSettls | NumInGroup | Number of additional settlements or bullet payments. | Added EP161 |
| 40231 | PaymentSettlAmount | Amt | The payment settlement amount. | Added EP161 |
| 40232 | PaymentSettlCurrency | Currency | Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40233 | NoPaymentSettlPartyIDs | NumInGroup | Number of parties identified in the additional settlement or bullet payment. | Added EP161 |
| 40234 | PaymentSettlPartyID | String | The payment settlement party identifier. | Added EP161 |
| 40235 | PaymentSettlPartyIDSource | PartyIDSourceCodeSet | Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). | Added EP161 |
| 40236 | PaymentSettlPartyRole | PartyRoleCodeSet | Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). | Added EP161 |
| 40237 | PaymentSettlPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Qualifies the value of PaymentSettlPartyRole(40236). | Added EP161 |
| 40238 | NoPaymentSettlPartySubIDs | NumInGroup | Number of sub-party IDs to be reported for the party. | Added EP161 |
| 40239 | PaymentSettlPartySubID | String | Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). | Added EP161 |
| 40240 | PaymentSettlPartySubIDType | PartySubIDTypeCodeSet | The type of PaymentSettlPartySubID(40239) value. | Added EP161 |
| 40241 | NoLegStreams | NumInGroup | Number of swap streams in the repeating group. | Added EP161 |
| 40242 | LegStreamType | StreamTypeCodeSet | Type of swap stream. | Added EP161 |
| 40243 | LegStreamDesc | String | A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. | Added EP161 |
| 40244 | LegStreamPaySide | PaymentPaySideCodeSet | The side of the party paying the stream. | Added EP161 |
| 40245 | LegStreamReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the stream. | Added EP161 |
| 40246 | LegStreamNotional | Amt | Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. | Added EP161 |
| 40247 | LegStreamCurrency | Currency | Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40248 | LegStreamText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP161 |
| 40249 | LegStreamEffectiveDateUnadjusted | LocalMktDate | The unadjusted effective date. | Added EP161 |
| 40250 | LegStreamEffectiveDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40251 | LegStreamEffectiveDateBusinessCenter | String | The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40252 | LegStreamEffectiveDateRelativeTo | int | Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values | Added EP161 |
| 40253 | LegStreamEffectiveDateOffsetPeriod | int | Time unit multiplier for the relative effective date offset. | Added EP161 |
| 40254 | LegStreamEffectiveDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative effective date offset. | Added EP161 |
| 40255 | LegStreamEffectiveDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative effective date offset. | Added EP161 Updated EP208 |
| 40256 | LegStreamEffectiveDateAdjusted | LocalMktDate | The adjusted effective date. | Added EP161 |
| 40257 | LegStreamTerminationDateUnadjusted | LocalMktDate | The unadjusted termination date. | Added EP161 |
| 40258 | LegStreamTerminationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40259 | LegStreamTerminationDateBusinessCenter | String | The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40260 | LegStreamTerminationDateRelativeTo | int | Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40261 | LegStreamTerminationDateOffsetPeriod | int | Time unit multiplier for the relative termination date offset. | Added EP161 |
| 40262 | LegStreamTerminationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative termination date offset. | Added EP161 |
| 40263 | LegStreamTerminationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative termination date offset. | Added EP161 Updated EP208 |
| 40264 | LegStreamTerminationDateAdjusted | LocalMktDate | The adjusted termination date. | Added EP161 |
| 40265 | LegStreamCalculationPeriodBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40266 | LegStreamCalculationPeriodBusinessCenter | String | The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40267 | LegStreamFirstPeriodStartDateUnadjusted | LocalMktDate | The unadjusted first calculation period start date if before the effective date. | Added EP161 |
| 40268 | LegStreamFirstPeriodStartDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40269 | LegStreamFirstPeriodStartDateBusinessCenter | String | The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40270 | LegStreamFirstPeriodStartDateAdjusted | LocalMktDate | The adjusted first calculation period start date, if it is before the effective date. | Added EP161 |
| 40271 | LegStreamFirstRegularPeriodStartDateUnadjusted | LocalMktDate | The unadjusted first start date of the regular calculation period, if there is an initial stub period. | Added EP161 |
| 40272 | LegStreamFirstCompoundingPeriodEndDateUnadjusted | LocalMktDate | The unadjusted end date of the initial compounding period. | Added EP161 |
| 40273 | LegStreamLastRegularPeriodEndDateUnadjusted | LocalMktDate | The unadjusted last regular period end date if there is a final stub period. | Added EP161 |
| 40274 | LegStreamCalculationFrequencyPeriod | int | Time unit multiplier for the frequency at which calculation period end dates occur. | Added EP161 |
| 40275 | LegStreamCalculationFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which calculation period end dates occur. | Added EP161 |
| 40276 | LegStreamCalculationRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40277 | NoCashSettlDealers | NumInGroup | Number of dealers in the repeating group. | Added EP161 |
| 40278 | NoBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40279 | LegPaymentStreamType | PaymentStreamTypeCodeSet | Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. | Added EP161 |
| 40280 | LegPaymentStreamMarketRate | int | Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. | Added EP161 |
| 40281 | LegPaymentStreamDelayIndicator | Boolean | Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. | Added EP161 |
| 40282 | LegPaymentStreamSettlCurrency | Currency | Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. | Added EP161 |
| 40283 | LegPaymentStreamDayCount | CouponDayCountCodeSet | The day count convention used in the payment stream calculations. | Added EP161 |
| 40284 | LegPaymentStreamAccrualDays | int | The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. | Added EP161 |
| 40285 | LegPaymentStreamDiscountType | PaymentStreamDiscountTypeCodeSet | The method of calculating discounted payment amounts. | Added EP161 |
| 40286 | LegPaymentStreamDiscountRate | Percentage | Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. | Added EP161 |
| 40287 | LegPaymentStreamDiscountRateDayCount | CouponDayCountCodeSet | The day count convention applied to the LegPaymentStreamDiscountRate(40286). | Added EP161 |
| 40288 | LegPaymentStreamCompoundingMethod | PaymentStreamCompoundingMethodCodeSet | Compounding method. | Added EP161 |
| 40289 | LegPaymentStreamInitialPrincipalExchangeIndicator | Boolean | Indicates whether there is an initial exchange of principal on the effective date. | Added EP161 |
| 40290 | LegPaymentStreamInterimPrincipalExchangeIndicator | Boolean | Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. | Added EP161 |
| 40291 | LegPaymentStreamFinalPrincipalExchangeIndicator | Boolean | Indicates whether there is a final exchange of principal on the termination date. | Added EP161 |
| 40292 | LegPaymentStreamPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40293 | LegPaymentStreamPaymentDateBusinessCenter | String | The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40294 | LegPaymentStreamPaymentFrequencyPeriod | int | Time unit multiplier for the frequency of payments. | Added EP161 |
| 40295 | LegPaymentStreamPaymentFrequencyUnit | PaymentStreamPaymentFrequencyUnitCodeSet | Time unit associated with the frequency of payments. | Added EP161 |
| 40296 | LegPaymentStreamPaymentRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40297 | LegPaymentStreamFirstPaymentDateUnadjusted | LocalMktDate | The unadjusted first payment date. | Added EP161 |
| 40298 | LegPaymentStreamLastRegularPaymentDateUnadjusted | LocalMktDate | The unadjusted last regular payment date. | Added EP161 |
| 40299 | LegPaymentStreamPaymentDateRelativeTo | int | Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40300 | LegPaymentStreamPaymentDateOffsetPeriod | int | Time unit multiplier for the relative payment date offset. | Added EP161 Updated EP208 |
| 40301 | LegPaymentStreamPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative payment date offset. | Added EP161 Updated EP208 |
| 40302 | LegPaymentStreamPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative payment date offset. | Added EP161 Updated EP208 |
| 40303 | LegPaymentStreamResetDateRelativeTo | int | Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40304 | LegPaymentStreamResetDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40305 | LegPaymentStreamResetDateBusinessCenter | String | The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40306 | LegPaymentStreamResetFrequencyPeriod | int | Time unit multiplier for frequency of resets. | Added EP161 |
| 40307 | LegPaymentStreamResetFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with frequency of resets. | Added EP161 |
| 40308 | LegPaymentStreamResetWeeklyRollConvention | PaymentStreamResetWeeklyRollConventionCodeSet | Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. | Added EP161 |
| 40309 | LegPaymentStreamInitialFixingDateRelativeTo | int | Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40310 | LegPaymentStreamInitialFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40311 | LegPaymentStreamInitialFixingDateBusinessCenter | String | The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40312 | LegPaymentStreamInitialFixingDateOffsetPeriod | int | Time unit multiplier for the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40313 | LegPaymentStreamInitialFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40314 | LegPaymentStreamInitialFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40315 | LegPaymentStreamInitialFixingDateAdjusted | LocalMktDate | The adjusted initial fixing date. | Added EP161 |
| 40316 | LegPaymentStreamFixingDateRelativeTo | int | Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40317 | LegPaymentStreamFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40318 | LegPaymentStreamFixingDateBusinessCenter | String | The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40319 | LegPaymentStreamFixingDateOffsetPeriod | int | Time unit multiplier for the relative fixing date offset. | Added EP161 Updated EP208 |
| 40320 | LegPaymentStreamFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative fixing date offset. | Added EP161 Updated EP208 |
| 40321 | LegPaymentStreamFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative fixing date offset. | Added EP161 Updated EP208 |
| 40322 | LegPaymentStreamFixingDateAdjusted | LocalMktDate | The adjusted fixing date. | Added EP161 |
| 40323 | LegPaymentStreamRateCutoffDateOffsetPeriod | int | Time unit multiplier for the relative rate cut-off date offset. | Added EP161 Updated EP271 |
| 40324 | LegPaymentStreamRateCutoffDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40325 | LegPaymentStreamRateCutoffDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40326 | LegPaymentStreamRate | Percentage | The rate applicable to the fixed rate payment stream. | Added EP161 |
| 40327 | LegPaymentStreamFixedAmount | Amt | The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). | Added EP161 |
| 40328 | LegPaymentStreamRateOrAmountCurrency | Currency | Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. | Added EP161 |
| 40329 | LegPaymentStreamFutureValueNotional | Amt | The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. | Added EP161 |
| 40330 | LegPaymentStreamFutureValueDateAdjusted | LocalMktDate | The adjusted value date of the future value amount. | Added EP161 |
| 40331 | LegPaymentStreamRateIndex | String | The payment stream floating rate index. | Added EP161 |
| 40332 | LegPaymentStreamRateIndexSource | PaymentStreamRateIndexSourceCodeSet | The source of the payment stream floating rate index. | Added EP161 |
| 40333 | LegPaymentStreamRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the payment stream's floating rate index curve period. | Added EP161 |
| 40334 | LegPaymentStreamRateIndexCurvePeriod | int | Time unit multiplier for the payment stream's floating rate index curve period. | Added EP161 |
| 40335 | LegPaymentStreamRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40336 | LegPaymentStreamRateSpread | PriceOffset | The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). | Added EP161 |
| 40337 | LegPaymentStreamRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40338 | LegPaymentStreamRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP161 |
| 40339 | LegPaymentStreamCapRate | Percentage | The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40340 | LegPaymentStreamCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP161 |
| 40341 | LegPaymentStreamCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP161 |
| 40342 | LegPaymentStreamFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. | Added EP161 |
| 40343 | LegPaymentStreamFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP161 |
| 40344 | LegPaymentStreamFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP161 |
| 40345 | LegPaymentStreamInitialRate | Percentage | The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP161 |
| 40346 | LegPaymentStreamFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction. | Added EP161 Updated EP208 |
| 40347 | LegPaymentStreamFinalRatePrecision | int | Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP161 |
| 40348 | LegPaymentStreamAveragingMethod | PaymentStreamAveragingMethodCodeSet | When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. | Added EP161 |
| 40349 | LegPaymentStreamNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP161 |
| 40350 | LegPaymentStreamInflationLagPeriod | int | Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. | Added EP161 |
| 40351 | LegPaymentStreamInflationLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the inflation lag period. | Added EP161 |
| 40352 | LegPaymentStreamInflationLagDayType | PaymentStreamInflationLagDayTypeCodeSet | The inflation lag period day type. | Added EP161 |
| 40353 | LegPaymentStreamInflationInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the inflation index level from multiple points. The most common is linear method. | Added EP161 |
| 40354 | LegPaymentStreamInflationIndexSource | PaymentStreamRateIndexSourceCodeSet | The inflation index reference source. | Added EP161 |
| 40355 | LegPaymentStreamInflationPublicationSource | String | The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. | Added EP161 |
| 40356 | LegPaymentStreamInflationInitialIndexLevel | float | Initial known index level for the first calculation period. | Added EP161 |
| 40357 | LegPaymentStreamInflationFallbackBondApplicable | Boolean | Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). | Added EP161 |
| 40358 | LegPaymentStreamFRADiscounting | PaymentStreamFRADiscountingCodeSet | The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. | Added EP161 Updated EP169 |
| 40359 | LegPaymentStreamNonDeliverableRefCurrency | Currency | Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. | Added EP161 |
| 40360 | LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40361 | LegPaymentStreamNonDeliverableFixingDatesBusinessCenter | String | The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40362 | LegPaymentStreamNonDeliverableFixingDatesRelativeTo | int | Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40363 | LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod | int | Time unit multiplier for the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40364 | LegPaymentStreamNonDeliverableFixingDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40365 | LegPaymentStreamNonDeliverableFixingDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40366 | LegSettlRateFallbackRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40367 | NoLegNonDeliverableFixingDates | NumInGroup | Number of fixing dates in the repeating group. | Added EP161 |
| 40368 | LegNonDeliverableFixingDate | LocalMktDate | The non-deliverable fixing date. Type of date is specified in LegNonDeliverableFixingDateType(40369). | Added EP161 |
| 40369 | LegNonDeliverableFixingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40370 | LegSettlRateFallbackReferencePage | String | Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | String | Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40374 | NoLegPaymentSchedules | NumInGroup | Number of swap schedules in the repeating group | Added EP161 |
| 40375 | LegPaymentScheduleType | PaymentScheduleTypeCodeSet | Specifies the type of schedule. | Added EP161 |
| 40376 | LegPaymentScheduleStubType | PaymentStubTypeCodeSet | Indicates to which stub this schedule applies. | Added EP161 |
| 40377 | LegPaymentScheduleStartDateUnadjusted | LocalMktDate | The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. | Added EP161 |
| 40378 | LegPaymentScheduleEndDateUnadjusted | LocalMktDate | The unadjusted end date of a cashflow payment. | Added EP161 |
| 40379 | LegPaymentSchedulePaySide | PaymentPaySideCodeSet | The side of the party paying the step schedule. | Added EP161 |
| 40380 | LegPaymentScheduleReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the step schedule. | Added EP161 |
| 40381 | LegPaymentScheduleNotional | Amt | The notional value for this step schedule, or amount of a cashflow payment. | Added EP161 |
| 40382 | LegPaymentScheduleCurrency | Currency | The currency for this step schedule. Uses ISO 4217 currency codes. | Added EP161 |
| 40383 | LegPaymentScheduleRate | Percentage | The rate value for this step schedule. | Added EP161 |
| 40384 | LegPaymentScheduleRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40385 | LegPaymentScheduleRateSpread | PriceOffset | The spread value for this step schedule. | Added EP161 |
| 40386 | LegPaymentScheduleRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or a short position. | Added EP161 |
| 40387 | LegPaymentScheduleRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the step schedule. | Added EP161 |
| 40388 | LegPaymentScheduleFixedAmount | Amt | The explicit payment amount for this step schedule. | Added EP161 |
| 40389 | LegPaymentScheduleFixedCurrency | Currency | The currency of the fixed amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40390 | LegPaymentScheduleStepFrequencyPeriod | int | Time unit multiplier for the step frequency. | Added EP161 |
| 40391 | LegPaymentScheduleStepFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the step frequency. | Added EP161 |
| 40392 | LegPaymentScheduleStepOffsetValue | Amt | The explicit amount that the notional changes on each step date. This can be a positive or negative amount. | Added EP161 |
| 40393 | LegPaymentScheduleStepRate | Percentage | The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. | Added EP161 |
| 40394 | LegPaymentScheduleStepOffsetRate | Percentage | The explicit amount that the rate changes on each step date. This can be a positive or negative value. | Added EP161 |
| 40395 | LegPaymentScheduleStepRelativeTo | PaymentScheduleStepRelativeToCodeSet | Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. | Added EP161 |
| 40396 | LegPaymentScheduleFixingDateUnadjusted | LocalMktDate | The unadjusted fixing date. | Added EP161 |
| 40397 | LegPaymentScheduleWeight | float | Floating rate observation weight for cashflow payment. | Added EP161 |
| 40398 | LegPaymentScheduleFixingDateRelativeTo | int | Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40399 | LegPaymentScheduleFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40400 | LegPaymentScheduleFixingDateBusinessCenter | String | The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40401 | LegPaymentScheduleFixingDateOffsetPeriod | int | Time unit multiplier for the relative fixing date offset. | Added EP161 Updated EP208 |
| 40402 | LegPaymentScheduleFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative fixing date offset. | Added EP161 Updated EP208 |
| 40403 | LegPaymentScheduleFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative fixing date offset. | Added EP161 Updated EP208 |
| 40404 | LegPaymentScheduleFixingDateAdjusted | LocalMktDate | The adjusted fixing date. | Added EP161 |
| 40405 | LegPaymentScheduleFixingTime | LocalMktTime | The fxing time associated with the step schedule. | Added EP161 |
| 40406 | LegPaymentScheduleFixingTimeBusinessCenter | String | Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40407 | LegPaymentScheduleInterimExchangePaymentDateRelativeTo | int | Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40408 | LegPaymentScheduleInterimExchangeDatesBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40409 | LegPaymentScheduleInterimExchangeDatesBusinessCenter | String | The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40410 | LegPaymentScheduleInterimExchangeDatesOffsetPeriod | int | Time unit multiplier for the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40411 | LegPaymentScheduleInterimExchangeDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40412 | LegPaymentScheduleInterimExchangeDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40413 | LegPaymentScheduleInterimExchangeDateAdjusted | LocalMktDate | The adjusted interim exchange date. | Added EP161 |
| 40414 | NoLegPaymentScheduleRateSources | NumInGroup | Number of rate sources in the repeating group | Added EP161 |
| 40415 | LegPaymentScheduleRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40416 | LegPaymentScheduleRateSourceType | RateSourceTypeCodeSet | Rate source type. | Added EP161 |
| 40417 | LegPaymentScheduleReferencePage | String | Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40418 | NoLegPaymentStubs | NumInGroup | Number of stubs in the repeating group | Added EP161 |
| 40419 | LegPaymentStubType | PaymentStubTypeCodeSet | Stub type. | Added EP161 |
| 40420 | LegPaymentStubLength | PaymentStubLengthCodeSet | Optional indication whether stub is shorter or longer than the regular swap period. | Added EP161 |
| 40421 | LegPaymentStubRate | Percentage | The agreed upon fixed rate for this stub. | Added EP161 |
| 40422 | LegPaymentStubFixedAmount | Amt | A fixed payment amount for the stub. | Added EP161 |
| 40423 | LegPaymentStubFixedCurrency | Currency | The currency of the fixed payment amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40424 | LegPaymentStubIndex | String | The stub floating rate index. | Added EP161 |
| 40425 | LegPaymentStubIndexSource | PaymentStreamRateIndexSourceCodeSet | The source for the stub floating rate index. | Added EP161 |
| 40426 | LegPaymentStubIndexCurvePeriod | int | Time unit multiplier for the floating rate index. | Added EP161 |
| 40427 | LegPaymentStubIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the floating rate index. | Added EP161 |
| 40428 | LegPaymentStubIndexRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40429 | LegPaymentStubIndexRateSpread | PriceOffset | Spread from floating rate index. | Added EP161 |
| 40430 | LegPaymentStubIndexRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or a short position. | Added EP161 |
| 40431 | LegPaymentStubIndexRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the stub index. | Added EP161 |
| 40432 | LegPaymentStubIndexCapRate | Percentage | The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40433 | LegPaymentStubIndexCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP161 |
| 40434 | LegPaymentStubIndexCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP161 |
| 40435 | LegPaymentStubIndexFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40436 | LegPaymentStubIndexFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP161 |
| 40437 | LegPaymentStubIndexFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP161 |
| 40438 | LegPaymentStubIndex2 | String | The second stub floating rate index. | Added EP161 |
| 40439 | LegPaymentStubIndex2Source | PaymentStreamRateIndexSourceCodeSet | The source for the second stub floating rate index. | Added EP161 |
| 40440 | LegPaymentStubIndex2CurvePeriod | int | Secondary time unit multiplier for the stub floating rate index curve. | Added EP161 |
| 40441 | LegPaymentStubIndex2CurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Secondary time unit associated with the stub floating rate index curve. | Added EP161 |
| 40442 | LegPaymentStubIndex2RateMultiplier | float | A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40443 | LegPaymentStubIndex2RateSpread | PriceOffset | Spread from the second floating rate index. | Added EP161 |
| 40444 | LegPaymentStubIndex2RateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or a short position. | Added EP161 |
| 40445 | LegPaymentStubIndex2RateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the second stub index. | Added EP161 |
| 40446 | LegPaymentStubIndex2CapRate | Percentage | The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40447 | LegPaymentStubIndex2FloorRate | Percentage | The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40448 | NoLegProvisions | NumInGroup | Number of provisions in the repeating group. | Added EP161 |
| 40449 | LegProvisionType | ProvisionTypeCodeSet | Type of provisions. | Added EP161 |
| 40450 | LegProvisionDateUnadjusted | LocalMktDate | The unadjusted date of the provision. | Added EP161 |
| 40451 | LegProvisionDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40452 | LegProvisionDateBusinessCenter | String | The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40453 | LegProvisionDateAdjusted | LocalMktDate | The adjusted date of the provision. | Added EP161 |
| 40454 | LegProvisionDateTenorPeriod | int | Time unit multiplier for the leg provision's tenor period. | Added EP161 |
| 40455 | LegProvisionDateTenorUnit | ProvisionDateTenorUnitCodeSet | Time unit associated with the leg provision's tenor period. | Added EP161 |
| 40456 | LegProvisionCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. | Added EP161 |
| 40457 | LegProvisionOptionSinglePartyBuyerSide | ProvisionOptionSinglePartyBuyerSideCodeSet | If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. | Added EP161 |
| 40458 | LegProvisionOptionSinglePartySellerSide | ProvisionOptionSinglePartyBuyerSideCodeSet | If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. | Added EP161 Updated EP169 |
| 40459 | LegProvisionOptionExerciseStyle | ExerciseStyleCodeSet | The instrument provision option exercise style. | Added EP161 |
| 40460 | LegProvisionOptionExerciseMultipleNotional | Amt | A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. | Added EP161 |
| 40461 | LegProvisionOptionExerciseMinimumNotional | Amt | The minimum notional amount that can be exercised on a given exercise date. | Added EP161 |
| 40462 | LegProvisionOptionExerciseMaximumNotional | Amt | The maximum notional amount that can be exercised on a given exercise date. | Added EP161 |
| 40463 | LegProvisionOptionMinimumNumber | int | The minimum number of options that can be exercised on a given exercise date. | Added EP161 |
| 40464 | LegProvisionOptionMaximumNumber | int | The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. | Added EP161 |
| 40465 | LegProvisionOptionExerciseConfirmation | Boolean | Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. | Added EP161 |
| 40466 | LegProvisionCashSettlMethod | ProvisionCashSettlMethodCodeSet | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). | Added EP161 |
| 40467 | LegProvisionCashSettlCurrency | Currency | Specifies the currency of settlement. Uses ISO 4217 currency codes. | Added EP161 |
| 40468 | LegProvisionCashSettlCurrency2 | Currency | Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. | Added EP161 |
| 40469 | LegProvisionCashSettlQuoteType | ProvisionCashSettlQuoteTypeCodeSet | Identifies the type of quote to be used. | Added EP161 |
| 40470 | LegProvisionCashSettlQuoteSource | PaymentStreamRateIndexSourceCodeSet | Identifies the source of quote information. | Added EP161 |
| 40471 | BusinessCenter | String | A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40472 | LegProvisionText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP161 |
| 40473 | NoLegProvisionCashSettlPaymentDates | NumInGroup | Number of provision cash settlement payment dates in the repeating group. | Added EP161 |
| 40474 | LegProvisionCashSettlPaymentDate | LocalMktDate | The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). | Added EP161 |
| 40475 | LegProvisionCashSettlPaymentDateType | ProvisionCashSettlPaymentDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40476 | LegProvisionOptionExerciseBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40477 | LegProvisionOptionExerciseBusinessCenter | String | The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40478 | LegProvisionOptionExerciseEarliestDateOffsetPeriod | int | Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. | Added EP161 |
| 40479 | LegProvisionOptionExerciseEarliestDateOffsetUnit | ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet | Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. | Added EP161 |
| 40480 | LegProvisionOptionExerciseFrequencyPeriod | int | Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. | Added EP161 |
| 40481 | LegProvisionOptionExerciseFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. | Added EP161 |
| 40482 | LegProvisionOptionExerciseStartDateUnadjusted | LocalMktDate | The unadjusted first day of the exercise period for an American style option. | Added EP161 |
| 40483 | LegProvisionOptionExerciseStartDateRelativeTo | int | Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40484 | LegProvisionOptionExerciseStartDateOffsetPeriod | int | Time unit multiplier for the relative option exercise start date offset. | Added EP161 Updated EP208 |
| 40485 | LegProvisionOptionExerciseStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option exercise start date offset. | Added EP161 Updated EP208 |
| 40486 | LegProvisionOptionExerciseStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option exercise start date offset. | Added EP161 Updated EP208 |
| 40487 | LegProvisionOptionExerciseStartDateAdjusted | LocalMktDate | The adjusted first day of the exercise period for an American style option. | Added EP161 |
| 40488 | LegProvisionOptionExercisePeriodSkip | int | The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. | Added EP161 |
| 40489 | LegProvisionOptionExerciseBoundsFirstDateUnadjusted | LocalMktDate | The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. | Added EP161 |
| 40490 | LegProvisionOptionExerciseBoundsLastDateUnadjusted | LocalMktDate | The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. | Added EP161 |
| 40491 | LegProvisionOptionExerciseEarliestTime | LocalMktTime | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. | Added EP161 |
| 40492 | LegProvisionOptionExerciseEarliestTimeBusinessCenter | String | Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40493 | LegProvisionOptionExerciseLatestTime | LocalMktTime | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. | Added EP161 |
| 40494 | LegProvisionOptionExerciseLatestTimeBusinessCenter | String | Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40495 | NoLegProvisionOptionExerciseFixedDates | NumInGroup | Number of provision option exercise fixed dates in the repeating group. | Added EP161 |
| 40496 | LegProvisionOptionExerciseFixedDate | LocalMktDate | A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). | Added EP161 |
| 40497 | LegProvisionOptionExerciseFixedDateType | ProvisionOptionExerciseFixedDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40498 | LegProvisionOptionExpirationDateUnadjusted | LocalMktDate | The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. | Added EP161 |
| 40499 | LegProvisionOptionExpirationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40500 | LegProvisionOptionExpirationDateBusinessCenter | String | The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40501 | LegProvisionOptionExpirationDateRelativeTo | int | Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40502 | LegProvisionOptionExpirationDateOffsetPeriod | int | Time unit multiplier for the relative option expiration date offset. | Added EP161 Updated EP208 |
| 40503 | LegProvisionOptionExpirationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option expiration date offset. | Added EP161 Updated EP208 |
| 40504 | LegProvisionOptionExpirationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option expiration date offset. | Added EP161 Updated EP208 |
| 40505 | LegProvisionOptionExpirationDateAdjusted | LocalMktDate | The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. | Added EP161 |
| 40506 | LegProvisionOptionExpirationTime | LocalMktTime | The latest time for exercise on the expiration date. | Added EP161 |
| 40507 | LegProvisionOptionExpirationTimeBusinessCenter | String | Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | LocalMktDate | The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). | Added EP161 |
| 40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40510 | LegProvisionOptionRelevantUnderlyingDateBusinessCenter | String | The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | int | Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | int | Time unit multiplier for the relative option relevant underlying date offset. | Added EP161 Updated EP208 |
| 40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option relevant underlying date offset. | Added EP161 Updated EP208 |
| 40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option relevant underlying date offset. | Added EP161 Updated EP208 |
| 40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | LocalMktDate | The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). | Added EP161 |
| 40516 | LegProvisionCashSettlPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40517 | LegProvisionCashSettlPaymentDateBusinessCenter | String | The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40518 | LegProvisionCashSettlPaymentDateRelativeTo | int | Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40519 | LegProvisionCashSettlPaymentDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement payment date offset. | Added EP161 Updated EP208 |
| 40520 | LegProvisionCashSettlPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement payment date offset. | Added EP161 Updated EP208 |
| 40521 | LegProvisionCashSettlPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative cash settlement payment date offset. | Added EP161 Updated EP208 |
| 40522 | LegProvisionCashSettlPaymentDateRangeFirst | LocalMktDate | The first date in range when a settlement date range is provided. | Added EP161 |
| 40523 | LegProvisionCashSettlPaymentDateRangeLast | LocalMktDate | The last date in range when a settlement date range is provided. | Added EP161 |
| 40524 | LegProvisionCashSettlValueTime | LocalMktTime | A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. | Added EP161 |
| 40525 | LegProvisionCashSettlValueTimeBusinessCenter | String | Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40526 | LegProvisionCashSettlValueDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP161 |
| 40527 | LegProvisionCashSettlValueDateBusinessCenter | String | The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40528 | LegProvisionCashSettlValueDateRelativeTo | int | Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40529 | LegProvisionCashSettlValueDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement value date offset. | Added EP161 Updated EP208 |
| 40530 | LegProvisionCashSettlValueDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement value date offset. | Added EP161 Updated EP208 |
| 40531 | LegProvisionCashSettlValueDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative cash settlement value date offset. | Added EP161 Updated EP208 |
| 40532 | LegProvisionCashSettlValueDateAdjusted | LocalMktDate | The adjusted cash settlement value date. | Added EP161 |
| 40533 | NoLegProvisionPartyIDs | NumInGroup | Number of parties identified in the contract provision. | Added EP161 |
| 40534 | LegProvisionPartyID | String | The party identifier/code for the payment settlement party. | Added EP161 |
| 40535 | LegProvisionPartyIDSource | PartyIDSourceCodeSet | Identifies the class or source of LegProvisionPartyID(40534). | Added EP161 Updated EP271 |
| 40536 | LegProvisionPartyRole | PartyRoleCodeSet | Identifies the type or role of LegProvisionPartyID(40534) specified. | Added EP161 |
| 40537 | NoLegProvisionPartySubIDs | NumInGroup | Number of sub-party IDs to be reported for the party. | Added EP161 |
| 40538 | LegProvisionPartySubID | String | Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). | Added EP161 |
| 40539 | LegProvisionPartySubIDType | PartySubIDTypeCodeSet | The type of LegProvisionPartySubID(40538) value. | Added EP161 |
| 40540 | NoUnderlyingStreams | NumInGroup | Number of swap streams in the repeating group. | Added EP161 |
| 40541 | UnderlyingStreamType | StreamTypeCodeSet | Type of swap stream. | Added EP161 |
| 40542 | UnderlyingStreamDesc | String | A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. | Added EP161 |
| 40543 | UnderlyingStreamPaySide | PaymentPaySideCodeSet | The side of the party paying the stream. | Added EP161 |
| 40544 | UnderlyingStreamReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the stream. | Added EP161 |
| 40545 | UnderlyingStreamNotional | Amt | Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. | Added EP161 |
| 40546 | UnderlyingStreamCurrency | Currency | Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. | Added EP161 |
| 40547 | UnderlyingStreamText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP161 |
| 40548 | UnderlyingStreamTerminationDateUnadjusted | LocalMktDate | The unadjusted termination date. | Added EP161 |
| 40549 | UnderlyingStreamTerminationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40550 | UnderlyingStreamTerminationDateBusinessCenter | String | The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40551 | UnderlyingStreamTerminationDateRelativeTo | int | Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40552 | UnderlyingStreamTerminationDateOffsetPeriod | int | Time unit multiplier for the relative termination date offset. | Added EP161 |
| 40553 | UnderlyingStreamTerminationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative termination date offset. | Added EP161 |
| 40554 | UnderlyingStreamTerminationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative termination date offset. | Added EP161 Updated EP208 |
| 40555 | UnderlyingStreamTerminationDateAdjusted | LocalMktDate | The adjusted termination date. | Added EP161 |
| 40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40557 | UnderlyingStreamCalculationPeriodBusinessCenter | String | The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | LocalMktDate | The unadjusted first calculation period start date if before the effective date. | Added EP161 |
| 40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40560 | UnderlyingStreamFirstPeriodStartDateBusinessCenter | String | The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | LocalMktDate | The adjusted first calculation period start date, if it is before the effective date. | Added EP161 |
| 40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | LocalMktDate | The unadjusted first start date of the regular calculation period, if there is an initial stub period. | Added EP161 |
| 40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | LocalMktDate | The unadjusted end date of the initial compounding period. | Added EP161 |
| 40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | LocalMktDate | The unadjusted last regular period end date if there is a final stub period. | Added EP161 |
| 40565 | UnderlyingStreamCalculationFrequencyPeriod | int | Time unit multiplier for the frequency at which calculation period end dates occur. | Added EP161 |
| 40566 | UnderlyingStreamCalculationFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which calculation period end dates occur. | Added EP161 |
| 40567 | UnderlyingStreamCalculationRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40568 | UnderlyingPaymentStreamType | PaymentStreamTypeCodeSet | Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. | Added EP161 |
| 40569 | UnderlyingPaymentStreamMarketRate | int | Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. | Added EP161 |
| 40570 | UnderlyingPaymentStreamDelayIndicator | Boolean | Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. | Added EP161 |
| 40571 | UnderlyingPaymentStreamSettlCurrency | Currency | Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. | Added EP161 |
| 40572 | UnderlyingPaymentStreamDayCount | CouponDayCountCodeSet | The day count convention used in the payment stream calculations. | Added EP161 |
| 40573 | UnderlyingPaymentStreamAccrualDays | int | The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. | Added EP161 |
| 40574 | UnderlyingPaymentStreamDiscountType | PaymentStreamDiscountTypeCodeSet | The method of calculating discounted payment amounts | Added EP161 |
| 40575 | UnderlyingPaymentStreamDiscountRate | Percentage | Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. | Added EP161 |
| 40576 | UnderlyingPaymentStreamDiscountRateDayCount | CouponDayCountCodeSet | The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). | Added EP161 |
| 40577 | UnderlyingPaymentStreamCompoundingMethod | PaymentStreamCompoundingMethodCodeSet | Compounding Method. | Added EP161 |
| 40578 | UnderlyingPaymentStreamInitialPrincipalExchangeIndicator | Boolean | Indicates whether there is an initial exchange of principal on the effective date. | Added EP161 |
| 40579 | UnderlyingPaymentStreamInterimPrincipalExchangeIndicator | Boolean | Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. | Added EP161 |
| 40580 | UnderlyingPaymentStreamFinalPrincipalExchangeIndicator | Boolean | Indicates whether there is a final exchange of principal on the termination date. | Added EP161 |
| 40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40582 | UnderlyingPaymentStreamPaymentDateBusinessCenter | String | The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | int | Time unit multiplier for the frequency of payments. | Added EP161 |
| 40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | PaymentStreamPaymentFrequencyUnitCodeSet | Time unit associated with the frequency of payments. | Added EP161 |
| 40585 | UnderlyingPaymentStreamPaymentRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | LocalMktDate | The unadjusted first payment date. | Added EP161 |
| 40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | LocalMktDate | The unadjusted last regular payment date. | Added EP161 |
| 40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | int | Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | int | Time unit multiplier for the relative payment date offset. | Added EP161 Updated EP208 |
| 40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative payment date offset. | Added EP161 Updated EP208 |
| 40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative payment date offset. | Added EP161 Updated EP208 |
| 40592 | UnderlyingPaymentStreamResetDateRelativeTo | int | Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40593 | UnderlyingPaymentStreamResetDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40594 | UnderlyingPaymentStreamResetDateBusinessCenter | String | The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40595 | UnderlyingPaymentStreamResetFrequencyPeriod | int | Time unit multiplier for frequency of resets. | Added EP161 |
| 40596 | UnderlyingPaymentStreamResetFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with frequency of resets. | Added EP161 |
| 40597 | UnderlyingPaymentStreamResetWeeklyRollConvention | PaymentStreamResetWeeklyRollConventionCodeSet | Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. | Added EP161 |
| 40598 | UnderlyingPaymentStreamInitialFixingDateRelativeTo | int | Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40599 | UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40600 | UnderlyingPaymentStreamInitialFixingDateBusinessCenter | String | The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40601 | UnderlyingPaymentStreamInitialFixingDateOffsetPeriod | int | Time unit multiplier for the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40602 | UnderlyingPaymentStreamInitialFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40603 | UnderlyingPaymentStreamInitialFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40604 | UnderlyingPaymentStreamInitialFixingDateAdjusted | LocalMktDate | The adjusted initial fixing date. | Added EP161 |
| 40605 | UnderlyingPaymentStreamFixingDateRelativeTo | int | Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40606 | UnderlyingPaymentStreamFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40607 | UnderlyingPaymentStreamFixingDateBusinessCenter | String | The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40608 | UnderlyingPaymentStreamFixingDateOffsetPeriod | int | Time unit multiplier for the relative fixing date offset. | Added EP161 Updated EP208 |
| 40609 | UnderlyingPaymentStreamFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative fixing date offset. | Added EP161 Updated EP208 |
| 40610 | UnderlyingPaymentStreamFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative fixing date offset. | Added EP161 Updated EP208 |
| 40611 | UnderlyingPaymentStreamFixingDateAdjusted | LocalMktDate | The adjusted fixing date. | Added EP161 |
| 40612 | UnderlyingPaymentStreamRateCutoffDateOffsetPeriod | int | Time unit multiplier for the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40613 | UnderlyingPaymentStreamRateCutoffDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40614 | UnderlyingPaymentStreamRateCutoffDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40615 | UnderlyingPaymentStreamRate | Percentage | The rate applicable to the fixed rate payment stream. | Added EP161 |
| 40616 | UnderlyingPaymentStreamFixedAmount | Amt | The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). | Added EP161 |
| 40617 | UnderlyingPaymentStreamRateOrAmountCurrency | Currency | Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. | Added EP161 |
| 40618 | UnderlyingPaymentStreamFutureValueNotional | Amt | The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. | Added EP161 |
| 40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | LocalMktDate | The adjusted value date of the future value amount. | Added EP161 |
| 40620 | UnderlyingPaymentStreamRateIndex | String | The payment stream's floating rate index. | Added EP161 |
| 40621 | UnderlyingPaymentStreamRateIndexSource | PaymentStreamRateIndexSourceCodeSet | The source of the payment stream floating rate index. | Added EP161 |
| 40622 | UnderlyingPaymentStreamRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the underlying instrument’s floating rate index. | Added EP161 |
| 40623 | UnderlyingPaymentStreamRateIndexCurvePeriod | int | Time unit multiplier for the underlying instrument’s floating rate index. | Added EP161 |
| 40624 | UnderlyingPaymentStreamRateMultiplier | float | A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40625 | UnderlyingPaymentStreamRateSpread | PriceOffset | Spread from floating rate index. | Added EP161 |
| 40626 | UnderlyingPaymentStreamRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies a short or long spread value. | Added EP161 |
| 40627 | UnderlyingPaymentStreamRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP161 |
| 40628 | UnderlyingPaymentStreamCapRate | Percentage | The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40629 | UnderlyingPaymentStreamCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP161 |
| 40630 | UnderlyingPaymentStreamCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP161 |
| 40631 | UnderlyingPaymentStreamFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40632 | UnderlyingPaymentStreamFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP161 |
| 40633 | UnderlyingPaymentStreamFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP161 |
| 40634 | UnderlyingPaymentStreamInitialRate | Percentage | The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. | Added EP161 |
| 40635 | UnderlyingPaymentStreamFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction. | Added EP161 Updated EP208 |
| 40636 | UnderlyingPaymentStreamFinalRatePrecision | int | Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP161 |
| 40637 | UnderlyingPaymentStreamAveragingMethod | PaymentStreamAveragingMethodCodeSet | When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. | Added EP161 |
| 40638 | UnderlyingPaymentStreamNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP161 |
| 40639 | UnderlyingPaymentStreamInflationLagPeriod | int | Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. | Added EP161 |
| 40640 | UnderlyingPaymentStreamInflationLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the inflation lag period. | Added EP161 |
| 40641 | UnderlyingPaymentStreamInflationLagDayType | PaymentStreamInflationLagDayTypeCodeSet | The inflation lag period day type. | Added EP161 |
| 40642 | UnderlyingPaymentStreamInflationInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. | Added EP161 |
| 40643 | UnderlyingPaymentStreamInflationIndexSource | PaymentStreamRateIndexSourceCodeSet | The inflation index reference source. | Added EP161 |
| 40644 | UnderlyingPaymentStreamInflationPublicationSource | String | The current main publication source such as relevant web site or a government body. | Added EP161 |
| 40645 | UnderlyingPaymentStreamInflationInitialIndexLevel | float | Initial known index level for the first calculation period. | Added EP161 |
| 40646 | UnderlyingPaymentStreamInflationFallbackBondApplicable | Boolean | Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). | Added EP161 |
| 40647 | UnderlyingPaymentStreamFRADiscounting | PaymentStreamFRADiscountingCodeSet | The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. | Added EP161 Updated EP169 |
| 40648 | UnderlyingPaymentStreamNonDeliverableRefCurrency | Currency | The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. | Added EP161 |
| 40649 | UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 Updated EP271 |
| 40650 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter | String | The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40651 | UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo | int | Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40652 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod | int | Time unit multiplier for the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40653 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40654 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40655 | SettlRateFallbackReferencePage | String | Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40656 | NoUnderlyingNonDeliverableFixingDates | NumInGroup | Number of Fixing dates in the repeating group | Added EP161 |
| 40657 | UnderlyingNonDeliverableFixingDate | LocalMktDate | The non-deliverable fixing date unadjusted or adjusted depending on UnderlyingNonDeliverableFixingDateType(40658). | Added EP161 |
| 40658 | UnderlyingNonDeliverableFixingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40659 | NoUnderlyingSettlRateFallbacks | NumInGroup | Number of settlement rate fallbacks in the repeating group | Added EP161 |
| 40660 | UnderlyingSettlRatePostponementMaximumDays | int | The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. | Added EP161 |
| 40661 | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40662 | UnderlyingSettlRatePostponementSurvey | Boolean | Indicates whether to request a settlement rate quote from the market. | Added EP161 |
| 40663 | UnderlyingSettlRatePostponementCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the settlement rate postponement calculation agent. | Added EP161 |
| 40664 | NoUnderlyingPaymentSchedules | NumInGroup | Number of swap schedules in the repeating group | Added EP161 |
| 40665 | UnderlyingPaymentScheduleType | PaymentScheduleTypeCodeSet | Type of schedule. | Added EP161 |
| 40666 | UnderlyingPaymentScheduleStubType | PaymentStubTypeCodeSet | Indicates to which stub this schedule applies. | Added EP161 |
| 40667 | UnderlyingPaymentScheduleStartDateUnadjusted | LocalMktDate | The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. | Added EP161 |
| 40668 | UnderlyingPaymentScheduleEndDateUnadjusted | LocalMktDate | The unadjusted end date of a cashflow payment. | Added EP161 |
| 40669 | UnderlyingPaymentSchedulePaySide | PaymentPaySideCodeSet | The side of the party paying the step schedule. | Added EP161 |
| 40670 | UnderlyingPaymentScheduleReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the step schedule. | Added EP161 |
| 40671 | UnderlyingPaymentScheduleNotional | Amt | The notional value for this step, or amount of a cashflow payment. | Added EP161 |
| 40672 | UnderlyingPaymentScheduleCurrency | Currency | The currency for this step. Uses ISO 4217 currency codes. | Added EP161 |
| 40673 | UnderlyingPaymentScheduleRate | Percentage | The rate value for this step. | Added EP161 |
| 40674 | UnderlyingPaymentScheduleRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40675 | UnderlyingPaymentScheduleRateSpread | PriceOffset | The spread value for this step. | Added EP161 |
| 40676 | UnderlyingPaymentScheduleRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40677 | UnderlyingPaymentScheduleRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the step schedule. | Added EP161 |
| 40678 | UnderlyingPaymentScheduleFixedAmount | Amt | The explicit payment amount for this step. | Added EP161 |
| 40679 | UnderlyingPaymentScheduleFixedCurrency | Currency | The currency of the fixed amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40680 | UnderlyingPaymentScheduleStepFrequencyPeriod | int | Time unit multiplier for the step frequency. | Added EP161 |
| 40681 | UnderlyingPaymentScheduleStepFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the step frequency. | Added EP161 |
| 40682 | UnderlyingPaymentScheduleStepOffsetValue | Amt | The explicit amount that the notional changes on each step date. This can be a positive or negative amount. | Added EP161 |
| 40683 | UnderlyingPaymentScheduleStepRate | Percentage | The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. | Added EP161 |
| 40684 | UnderlyingPaymentScheduleStepOffsetRate | Percentage | The explicit amount that the rate changes on each step date. This can be a positive or negative value. | Added EP161 |
| 40685 | UnderlyingPaymentScheduleStepRelativeTo | PaymentScheduleStepRelativeToCodeSet | Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. | Added EP161 |
| 40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | LocalMktDate | The unadjusted fixing date. | Added EP161 |
| 40687 | UnderlyingPaymentScheduleWeight | float | Floating rate observation weight for cashflow payment. | Added EP161 |
| 40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | int | Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | BusinessDayConventionCodeSet | The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| 40690 | UnderlyingPaymentScheduleFixingDateBusinessCenter | String | The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | int | Time unit multiplier for the relative fixing date offset. | Added EP161 Updated EP208 |
| 40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative fixing date offset. | Added EP161 Updated EP208 |
| 40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative fixing date offset. | Added EP161 Updated EP208 |
| 40694 | UnderlyingPaymentScheduleFixingDateAdjusted | LocalMktDate | The adjusted fixing date. | Added EP161 |
| 40695 | UnderlyingPaymentScheduleFixingTime | LocalMktTime | The fixing time. | Added EP161 |
| 40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | String | Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | int | Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40698 | UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 Updated EP271 |
| 40699 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter | String | The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | int | Time unit multiplier for the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | LocalMktDate | The adjusted interim exchange date. | Added EP161 |
| 40704 | NoUnderlyingPaymentScheduleRateSources | NumInGroup | Number of rate sources in the repeating group | Added EP161 |
| 40705 | UnderlyingPaymentScheduleRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40706 | UnderlyingPaymentScheduleRateSourceType | RateSourceTypeCodeSet | Rate source type. | Added EP161 |
| 40707 | UnderlyingPaymentScheduleReferencePage | String | Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40708 | NoUnderlyingPaymentStubs | NumInGroup | Number of stubs in the repeating group | Added EP161 |
| 40709 | UnderlyingPaymentStubType | PaymentStubTypeCodeSet | Stub type. | Added EP161 |
| 40710 | UnderlyingPaymentStubLength | PaymentStubLengthCodeSet | Optional indication whether stub is shorter or longer than the regular swap period. | Added EP161 |
| 40711 | UnderlyingPaymentStubRate | Percentage | The agreed upon fixed rate for this stub. | Added EP161 |
| 40712 | UnderlyingPaymentStubFixedAmount | Amt | A fixed payment amount for the stub. | Added EP161 |
| 40713 | UnderlyingPaymentStubFixedCurrency | Currency | The currency of the fixed payment amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40714 | UnderlyingPaymentStubIndex | String | The stub floating rate index. | Added EP161 |
| 40715 | UnderlyingPaymentStubIndexSource | PaymentStreamRateIndexSourceCodeSet | The source for the underlying payment stub floating rate index. | Added EP161 |
| 40716 | UnderlyingPaymentStubIndexCurvePeriod | int | Time unit multiplier for the underlying payment stub floating rate index. | Added EP161 |
| 40717 | UnderlyingPaymentStubIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the underlying payment stub floating rate index. | Added EP161 |
| 40718 | UnderlyingPaymentStubIndexRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40719 | UnderlyingPaymentStubIndexRateSpread | PriceOffset | Spread from floating rate index. | Added EP161 |
| 40720 | UnderlyingPaymentStubIndexRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40721 | UnderlyingPaymentStubIndexRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the stub index. | Added EP161 |
| 40722 | UnderlyingPaymentStubIndexCapRate | Percentage | The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40723 | UnderlyingPaymentStubIndexCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP161 |
| 40724 | UnderlyingPaymentStubIndexCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP161 |
| 40725 | UnderlyingPaymentStubIndexFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40726 | UnderlyingPaymentStubIndexFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP161 |
| 40727 | UnderlyingPaymentStubIndexFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP161 |
| 40728 | UnderlyingPaymentStubIndex2 | String | The second stub floating rate index. | Added EP161 |
| 40729 | UnderlyingPaymentStubIndex2Source | PaymentStreamRateIndexSourceCodeSet | The source of the second stub floating rate index. | Added EP161 |
| 40730 | UnderlyingPaymentStubIndex2CurvePeriod | int | Secondary time unit multiplier for the stub floating rate index curve. | Added EP161 |
| 40731 | UnderlyingPaymentStubIndex2CurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Secondary time unit associated with the stub floating rate index curve. | Added EP161 |
| 40732 | UnderlyingPaymentStubIndex2RateMultiplier | float | A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40733 | UnderlyingPaymentStubIndex2RateSpread | PriceOffset | Spread from the second floating rate index. | Added EP161 |
| 40734 | UnderlyingPaymentStubIndex2RateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40735 | UnderlyingPaymentStubIndex2RateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the second stub index. | Added EP161 |
| 40736 | UnderlyingPaymentStubIndex2CapRate | Percentage | The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40737 | UnderlyingPaymentStubIndex2FloorRate | Percentage | The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40738 | PaymentStreamType | PaymentStreamTypeCodeSet | Identifies the type of payment stream associated with the swap. | Added EP161 |
| 40739 | PaymentStreamMarketRate | int | Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. | Added EP161 |
| 40740 | PaymentStreamDelayIndicator | Boolean | Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. | Added EP161 |
| 40741 | PaymentStreamSettlCurrency | Currency | Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. | Added EP161 |
| 40742 | PaymentStreamDayCount | CouponDayCountCodeSet | The day count convention used in the payment stream calculations. | Added EP161 |
| 40743 | PaymentStreamAccrualDays | int | The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. | Added EP161 |
| 40744 | PaymentStreamDiscountType | PaymentStreamDiscountTypeCodeSet | The method of calculating discounted payment amounts | Added EP161 |
| 40745 | PaymentStreamDiscountRate | Percentage | Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. | Added EP161 |
| 40746 | PaymentStreamDiscountRateDayCount | CouponDayCountCodeSet | The day count convention applied to the PaymentStreamDiscountRate(40745). | Added EP161 |
| 40747 | PaymentStreamCompoundingMethod | PaymentStreamCompoundingMethodCodeSet | Compounding method. | Added EP161 |
| 40748 | PaymentStreamInitialPrincipalExchangeIndicator | Boolean | Indicates whether there is an initial exchange of principal on the effective date. | Added EP161 |
| 40749 | PaymentStreamInterimPrincipalExchangeIndicator | Boolean | Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. | Added EP161 |
| 40750 | PaymentStreamFinalPrincipalExchangeIndicator | Boolean | Indicates whether there is a final exchange of principal on the termination date. | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40752 | PaymentStreamPaymentDateBusinessCenter | String | The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40753 | PaymentStreamPaymentFrequencyPeriod | int | Time unit multiplier for the frequency of payments. | Added EP161 |
| 40754 | PaymentStreamPaymentFrequencyUnit | PaymentStreamPaymentFrequencyUnitCodeSet | Time unit associated with the frequency of payments. | Added EP161 |
| 40755 | PaymentStreamPaymentRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | LocalMktDate | The unadjusted first payment date. | Added EP161 |
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LocalMktDate | The unadjusted last regular payment date. | Added EP161 |
| 40758 | PaymentStreamPaymentDateRelativeTo | int | Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40759 | PaymentStreamPaymentDateOffsetPeriod | int | Time unit multiplier for the relative payment date offset. | Added EP161 Updated EP208 |
| 40760 | PaymentStreamPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit multiplier for the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40761 | PaymentStreamResetDateRelativeTo | int | Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40762 | PaymentStreamResetDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40763 | PaymentStreamResetDateBusinessCenter | String | The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40764 | PaymentStreamResetFrequencyPeriod | int | Time unit multiplier for the frequency of resets. | Added EP161 |
| 40765 | PaymentStreamResetFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of resets. | Added EP161 |
| 40766 | PaymentStreamResetWeeklyRollConvention | PaymentStreamResetWeeklyRollConventionCodeSet | Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. | Added EP161 |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | int | Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | String | The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | int | Time unit multiplier for the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative initial fixing date offset. | Added EP161 Updated EP208 |
| 40773 | PaymentStreamInitialFixingDateAdjusted | LocalMktDate | The adjusted initial fixing date. | Added EP161 |
| 40774 | PaymentStreamFixingDateRelativeTo | int | Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40775 | PaymentStreamFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40776 | PaymentStreamFixingDateBusinessCenter | String | The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40777 | PaymentStreamFixingDateOffsetPeriod | int | Time unit multiplier for the relative fixing date offset. | Added EP161 Updated EP208 |
| 40778 | PaymentStreamFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative fixing date offset. | Added EP161 Updated EP208 |
| 40779 | PaymentStreamFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative fixing date offset. | Added EP161 Updated EP208 |
| 40780 | PaymentStreamFixingDateAdjusted | LocalMktDate | The adjusted fixing date. | Added EP161 |
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | int | Time unit multiplier for the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative rate cut-off date offset. | Added EP161 Updated EP208 |
| 40784 | PaymentStreamRate | Percentage | The rate applicable to the fixed rate payment stream. | Added EP161 |
| 40785 | PaymentStreamFixedAmount | Amt | The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). | Added EP161 |
| 40786 | PaymentStreamRateOrAmountCurrency | Currency | Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. | Added EP161 |
| 40787 | PaymentStreamFutureValueNotional | Amt | The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. | Added EP161 |
| 40788 | PaymentStreamFutureValueDateAdjusted | LocalMktDate | The adjusted value date of the future value amount. | Added EP161 |
| 40789 | PaymentStreamRateIndex | String | The payment stream floating rate index. | Added EP161 |
| 40790 | PaymentStreamRateIndexSource | PaymentStreamRateIndexSourceCodeSet | The source of the payment stream floating rate index. | Added EP161 |
| 40791 | PaymentStreamRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the floating rate index. | Added EP161 |
| 40792 | PaymentStreamRateIndexCurvePeriod | int | Time unit multiplier for the floating rate index. | Added EP161 |
| 40793 | PaymentStreamRateMultiplier | float | A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40794 | PaymentStreamRateSpread | PriceOffset | Spread from floating rate index. | Added EP161 |
| 40795 | PaymentStreamRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40796 | PaymentStreamRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP161 |
| 40797 | PaymentStreamCapRate | Percentage | The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40798 | PaymentStreamCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP161 |
| 40799 | PaymentStreamCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP161 |
| 40800 | PaymentStreamFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40801 | PaymentStreamFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP161 |
| 40802 | PaymentStreamFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP161 |
| 40803 | PaymentStreamInitialRate | Percentage | The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. | Added EP161 |
| 40804 | PaymentStreamFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction. | Added EP161 Updated EP208 |
| 40805 | PaymentStreamFinalRatePrecision | int | Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP161 |
| 40806 | PaymentStreamAveragingMethod | PaymentStreamAveragingMethodCodeSet | When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. | Added EP161 |
| 40807 | PaymentStreamNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP161 |
| 40808 | PaymentStreamInflationLagPeriod | int | Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. | Added EP161 |
| 40809 | PaymentStreamInflationLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the inflation lag period. | Added EP161 |
| 40810 | PaymentStreamInflationLagDayType | PaymentStreamInflationLagDayTypeCodeSet | The inflation lag period day type. | Added EP161 |
| 40811 | PaymentStreamInflationInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. | Added EP161 |
| 40812 | PaymentStreamInflationIndexSource | PaymentStreamRateIndexSourceCodeSet | The inflation index reference source. | Added EP161 |
| 40813 | PaymentStreamInflationPublicationSource | String | The current main publication source such as relevant web site or a government body. | Added EP161 |
| 40814 | PaymentStreamInflationInitialIndexLevel | float | Initial known index level for the first calculation period. | Added EP161 |
| 40815 | PaymentStreamInflationFallbackBondApplicable | Boolean | Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). | Added EP161 |
| 40816 | PaymentStreamFRADiscounting | PaymentStreamFRADiscountingCodeSet | The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. | Added EP161 Updated EP169 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Currency | The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. | Added EP161 |
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component | Added EP161 |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | String | The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | int | Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | int | Time unit multiplier for the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative non-deliverable fixing date offset. | Added EP161 Updated EP208 |
| 40824 | UnderlyingPaymentStreamNonDeliverableSettlReferencePage | String | Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40825 | NoNonDeliverableFixingDates | NumInGroup | Number of Fixing dates in the repeating group | Added EP161 |
| 40826 | NonDeliverableFixingDate | LocalMktDate | Non-deliverable fixing date unadjusted or adjusted depending on NonDeliverableFixingDateType(40827). | Added EP161 |
| 40827 | NonDeliverableFixingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP161 |
| 40828 | NoPaymentSchedules | NumInGroup | Number of swap schedules in the repeating group | Added EP161 |
| 40829 | PaymentScheduleType | PaymentScheduleTypeCodeSet | Type of schedule. | Added EP161 |
| 40830 | PaymentScheduleStubType | PaymentStubTypeCodeSet | Indicates to which stub this schedule applies. | Added EP161 |
| 40831 | PaymentScheduleStartDateUnadjusted | LocalMktDate | The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. | Added EP161 |
| 40832 | PaymentScheduleEndDateUnadjusted | LocalMktDate | The unadjusted end date of a cash flow payment. | Added EP161 |
| 40833 | PaymentSchedulePaySide | PaymentPaySideCodeSet | The side of the party paying the step schedule. | Added EP161 |
| 40834 | PaymentScheduleReceiveSide | PaymentPaySideCodeSet | The side of the party receiving the stepf schedule. | Added EP161 |
| 40835 | PaymentScheduleNotional | Amt | The notional value for this step, or amount of a cashflow payment. | Added EP161 |
| 40836 | PaymentScheduleCurrency | Currency | The currency for this step. Uses ISO 4217 currency codes. | Added EP161 |
| 40837 | PaymentScheduleRate | Percentage | The rate value for this step schedule. | Added EP161 |
| 40838 | PaymentScheduleRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40839 | PaymentScheduleRateSpread | PriceOffset | The spread value for this step schedule. | Added EP161 |
| 40840 | PaymentScheduleRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40841 | PaymentScheduleRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the step schedule. | Added EP161 |
| 40842 | PaymentScheduleFixedAmount | Amt | The explicit payment amount for this step schedule. | Added EP161 |
| 40843 | PaymentScheduleFixedCurrency | Currency | The currency of the fixed amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40844 | PaymentScheduleStepFrequencyPeriod | int | Time unit multiplier for the step frequency. | Added EP161 |
| 40845 | PaymentScheduleStepFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the step frequency. | Added EP161 |
| 40846 | PaymentScheduleStepOffsetValue | Amt | The explicit amount that the notional changes on each step date. This can be a positive or negative amount. | Added EP161 |
| 40847 | PaymentScheduleStepRate | Percentage | The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. | Added EP161 |
| 40848 | PaymentScheduleStepOffsetRate | Percentage | The explicit amount that the rate changes on each step date. This can be a positive or negative value. | Added EP161 |
| 40849 | PaymentScheduleStepRelativeTo | PaymentScheduleStepRelativeToCodeSet | Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. | Added EP161 |
| 40850 | PaymentScheduleFixingDateUnadjusted | LocalMktDate | The unadjusted fixing date. | Added EP161 |
| 40851 | PaymentScheduleWeight | float | Floating rate observation weight for cashflow payment. | Added EP161 |
| 40852 | PaymentScheduleFixingDateRelativeTo | int | Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40854 | PaymentScheduleFixingDateBusinessCenter | String | The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | int | Time unit multiplier for the relative fixing date offset. | Added EP161 Updated EP208 |
| 40856 | PaymentScheduleFixingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative fixing date offset. | Added EP161 Updated EP208 |
| 40857 | PaymentScheduleFixingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative fixing date offset. | Added EP161 Updated EP208 |
| 40858 | PaymentScheduleFixingDateAdjusted | LocalMktDate | The adjusted fixing date. | Added EP161 |
| 40859 | PaymentScheduleFixingTime | LocalMktTime | The fixing time associated with the step schedule. | Added EP161 |
| 40860 | PaymentScheduleFixingTimeBusinessCenter | String | Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | int | Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | String | The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | int | Time unit multiplier for the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative interim exchange date offset. | Added EP161 Updated EP208 |
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | LocalMktDate | The adjusted interim exchange date. | Added EP161 |
| 40868 | NoPaymentScheduleRateSources | NumInGroup | Number of swap schedule rate sources. | Added EP161 |
| 40869 | PaymentScheduleRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40870 | PaymentScheduleRateSourceType | RateSourceTypeCodeSet | Rate source type. | Added EP161 |
| 40871 | PaymentScheduleReferencePage | String | Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40872 | NoPaymentStubs | NumInGroup | Number of stubs in the repeating group | Added EP161 |
| 40873 | PaymentStubType | PaymentStubTypeCodeSet | Stub type. | Added EP161 |
| 40874 | PaymentStubLength | PaymentStubLengthCodeSet | Optional indication whether stub is shorter or longer than the regular swap period. | Added EP161 |
| 40875 | PaymentStubRate | Percentage | The agreed upon fixed rate for this stub. | Added EP161 |
| 40876 | PaymentStubFixedAmount | Amt | A fixed payment amount for the stub. | Added EP161 |
| 40877 | PaymentStubFixedCurrency | Currency | The currency of the fixed payment amount. Uses ISO 4217 currency codes. | Added EP161 |
| 40878 | PaymentStubIndex | String | The stub floating rate index. | Added EP161 |
| 40879 | PaymentStubIndexSource | PaymentStreamRateIndexSourceCodeSet | The source of the stub floating rate index. | Added EP161 |
| 40880 | PaymentStubIndexCurvePeriod | int | Time unit multiplier for the stub floating rate index. | Added EP161 |
| 40881 | PaymentStubIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the stub floating rate index. | Added EP161 |
| 40882 | PaymentStubIndexRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40883 | PaymentStubIndexRateSpread | PriceOffset | Spread from floating rate index. | Added EP161 |
| 40884 | PaymentStubIndexRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40885 | PaymentStubIndexRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the payment stub index. | Added EP161 |
| 40886 | PaymentStubIndexCapRate | Percentage | The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40887 | PaymentStubIndexCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP161 |
| 40888 | PaymentStubIndexCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP161 |
| 40889 | PaymentStubIndexFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40890 | PaymentStubIndexFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP161 |
| 40891 | PaymentStubIndexFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP161 |
| 40892 | PaymentStubIndex2 | String | The second stub floating rate index. | Added EP161 |
| 40893 | PaymentStubIndex2Source | PaymentStreamRateIndexSourceCodeSet | The source of the second stub floating rate index. | Added EP161 |
| 40894 | PaymentStubIndex2CurvePeriod | int | Secondary time unit multiplier for the stub floating rate index curve. | Added EP161 |
| 40895 | PaymentStubIndex2CurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Secondary time unit associated with the stub floating rate index curve. | Added EP161 |
| 40896 | PaymentStubIndex2RateMultiplier | float | A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP161 |
| 40897 | PaymentStubIndex2RateSpread | PriceOffset | Spread from the second floating rate index. | Added EP161 |
| 40898 | PaymentStubIndex2RateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP161 |
| 40899 | PaymentStubIndex2RateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the second stub index. | Added EP161 |
| 40900 | PaymentStubIndex2CapRate | Percentage | The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. | Added EP161 |
| 40901 | PaymentStubIndex2FloorRate | Percentage | The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. | Added EP161 |
| 40902 | NoLegSettlRateFallbacks | NumInGroup | Number of settlement rate fallbacks in the repeating group | Added EP161 |
| 40903 | LegSettlRatePostponementMaximumDays | int | The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. | Added EP161 |
| 40904 | UnderlyingSettlRateFallbackRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP161 |
| 40905 | LegSettlRatePostponementSurvey | Boolean | Indicates whether to request a settlement rate quote from the market. | Added EP161 |
| 40906 | LegSettlRatePostponementCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the settlement rate postponement calculation agent. | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | LocalMktDate | The unadjusted effective date. | Added EP161 |
| 40908 | StreamEffectiveDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP161 |
| 40909 | StreamEffectiveDateBusinessCenter | String | The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40910 | StreamEffectiveDateRelativeTo | int | Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP161 |
| 40911 | StreamEffectiveDateOffsetPeriod | int | Time unit multiplier for the relative effective date offset. | Added EP161 |
| 40912 | StreamEffectiveDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative effective date offset. | Added EP161 |
| 40913 | StreamEffectiveDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative effective date offset. | Added EP161 Updated EP208 |
| 40914 | StreamEffectiveDateAdjusted | LocalMktDate | The adjusted effective date. | Added EP161 |
| 40915 | UnderlyingSettlRateFallbackReferencePage | String | Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP161 |
| 40916 | CashSettlValuationSubsequentBusinessDaysOffset | int | The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. | Added EP161 |
| 40917 | CashSettlNumOfValuationDates | int | Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. | Added EP161 |
| 40918 | UnderlyingProvisionPartyRoleQualifier | PartyDetailRoleQualifierCodeSet | Used to further qualify the value of UnderlyingProvisionPartyRole(42176). | Added EP187 |
| 40919 | PaymentPriceType | PriceTypeCodeSet | Specifies the type of price for PaymentPrice(40218). | Added EP161 |
| 40920 | PaymentStreamPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative payment date offset. | Added EP161 Updated EP208 |
| 40921 | BusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. | Added EP161 |
| 40922 | DateRollConvention | DateRollConventionCodeSet | The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. | Added EP161 |
| 40923 | NoLegBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40924 | LegBusinessCenter | String | A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40925 | LegBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. | Added EP161 |
| 40926 | LegDateRollConvention | DateRollConventionCodeSet | The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. | Added EP161 |
| 40927 | NoLegPaymentScheduleFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40928 | NoLegPaymentScheduleInterimExchangeDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40929 | NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40930 | NoLegPaymentStreamPaymentDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40931 | NoLegPaymentStreamResetDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40932 | NoLegPaymentStreamInitialFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40933 | NoLegPaymentStreamFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40934 | NoLegProvisionCashSettlPaymentDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40935 | NoLegProvisionCashSettlValueDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40936 | NoLegProvisionOptionExerciseBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40937 | NoLegProvisionOptionExpirationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40938 | NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40939 | NoLegProvisionDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40940 | NoLegStreamCalculationPeriodBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40941 | NoLegStreamFirstPeriodStartDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40942 | NoLegStreamEffectiveDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40943 | NoLegStreamTerminationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40944 | NoPaymentBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40947 | NoPaymentStreamPaymentDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40948 | NoPaymentStreamResetDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40950 | NoPaymentStreamFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40951 | NoProtectionTermEventNewsSources | NumInGroup | Number of event news sources in the repeating group. | Added EP161 |
| 40952 | NoProvisionCashSettlPaymentDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40953 | NoProvisionCashSettlValueDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40954 | NoProvisionOptionExerciseBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40955 | NoProvisionOptionExpirationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40956 | NoProvisionOptionRelevantUnderlyingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40957 | NoProvisionDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40958 | NoStreamCalculationPeriodBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40959 | NoStreamFirstPeriodStartDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40960 | NoStreamEffectiveDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 Updated EP271 |
| 40961 | NoStreamTerminationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40962 | NoUnderlyingBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40963 | UnderlyingBusinessCenter | String | A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP161 |
| 40964 | UnderlyingBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. | Added EP161 |
| 40965 | UnderlyingDateRollConvention | DateRollConventionCodeSet | The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. | Added EP161 |
| 40966 | NoUnderlyingPaymentScheduleFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40967 | NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40968 | NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 Updated EP271 |
| 40969 | NoUnderlyingPaymentStreamPaymentDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40970 | NoUnderlyingPaymentStreamResetDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40971 | NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40972 | NoUnderlyingPaymentStreamFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40973 | NoUnderlyingStreamCalculationPeriodBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40974 | NoUnderlyingStreamFirstPeriodStartDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40975 | NoUnderlyingStreamEffectiveDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40976 | NoUnderlyingStreamTerminationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40977 | NoPaymentScheduleFixingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP161 |
| 40978 | EncodedLegStreamTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. | Added EP161 |
| 40979 | EncodedLegStreamText | data | Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. | Added EP161 |
| 40980 | EncodedLegProvisionTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. | Added EP161 |
| 40981 | EncodedLegProvisionText | data | Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. | Added EP161 |
| 40982 | EncodedStreamTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. | Added EP161 |
| 40983 | EncodedStreamText | data | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. | Added EP161 |
| 40984 | EncodedPaymentTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. | Added EP161 |
| 40985 | EncodedPaymentText | data | Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. | Added EP161 |
| 40986 | EncodedProvisionTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. | Added EP161 |
| 40987 | EncodedProvisionText | data | Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. | Added EP161 |
| 40988 | EncodedUnderlyingStreamTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. | Added EP161 |
| 40989 | EncodedUnderlyingStreamText | data | Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. | Added EP161 |
| 40990 | LegMarketDisruptionFallbackValue | String | Applicable value for LegMarketDisruptionFallbackType(41470). | Added EP187 |
| 40991 | MarketDisruptionValue | String | Applicable value for MarketDisruptionEvent(41093). | Added EP187 |
| 40992 | MarketDisruptionFallbackValue | String | Applicable value for MarketDisruptionFallbackType(41095). | Added EP187 |
| 40993 | PaymentSubType | PaymentSubTypeCodeSet | Used to further clarify the value of PaymentType(40213). | Added EP187 |
| 40994 | NoComplexEventAveragingObservations | NumInGroup | The number of averaging observations in the repeating group. | Added EP169 |
| 40995 | ComplexEventAveragingObservationNumber | int | Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. | Added EP169 |
| 40996 | ComplexEventAveragingWeight | float | The weight factor to be applied to the observation. | Added EP169 |
| 40997 | NoComplexEventCreditEvents | NumInGroup | The number of credit events specified in the repeating group. | Added EP169 |
| 40998 | ComplexEventCreditEventType | String | Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. | Added EP169 |
| 40999 | ComplexEventCreditEventValue | String | The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. | Added EP169 |
| 41000 | ComplexEventCreditEventCurrency | Currency | Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. | Added EP169 |
| 41001 | ComplexEventCreditEventPeriod | int | Time unit multiplier for complex credit events. | Added EP169 |
| 41002 | ComplexEventCreditEventUnit | ProtectionTermEventUnitCodeSet | Time unit associated with complex credit events. | Added EP169 |
| 41003 | ComplexEventCreditEventDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type for the complex credit events. | Added EP169 |
| 41004 | ComplexEventCreditEventRateSource | int | Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. | Added EP169 |
| 41005 | NoComplexEventCreditEventQualifiers | NumInGroup | The number of qualifiers in the repeating group. | Added EP169 |
| 41006 | ComplexEventCreditEventQualifier | ProtectionTermEventQualifierCodeSet | Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). | Added EP169 |
| 41007 | NoComplexEventPeriodDateTimes | NumInGroup | The number of entries in the date-time repeating group. | Added EP169 |
| 41008 | ComplexEventPeriodDate | LocalMktDate | The averaging date for an Asian option. The trigger date for a Barrier or Knock option. | Added EP169 |
| 41009 | ComplexEventPeriodTime | LocalMktTime | The averaging time for an Asian option. | Added EP169 |
| 41010 | NoComplexEventPeriods | NumInGroup | The number of periods in the repeating group. | Added EP169 |
| 41011 | ComplexEventPeriodType | ComplexEventPeriodTypeCodeSet | Specifies the period type. | Added EP169 |
| 41012 | ComplexEventBusinessCenter | String | The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41013 | NoComplexEventRateSources | NumInGroup | The number of rate sources in the repeating group. | Added EP169 |
| 41014 | ComplexEventRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP169 |
| 41015 | ComplexEventRateSourceType | RateSourceTypeCodeSet | Indicates whether the rate source specified is a primary or secondary source. | Added EP169 |
| 41016 | ComplexEventReferencePage | String | Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. | Added EP169 |
| 41017 | ComplexEventReferencePageHeading | String | Identifies the reference page heading from the rate source. | Added EP169 |
| 41018 | NoComplexEventDateBusinessCenters | NumInGroup | The number of business centers in the repeating group. | Added EP169 |
| 41019 | ComplexEventDateBusinessCenter | String | The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41020 | ComplexEventDateUnadjusted | LocalMktDate | The unadjusted complex event date. | Added EP169 Updated EP208 |
| 41021 | ComplexEventDateRelativeTo | int | Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41022 | ComplexEventDateOffsetPeriod | int | Time unit multiplier for the relative date offset. | Added EP169 |
| 41023 | ComplexEventDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative date offset. | Added EP169 |
| 41024 | ComplexEventDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative date offset. | Added EP169 |
| 41025 | ComplexEventDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP169 |
| 41026 | ComplexEventDateAdjusted | LocalMktDate | The adjusted complex event date. | Added EP169 |
| 41027 | ComplexEventFixingTime | LocalMktTime | The local market fixing time. | Added EP169 |
| 41028 | ComplexEventFixingTimeBusinessCenter | String | The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41029 | NoComplexEventCreditEventSources | NumInGroup | Number of event sources in the repeating group. | Added EP169 |
| 41030 | ComplexEventCreditEventSource | String | A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| 41031 | NoComplexEventSchedules | NumInGroup | Number of schedules in the repeating group. | Added EP169 |
| 41032 | ComplexEventScheduleStartDate | LocalMktDate | The start date of the schedule. | Added EP169 |
| 41033 | ComplexEventScheduleEndDate | LocalMktDate | The end date of the schedule. | Added EP169 |
| 41034 | ComplexEventScheduleFrequencyPeriod | int | Time unit multiplier for the schedule date frequency. | Added EP169 |
| 41035 | ComplexEventScheduleFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the schedule date frequency. | Added EP169 |
| 41036 | ComplexEventScheduleRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. | Added EP169 |
| 41037 | NoDeliverySchedules | NumInGroup | Number of delivery schedules in the repeating group. | Added EP169 |
| 41038 | DeliveryScheduleType | DeliveryScheduleTypeCodeSet | Specifies the type of delivery schedule. | Added EP169 |
| 41039 | DeliveryScheduleXID | XID | Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. | Added EP169 |
| 41040 | DeliveryScheduleNotional | Qty | Physical delivery quantity. | Added EP169 |
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the delivery quantity unit of measure (UOM). | Added EP169 |
| 41042 | DeliveryScheduleNotionalCommodityFrequency | StreamNotionalCommodityFrequencyCodeSet | The frequency of notional delivery. | Added EP169 |
| 41043 | DeliveryScheduleNegativeTolerance | float | Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41044 | DeliverySchedulePositiveTolerance | float | Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the tolerance value's unit of measure (UOM). | Added EP169 |
| 41046 | DeliveryScheduleToleranceType | DeliveryScheduleToleranceTypeCodeSet | Specifies the tolerance value type. | Added EP169 |
| 41047 | DeliveryScheduleSettlCountry | Country | Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. | Added EP169 |
| 41048 | DeliveryScheduleSettlTimeZone | String | Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. | Added EP169 |
| 41049 | DeliveryScheduleSettlFlowType | DeliveryScheduleSettlFlowTypeCodeSet | Specifies the commodity delivery flow type. | Added EP169 Updated EP179 |
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | DeliveryScheduleSettlHolidaysProcessingInstructionCodeSet | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | Added EP169 |
| 41051 | NoDeliveryScheduleSettlDays | NumInGroup | Number of delivery schedules in the repeating group. | Added EP169 |
| 41052 | DeliveryScheduleSettlDay | DeliveryScheduleSettlDayCodeSet | Specifies the day or group of days for delivery. | Added EP169 |
| 41053 | DeliveryScheduleSettlTotalHours | int | The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. | Added EP169 |
| 41054 | NoDeliveryScheduleSettlTimes | NumInGroup | Number of hour ranges in the repeating group. | Added EP169 |
| 41055 | DeliveryScheduleSettlStart | String | The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). | Added EP169 |
| 41056 | DeliveryScheduleSettlEnd | String | The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). | Added EP169 |
| 41057 | DeliveryScheduleSettlTimeType | DeliveryScheduleSettlTimeTypeCodeSet | Specifies the format of the delivery start and end time values. | Added EP169 |
| 41058 | DeliveryStreamType | DeliveryStreamTypeCodeSet | Specifies the type of delivery stream. | Added EP169 |
| 41059 | DeliveryStreamPipeline | String | The name of the oil delivery pipeline. | Added EP169 |
| 41060 | DeliveryStreamEntryPoint | String | The point at which the commodity will enter the delivery mechanism or pipeline. | Added EP169 |
| 41061 | DeliveryStreamWithdrawalPoint | String | The point at which the commodity product will be withdrawn prior to delivery. | Added EP169 |
| 41062 | DeliveryStreamDeliveryPoint | String | The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. | Added EP169 |
| 41063 | DeliveryStreamDeliveryRestriction | DeliveryStreamDeliveryRestrictionCodeSet | Specifies under what conditions the buyer and seller should be excused of their delivery obligations. | Added EP169 |
| 41064 | DeliveryStreamDeliveryContingency | String | Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. | Added EP169 |
| 41065 | DeliveryStreamDeliveryContingentPartySide | DeliveryStreamElectingPartySideCodeSet | The trade side value of the party responsible for electricity delivery contingency. | Added EP169 |
| 41066 | DeliveryStreamDeliverAtSourceIndicator | Boolean | When this element is specified and set to 'Y', delivery of the coal product is to be at its source. | Added EP169 |
| 41067 | DeliveryStreamRiskApportionment | String | Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. | Added EP169 |
| 41068 | DeliveryStreamTitleTransferLocation | String | Specifies the title transfer location. | Added EP169 |
| 41069 | DeliveryStreamTitleTransferCondition | DeliveryStreamTitleTransferConditionCodeSet | Specifies the condition of title transfer. | Added EP169 |
| 41070 | DeliveryStreamImporterOfRecord | String | A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. | Added EP169 |
| 41071 | DeliveryStreamNegativeTolerance | float | Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41072 | DeliveryStreamPositiveTolerance | float | Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41073 | DeliveryStreamToleranceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the tolerance value's unit of measure (UOM). | Added EP169 |
| 41074 | DeliveryStreamToleranceType | DeliveryScheduleToleranceTypeCodeSet | Specifies the tolerance value type. | Added EP169 |
| 41075 | DeliveryStreamToleranceOptionSide | DeliveryStreamToleranceOptionSideCodeSet | Indicates whether the tolerance is at the seller's or buyer's option. | Added EP169 |
| 41076 | DeliveryStreamTotalPositiveTolerance | Percentage | The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). | Added EP169 |
| 41077 | DeliveryStreamTotalNegativeTolerance | Percentage | The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). | Added EP169 |
| 41078 | DeliveryStreamNotionalConversionFactor | float | If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. | Added EP169 |
| 41079 | DeliveryStreamTransportEquipment | String | The transportation equipment with which the commodity product will be delivered and received. | Added EP169 |
| 41080 | DeliveryStreamElectingPartySide | DeliveryStreamElectingPartySideCodeSet | A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. | Added EP169 |
| 41081 | NoDeliveryStreamCycles | NumInGroup | Number of delivery cycles in the repeating group. | Added EP169 |
| 41082 | DeliveryStreamCycleDesc | String | The delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| 41083 | EncodedDeliveryStreamCycleDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. | Added EP169 |
| 41084 | EncodedDeliveryStreamCycleDesc | data | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. | Added EP169 |
| 41085 | NoDeliveryStreamCommoditySources | NumInGroup | Number of commodity sources in the repeating group. | Added EP169 |
| 41086 | DeliveryStreamCommoditySource | String | The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. | Added EP169 |
| 41087 | MarketDisruptionProvision | MarketDisruptionProvisionCodeSet | The consequences of market disruption events. | Added EP169 |
| 41088 | MarketDisruptionFallbackProvision | MarketDisruptionFallbackProvisionCodeSet | Specifies the location of the fallback provision documentation. | Added EP169 |
| 41089 | MarketDisruptionMaximumDays | int | Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). | Added EP169 |
| 41090 | MarketDisruptionMaterialityPercentage | Percentage | Used when a price materiality percentage applies to the price source disruption event and this event has been specified. | Added EP169 |
| 41091 | MarketDisruptionMinimumFuturesContracts | int | Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. | Added EP169 |
| 41092 | NoMarketDisruptionEvents | NumInGroup | Number of disruption events in the repeating group. | Added EP169 |
| 41093 | MarketDisruptionEvent | String | Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. | Added EP169 Updated EP187 |
| 41094 | NoMarketDisruptionFallbacks | NumInGroup | Number of fallbacks in the repeating group. | Added EP169 |
| 41095 | MarketDisruptionFallbackType | String | Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. | Added EP169 |
| 41096 | NoMarketDisruptionFallbackReferencePrices | NumInGroup | Number of fallback reference securities in the repeating group. | Added EP169 |
| 41097 | MarketDisruptionFallbackUnderlierType | MarketDisruptionFallbackUnderlierTypeCodeSet | The type of reference price underlier. | Added EP169 |
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | String | Specifies the identifier value of the security. | Added EP169 |
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | SecurityIDSourceCodeSet | Specifies the class or source scheme of the security identifier. | Added EP169 Updated EP265 |
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | String | Specifies the description of the underlying security. | Added EP169 |
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. | Added EP169 |
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | data | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. | Added EP169 |
| 41103 | MarketDisruptionFallbackOpenUnits | Qty | If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. | Added EP169 |
| 41104 | MarketDisruptionFallbackBasketCurrency | Currency | Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. | Added EP169 |
| 41105 | MarketDisruptionFallbackBasketDivisor | float | Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. | Added EP169 |
| 41106 | ExerciseDesc | String | A description of the option exercise. | Added EP169 |
| 41107 | EncodedExerciseDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. | Added EP169 |
| 41108 | EncodedExerciseDesc | data | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. | Added EP169 |
| 41109 | AutomaticExerciseIndicator | Boolean | Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. | Added EP169 |
| 41110 | AutomaticExerciseThresholdRate | float | The threshold rate for triggering automatic exercise. | Added EP169 |
| 41111 | ExerciseConfirmationMethod | ExerciseConfirmationMethodCodeSet | Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. | Added EP169 |
| 41112 | ManualNoticeBusinessCenter | String | Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41113 | FallbackExerciseIndicator | Boolean | Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). | Added EP169 |
| 41114 | LimitedRightToConfirmIndicator | Boolean | Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. | Added EP169 |
| 41115 | ExerciseSplitTicketIndicator | Boolean | Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. | Added EP169 |
| 41116 | NoOptionExerciseBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41117 | OptionExerciseBusinessCenter | String | The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41118 | OptionExerciseBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP169 |
| 41119 | OptionExerciseEarliestDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative earliest option exercise date offset. | Added EP169 Updated EP208 |
| 41120 | OptionExerciseEarliestDateOffsetPeriod | int | Time unit multiplier for the relative earliest exercise date offset. | Added EP169 |
| 41121 | OptionExerciseEarliestDateOffsetUnit | ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet | Time unit associated with the relative earliest exercise date offset. | Added EP169 |
| 41122 | OptionExerciseFrequencyPeriod | int | Time unit multiplier for the frequency of exercise dates. | Added EP169 |
| 41123 | OptionExerciseFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the frequency of exercise dates. | Added EP169 |
| 41124 | OptionExerciseStartDateUnadjusted | LocalMktDate | The unadjusted start date for calculating periodic exercise dates. | Added EP169 |
| 41125 | OptionExerciseStartDateRelativeTo | int | Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 |
| 41126 | OptionExerciseStartDateOffsetPeriod | int | Time unit multiplier for the relative exercise start date offset. | Added EP169 |
| 41127 | OptionExerciseStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative exercise start date offset. | Added EP169 |
| 41128 | OptionExerciseStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative option exercise start date offset. | Added EP169 Updated EP208 |
| 41129 | OptionExerciseStartDateAdjusted | LocalMktDate | The adjusted start date for calculating periodic exercise dates. | Added EP169 |
| 41130 | OptionExerciseSkip | int | The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. | Added EP169 |
| 41131 | OptionExerciseNominationDeadline | LocalMktDate | Last date (adjusted) for establishing the option exercise terms. | Added EP169 |
| 41132 | OptionExerciseFirstDateUnadjusted | LocalMktDate | The unadjusted first exercise date. | Added EP169 |
| 41133 | OptionExerciseLastDateUnadjusted | LocalMktDate | The unadjusted last exercise date. | Added EP169 |
| 41134 | OptionExerciseEarliestTime | LocalMktTime | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. | Added EP169 |
| 41135 | OptionExerciseLatestTime | LocalMktTime | The latest exercise time. See also OptionExerciseEarliestTime(41134). | Added EP169 |
| 41136 | OptionExerciseTimeBusinessCenter | String | The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values | Added EP169 |
| 41137 | NoOptionExerciseDates | NumInGroup | Number of dates in the repeating group. | Added EP169 |
| 41138 | OptionExerciseDate | LocalMktDate | The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). | Added EP169 |
| 41139 | OptionExerciseDateType | OptionExerciseDateTypeCodeSet | Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41140 | NoOptionExerciseExpirationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41141 | OptionExerciseExpirationDateBusinessCenter | String | The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP169 |
| 41143 | OptionExerciseExpirationDateRelativeTo | int | Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41144 | OptionExerciseExpirationDateOffsetPeriod | int | Time unit multiplier for the relative exercise expiration date offset. | Added EP169 |
| 41145 | OptionExerciseExpirationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative exercise expiration date offset. | Added EP169 |
| 41146 | OptionExerciseExpirationFrequencyPeriod | int | Time unit multiplier for the frequency of exercise expiration dates. | Added EP169 |
| 41147 | OptionExerciseExpirationFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the frequency of exercise expiration dates. | Added EP169 |
| 41148 | OptionExerciseExpirationRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. | Added EP169 |
| 41149 | OptionExerciseExpirationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative option exercise expiration date offset. | Added EP169 Updated EP208 |
| 41150 | OptionExerciseExpirationTime | LocalMktTime | The option exercise expiration time. | Added EP169 |
| 41151 | OptionExerciseExpirationTimeBusinessCenter | String | The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41152 | NoOptionExerciseExpirationDates | NumInGroup | Number of fixed exercise expiration dates in the repeating group. | Added EP169 |
| 41153 | OptionExerciseExpirationDate | LocalMktDate | An adjusted or unadjusted fixed option exercise expiration date. | Added EP169 |
| 41154 | OptionExerciseExpirationDateType | OptionExerciseDateTypeCodeSet | Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41155 | PaymentUnitOfMeasure | UnitOfMeasureCodeSet | Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. | Added EP169 |
| 41156 | PaymentDateRelativeTo | int | Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41157 | PaymentDateOffsetPeriod | int | Time unit multiplier for the relative payment date offset. | Added EP169 |
| 41158 | PaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative payment date offset. | Added EP169 |
| 41159 | PaymentDateOffsetDayType | PaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative payment date offset. | Added EP169 Updated EP208 |
| 41160 | PaymentForwardStartType | PaymentForwardStartTypeCodeSet | Forward start premium type. | Added EP169 |
| 41161 | NoPaymentScheduleFixingDays | NumInGroup | Number of fixing days in the repeating group. | Added EP169 |
| 41162 | PaymentScheduleFixingDayOfWeek | PaymentStreamPricingDayOfWeekCodeSet | The day of the week on which fixing will take place. | Added EP169 |
| 41163 | PaymentScheduleFixingDayNumber | int | The occurrence of the day of week on which fixing takes place. | Added EP169 |
| 41164 | PaymentScheduleXID | XID | Identifier of this PaymentSchedule for cross referencing elsewhere in the message. | Added EP169 |
| 41165 | PaymentScheduleXIDRef | XIDREF | Reference to payment schedule elsewhere in the message. | Added EP169 |
| 41166 | PaymentScheduleRateCurrency | Currency | The currency of the schedule rate. Uses ISO 4217 currency codes. | Added EP169 |
| 41167 | PaymentScheduleRateUnitOfMeasure | UnitOfMeasureCodeSet | The schedule rate unit of measure (UOM). | Added EP169 |
| 41168 | PaymentScheduleRateConversionFactor | float | The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. | Added EP169 |
| 41169 | PaymentScheduleRateSpreadType | PaymentStreamRateSpreadTypeCodeSet | Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. | Added EP169 |
| 41170 | PaymentScheduleSettlPeriodPrice | Price | The schedule settlement period price. | Added EP169 |
| 41171 | PaymentScheduleSettlPeriodPriceCurrency | Currency | Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. | Added EP169 |
| 41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | UnitOfMeasureCodeSet | The settlement period price unit of measure (UOM). | Added EP169 |
| 41173 | PaymentScheduleStepUnitOfMeasure | UnitOfMeasureCodeSet | The schedule step unit of measure (UOM). | Added EP169 |
| 41174 | PaymentScheduleFixingDayDistribution | PaymentStreamPricingDayDistributionCodeSet | The distribution of fixing days. | Added EP169 |
| 41175 | PaymentScheduleFixingDayCount | int | The number of days over which fixing should take place. | Added EP169 |
| 41176 | PaymentScheduleFixingLagPeriod | int | Time unit multiplier for the fixing lag duration. | Added EP169 |
| 41177 | PaymentScheduleFixingLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the fixing lag duration. | Added EP169 |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | int | Time unit multiplier for the relative first observation date offset. | Added EP169 Updated EP208 |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative first observation date offset. | Added EP169 Updated EP208 |
| 41180 | PaymentStreamFlatRateIndicator | Boolean | When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”. | Added EP169 |
| 41181 | PaymentStreamFlatRateAmount | Amt | Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. | Added EP169 |
| 41182 | PaymentStreamFlatRateCurrency | Currency | Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. | Added EP169 |
| 41183 | PaymentStreamMaximumPaymentAmount | Amt | Specifies the limit on the total payment amount. | Added EP169 |
| 41184 | PaymentStreamMaximumPaymentCurrency | Currency | Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. | Added EP169 |
| 41185 | PaymentStreamMaximumTransactionAmount | Amt | Specifies the limit on the payment amount that goes out in any particular calculation period. | Added EP169 |
| 41186 | PaymentStreamMaximumTransactionCurrency | Currency | Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. | Added EP169 |
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the fixed payment amount unit of measure (UOM). | Added EP169 |
| 41188 | PaymentStreamTotalFixedAmount | Amt | Specifies the total fixed payment amount. | Added EP169 |
| 41189 | PaymentStreamWorldScaleRate | float | The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. | Added EP169 |
| 41190 | PaymentStreamContractPrice | Price | The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. | Added EP169 |
| 41191 | PaymentStreamContractPriceCurrency | Currency | Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. | Added EP169 |
| 41192 | NoPaymentStreamPricingBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41193 | PaymentStreamPricingBusinessCenter | String | The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41194 | PaymentStreamRateIndex2CurvePeriod | int | Secondary time unit multiplier for the payment stream's floating rate index curve. | Added EP169 |
| 41195 | PaymentStreamRateIndex2CurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Secondary time unit associated with the payment stream's floating rate index curve. | Added EP169 |
| 41196 | PaymentStreamRateIndexLocation | String | Specifies the location of the floating rate index. | Added EP169 |
| 41197 | PaymentStreamRateIndexLevel | Qty | This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. | Added EP169 |
| 41198 | PaymentStreamRateIndexUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the rate index level. | Added EP169 |
| 41199 | PaymentStreamSettlLevel | PaymentStreamSettlLevelCodeSet | Specifies how weather index units are to be calculated. | Added EP169 |
| 41200 | PaymentStreamReferenceLevel | Qty | This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. | Added EP169 |
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the rate reference level. | Added EP169 |
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | Boolean | When set to 'Y', it indicates the weather reference level equals zero. | Added EP169 |
| 41203 | PaymentStreamRateSpreadCurrency | Currency | Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. | Added EP169 |
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | UnitOfMeasureCodeSet | Species the unit of measure (UOM) of the floating rate spread. | Added EP169 |
| 41205 | PaymentStreamRateConversionFactor | float | The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. | Added EP169 |
| 41206 | PaymentStreamRateSpreadType | PaymentStreamRateSpreadTypeCodeSet | Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. | Added EP169 |
| 41207 | PaymentStreamLastResetRate | Percentage | The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP169 |
| 41208 | PaymentStreamFinalRate | Percentage | The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP169 |
| 41209 | PaymentStreamCalculationLagPeriod | int | Time unit multiplier for the calculation lag duration. | Added EP169 |
| 41210 | PaymentStreamCalculationLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the calculation lag duration. | Added EP169 |
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | int | Time unit multiplier for the relative first observation date offset. | Added EP169 Updated EP208 |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative first observation date offset. | Added EP169 Updated EP208 |
| 41213 | PaymentStreamPricingDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the commodity pricing day type. | Added EP169 |
| 41214 | PaymentStreamPricingDayDistribution | PaymentStreamPricingDayDistributionCodeSet | The distribution of pricing days. | Added EP169 |
| 41215 | PaymentStreamPricingDayCount | int | The number of days over which pricing should take place. | Added EP169 |
| 41216 | PaymentStreamPricingBusinessCalendar | String | Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. | Added EP169 |
| 41217 | PaymentStreamPricingBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP169 |
| 41218 | DeliveryStreamRiskApportionmentSource | String | Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. | Added EP169 |
| 41219 | LegDeliveryStreamRiskApportionmentSource | String | Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. | Added EP169 |
| 41220 | NoPaymentStreamPaymentDates | NumInGroup | Number of payment dates in the repeating group. | Added EP169 |
| 41221 | PaymentStreamPaymentDate | LocalMktDate | The adjusted or unadjusted fixed stream payment date. | Added EP169 |
| 41222 | PaymentStreamPaymentDateType | OptionExerciseDateTypeCodeSet | Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | Boolean | When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. | Added EP169 |
| 41224 | NoPaymentStreamPricingDates | NumInGroup | Number of pricing dates in the repeating group. | Added EP169 |
| 41225 | PaymentStreamPricingDate | LocalMktDate | The adjusted or unadjusted fixed stream pricing date. | Added EP169 |
| 41226 | PaymentStreamPricingDateType | OptionExerciseDateTypeCodeSet | Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41227 | NoPaymentStreamPricingDays | NumInGroup | Number of pricing days in the repeating group. | Added EP169 |
| 41228 | PaymentStreamPricingDayOfWeek | PaymentStreamPricingDayOfWeekCodeSet | The day of the week on which pricing takes place. | Added EP169 |
| 41229 | PaymentStreamPricingDayNumber | int | The occurrence of the day of week on which pricing takes place. | Added EP169 |
| 41230 | NoPricingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41231 | PricingDateBusinessCenter | String | The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41232 | PricingDateUnadjusted | LocalMktDate | The unadjusted pricing or fixing date. | Added EP169 |
| 41233 | PricingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. | Added EP169 |
| 41234 | PricingDateAdjusted | LocalMktDate | The adjusted pricing or fixing date. | Added EP169 |
| 41235 | PricingTime | LocalMktTime | Specifies the local market time of the pricing or fixing. | Added EP169 |
| 41236 | PricingTimeBusinessCenter | String | Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41237 | NoStreamAssetAttributes | NumInGroup | Number of asset attribute entries in the group. | Added EP169 |
| 41238 | StreamAssetAttributeType | String | Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. | Added EP169 |
| 41239 | StreamAssetAttributeValue | String | Specifies the value of the attribute. | Added EP169 |
| 41240 | StreamAssetAttributeLimit | String | Limit or lower acceptable value of the attribute. | Added EP169 |
| 41241 | NoStreamCalculationPeriodDates | NumInGroup | Number of calculation period dates in the repeating group. | Added EP169 |
| 41242 | StreamCalculationPeriodDate | LocalMktDate | The adjusted or unadjusted fixed calculation period date. | Added EP169 |
| 41243 | StreamCalculationPeriodDateType | OptionExerciseDateTypeCodeSet | Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Identifier of this calculation period for cross referencing elsewhere in the message. | Added EP169 |
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDREF | Cross reference to another calculation period for duplicating its properties. | Added EP169 |
| 41246 | StreamCalculationBalanceOfFirstPeriod | Boolean | When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). | Added EP169 |
| 41247 | StreamCalculationCorrectionPeriod | int | Time unit multiplier for the length of time after the publication of the data when corrections can be made. | Added EP169 |
| 41248 | StreamCalculationCorrectionUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the length of time after the publication of the data when corrections can be made. | Added EP169 |
| 41249 | NoStreamCommoditySettlBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41250 | StreamCommoditySettlBusinessCenter | String | The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41251 | StreamCommodityBase | String | Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. | Added EP169 |
| 41252 | StreamCommodityType | String | Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. | Added EP169 |
| 41253 | StreamCommoditySecurityID | String | Specifies the market identifier for the commodity. | Added EP169 |
| 41254 | StreamCommoditySecurityIDSource | SecurityIDSourceCodeSet | Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. | Added EP169 Updated EP265 |
| 41255 | StreamCommodityDesc | String | Description of the commodity asset. | Added EP169 |
| 41256 | EncodedStreamCommodityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. | Added EP169 |
| 41257 | EncodedStreamCommodityDesc | data | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. | Added EP169 |
| 41258 | StreamCommodityUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the commodity asset. | Added EP169 |
| 41259 | StreamCommodityCurrency | Currency | Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. | Added EP169 |
| 41260 | StreamCommodityExchange | Exchange | Identifies the exchange where the commodity is traded. | Added EP169 |
| 41261 | StreamCommodityRateSource | int | Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. | Added EP169 |
| 41262 | StreamCommodityRateReferencePage | String | Identifies the reference "page" from the rate source. | Added EP169 |
| 41263 | StreamCommodityRateReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP169 |
| 41264 | StreamDataProvider | String | Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. | Added EP169 |
| 41265 | StreamCommodityPricingType | String | Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. | Added EP169 |
| 41266 | StreamCommodityNearbySettlDayPeriod | int | Time unit multiplier for the nearby settlement day. | Added EP169 |
| 41267 | StreamCommodityNearbySettlDayUnit | StreamCommodityNearbySettlDayUnitCodeSet | Time unit associated with the nearby settlement day. | Added EP169 |
| 41268 | StreamCommoditySettlDateUnadjusted | LocalMktDate | The unadjusted commodity delivery date. | Added EP169 |
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. | Added EP169 |
| 41270 | StreamCommoditySettlDateAdjusted | LocalMktDate | The adjusted commodity delivery date. | Added EP169 |
| 41271 | StreamCommoditySettlMonth | int | Specifies a fixed single month for commodity delivery. | Added EP169 |
| 41272 | StreamCommoditySettlDateRollPeriod | int | Time unit multiplier for the commodity delivery date roll. | Added EP169 |
| 41273 | StreamCommoditySettlDateRollUnit | StreamCommoditySettlDateRollUnitCodeSet | Time unit associated with the commodity delivery date roll. | Added EP169 |
| 41274 | StreamCommoditySettlDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the commodity delivery roll day type. | Added EP169 |
| 41275 | StreamCommodityXID | XID | Identifier of this stream commodity for cross referencing elsewhere in the message. | Added EP169 |
| 41276 | StreamCommodityXIDRef | XIDREF | Reference to a stream commodity elsewhere in the message. | Added EP169 |
| 41277 | NoStreamCommodityAltIDs | NumInGroup | Number of alternate security identifers. | Added EP169 |
| 41278 | StreamCommodityAltID | String | Alternate security identifier value for the commodity. | Added EP169 |
| 41279 | StreamCommodityAltIDSource | String | Identifies the class or source of the alternate commodity security identifier. | Added EP169 |
| 41280 | NoStreamCommodityDataSources | NumInGroup | Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| 41281 | StreamCommodityDataSourceID | String | Data source identifier. | Added EP169 |
| 41282 | StreamCommodityDataSourceIDType | StreamCommodityDataSourceIDTypeCodeSet | Type of data source identifier. | Added EP169 |
| 41283 | NoStreamCommoditySettlDays | NumInGroup | Number of days in the repeating group. | Added EP169 |
| 41284 | StreamCommoditySettlDay | DeliveryScheduleSettlDayCodeSet | Specifies the day or group of days for delivery. | Added EP169 |
| 41285 | StreamCommoditySettlTotalHours | int | Sum of the hours specified in StreamCommoditySettlTimeGrp. | Added EP169 |
| 41286 | NoStreamCommoditySettlTimes | NumInGroup | Number of hour ranges in the repeating group. | Added EP169 |
| 41287 | StreamCommoditySettlStart | String | The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. | Added EP169 |
| 41288 | StreamCommoditySettlEnd | String | The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. | Added EP169 |
| 41289 | NoStreamCommoditySettlPeriods | NumInGroup | Number of commodity settlement periods in the repeating group. | Added EP169 |
| 41290 | StreamCommoditySettlCountry | Country | Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. | Added EP169 |
| 41291 | StreamCommoditySettlTimeZone | String | Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. | Added EP169 |
| 41292 | StreamCommoditySettlFlowType | DeliveryScheduleSettlFlowTypeCodeSet | Specifies the commodity delivery flow type. | Added EP169 Updated EP179 |
| 41293 | StreamCommoditySettlPeriodNotional | Qty | Specifies the delivery quantity associated with this settlement period. | Added EP169 |
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. | Added EP169 |
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | int | Time unit multiplier for the settlement period frequency. | Added EP169 |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the settlement period frequency. | Added EP169 |
| 41297 | StreamCommoditySettlPeriodPrice | Price | The settlement period price. | Added EP169 |
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the settlement period price unit of measure (UOM). | Added EP169 |
| 41299 | StreamCommoditySettlPeriodPriceCurrency | Currency | The currency of the settlement period price. Uses ISO 4217 currency codes. | Added EP169 |
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | DeliveryScheduleSettlHolidaysProcessingInstructionCodeSet | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | Added EP169 |
| 41301 | StreamCommoditySettlPeriodXID | XID | Identifier of this settlement period for cross referencing elsewhere in the message. | Added EP169 |
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDREF | Cross reference to another settlement period for duplicating its properties. | Added EP169 |
| 41303 | StreamXID | XID | Identifier of this Stream for cross referencing elsewhere in the message. | Added EP169 |
| 41304 | PaymentLegRefID | String | Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). | Added EP187 |
| 41305 | StreamNotionalXIDRef | XIDREF | Cross reference to another Stream notional for duplicating its properties. | Added EP169 |
| 41306 | StreamNotionalFrequencyPeriod | int | Time unit multiplier for the swap stream's notional frequency. | Added EP169 |
| 41307 | StreamNotionalFrequencyUnit | TimeUnitCodeSet | Time unit associated with the swap stream's notional frequency. | Added EP169 |
| 41308 | StreamNotionalCommodityFrequency | StreamNotionalCommodityFrequencyCodeSet | The commodity's notional or quantity delivery frequency. | Added EP169 |
| 41309 | StreamNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the delivery stream quantity unit of measure (UOM). | Added EP169 |
| 41310 | StreamTotalNotional | Qty | Total notional or delivery quantity over the term of the contract. | Added EP169 |
| 41311 | StreamTotalNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. | Added EP169 |
| 41312 | NoMandatoryClearingJurisdictions | NumInGroup | Number of mandatory clearing jurisdictions. | Added EP169 |
| 41313 | MandatoryClearingJurisdiction | String | Identifier of the regulatory jurisdiction requiring the trade to be cleared. | Added EP169 |
| 41314 | UnderlyingProtectionTermXIDRef | XIDREF | Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. | Added EP161 |
| 41315 | UnderlyingSettlTermXIDRef | XIDREF | Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. | Added EP161 |
| 41316 | NoLegAdditionalTermBondRefs | NumInGroup | Number of bonds in the repeating group. | Added EP169 |
| 41317 | LegAdditionalTermBondSecurityID | String | Security identifier of the bond. | Added EP169 |
| 41318 | LegAdditionalTermBondSecurityIDSource | SecurityIDSourceCodeSet | Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. | Added EP169 |
| 41319 | LegAdditionalTermBondDesc | String | Description of the bond. | Added EP169 |
| 41320 | EncodedLegAdditionalTermBondDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. | Added EP169 |
| 41321 | EncodedLegAdditionalTermBondDesc | data | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. | Added EP169 |
| 41322 | LegAdditionalTermBondCurrency | Currency | Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. | Added EP169 |
| 41323 | LegAdditionalTermBondIssuer | String | Issuer of the bond. | Added EP169 |
| 41324 | EncodedLegAdditionalTermBondIssuerLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. | Added EP169 |
| 41325 | EncodedLegAdditionalTermBondIssuer | data | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. | Added EP169 |
| 41326 | LegAdditionalTermBondSeniority | SeniorityCodeSet | Specifies the bond's payment priority in the event of a default. | Added EP169 |
| 41327 | LegAdditionalTermBondCouponType | CouponTypeCodeSet | Specifies the coupon type of the bond. | Added EP169 |
| 41328 | LegAdditionalTermBondCouponRate | Percentage | Coupon rate of the bond. See also CouponRate(223). | Added EP169 |
| 41329 | LegAdditionalTermBondMaturityDate | LocalMktDate | The maturity date of the bond. | Added EP169 |
| 41330 | LegAdditionalTermBondParValue | Amt | The par value of the bond. | Added EP169 |
| 41331 | LegAdditionalTermBondCurrentTotalIssuedAmount | Amt | Total issued amount of the bond. | Added EP169 |
| 41332 | LegAdditionalTermBondCouponFrequencyPeriod | int | Time unit multiplier for the frequency of the bond's coupon payment. | Added EP169 |
| 41333 | LegAdditionalTermBondCouponFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of the bond's coupon payment. | Added EP169 |
| 41334 | LegAdditionalTermBondDayCount | CouponDayCountCodeSet | The day count convention used in interest calculations for a bond or an interest bearing security. | Added EP169 |
| 41335 | NoLegAdditionalTerms | NumInGroup | Number of additional terms in the repeating group. | Added EP169 |
| 41336 | LegAdditionalTermConditionPrecedentBondIndicator | Boolean | Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. | Added EP169 |
| 41337 | LegAdditionalTermDiscrepancyClauseIndicator | Boolean | Indicates whether the discrepancy clause is applicable. | Added EP169 |
| 41338 | UnderlyingMarketDisruptionValue | String | Applicable value for UnderlyingMarketDisruptionEvent(41865). | Added EP187 |
| 41339 | UnderlyingMarketDisruptionFallbackValue | String | Applicable value for UnderlyingMarketDisruptionFallbackType(41867). | Added EP187 |
| 41340 | NoUnderlyingAdditionalTermBondRefs | NumInGroup | Number of bonds in the repeating group. | Added EP187 |
| 41341 | UnderlyingAdditionalTermBondSecurityID | String | Security identifier of the bond. | Added EP187 |
| 41342 | NoLegCashSettlDealers | NumInGroup | Number of dealers in the repeating group. | Added EP169 |
| 41343 | LegCashSettlDealer | String | Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. | Added EP169 |
| 41344 | NoLegCashSettlTerms | NumInGroup | Number of elements in the repeating group. | Added EP169 |
| 41345 | LegCashSettlCurrency | Currency | Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. | Added EP169 |
| 41346 | LegCasSettlValuationFirstBusinessDayOffset | int | The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. | Added EP169 |
| 41347 | LegCashSettlValuationSubsequentBusinessDaysOffset | int | The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. | Added EP169 |
| 41348 | LegCashSettlNumOfValuationDates | int | Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. | Added EP169 |
| 41349 | LegCashSettlValuationTime | LocalMktTime | Time of valuation. | Added EP169 |
| 41350 | LegCashSettlBusinessCenter | String | Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41351 | LegCashSettlQuoteMethod | CashSettlQuoteMethodCodeSet | The type of quote used to determine the cash settlement price. | Added EP169 |
| 41352 | LegCashSettlQuoteAmount | Amt | When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. | Added EP169 Updated EP271 |
| 41353 | LegCashSettlQuoteCurrency | Currency | Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. | Added EP169 |
| 41354 | LegCashSettlMinimumQuoteAmount | Amt | When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. | Added EP169 Updated EP271 |
| 41355 | LegCashSettlMinimumQuoteCurrency | Currency | Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. | Added EP169 |
| 41356 | LegCashSettlBusinessDays | int | The number of business days used in the determination of the cash settlement payment date. | Added EP169 |
| 41357 | LegCashSettlAmount | Amt | The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. | Added EP169 |
| 41358 | LegCashSettlRecoveryFactor | float | Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. | Added EP169 |
| 41359 | LegCashSettlFixedTermIndicator | Boolean | Indicates whether fixed settlement is applicable or not applicable in a recovery lock. | Added EP169 |
| 41360 | LegCashSettlAccruedInterestIndicator | Boolean | Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. | Added EP169 |
| 41361 | LegCashSettlValuationMethod | CashSettlValuationMethodCodeSet | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. | Added EP169 |
| 41362 | LegCashSettlTermXID | XID | A named string value referenced by UnderlyingSettlTermXIDRef(41315). | Added EP169 |
| 41363 | NoLegComplexEventAveragingObservations | NumInGroup | The number of averaging observations in the repeating group. | Added EP169 |
| 41364 | LegComplexEventAveragingObservationNumber | int | Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. | Added EP169 |
| 41365 | LegComplexEventAveragingWeight | float | The weight factor to be applied to the observation. | Added EP169 |
| 41366 | NoLegComplexEventCreditEvents | NumInGroup | The number of credit events specified in the repeating group. | Added EP169 |
| 41367 | LegComplexEventCreditEventType | String | Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. | Added EP169 |
| 41368 | LegComplexEventCreditEventValue | String | The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. | Added EP169 |
| 41369 | LegComplexEventCreditEventCurrency | Currency | Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. | Added EP169 |
| 41370 | LegComplexEventCreditEventPeriod | int | Time unit multiplier for complex credit events. | Added EP169 |
| 41371 | LegComplexEventCreditEventUnit | ProtectionTermEventUnitCodeSet | Time unit associated with complex credit events. | Added EP169 |
| 41372 | LegComplexEventCreditEventDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type for the complex credit events. | Added EP169 |
| 41373 | LegComplexEventCreditEventRateSource | int | Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. | Added EP169 |
| 41374 | NoLegComplexEventCreditEventQualifiers | NumInGroup | Number of qualifiers in the repeating group. | Added EP169 |
| 41375 | LegComplexEventCreditEventQualifier | ProtectionTermEventQualifierCodeSet | Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). | Added EP169 |
| 41376 | NoLegComplexEventPeriodDateTimes | NumInGroup | Number of entries in the date-time repeating group. | Added EP169 |
| 41377 | LegComplexEventPeriodDate | LocalMktDate | Averaging date for an Asian option. Trigger date for a Barrier or Knock option. | Added EP169 |
| 41378 | LegComplexEventPeriodTime | LocalMktTime | Averaging time for an Asian option. | Added EP169 |
| 41379 | NoLegComplexEventPeriods | NumInGroup | Number of periods in the repeating group. | Added EP169 |
| 41380 | LegComplexEventPeriodType | ComplexEventPeriodTypeCodeSet | Specifies the period type. | Added EP169 |
| 41381 | LegComplexEventBusinessCenter | String | The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41382 | NoLegComplexEventRateSources | NumInGroup | Number of rate sources in the repeating group. | Added EP169 |
| 41383 | LegComplexEventRateSource | RateSourceCodeSet | Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. | Added EP169 |
| 41384 | LegComplexEventRateSourceType | RateSourceTypeCodeSet | Indicates whether the rate source specified is a primary or secondary source. | Added EP169 |
| 41385 | LegComplexEventReferencePage | String | Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. | Added EP169 |
| 41386 | LegComplexEvenReferencePageHeading | String | Identifies the reference page heading from the rate source. | Added EP169 |
| 41387 | NoLegComplexEventDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41388 | LegComplexEventDateBusinessCenter | String | The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41389 | LegComplexEventDateUnadjusted | LocalMktDate | The unadjusted complex event date. | Added EP169 |
| 41390 | LegComplexEventDateRelativeTo | int | Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41391 | LegComplexEventDateOffsetPeriod | int | Time unit multiplier for the relative date offset. | Added EP169 |
| 41392 | LegComplexEventDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative date offset. | Added EP169 |
| 41393 | LegComplexEventDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative date offset. | Added EP169 |
| 41394 | LegComplexEventDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP169 |
| 41395 | LegComplexEventDateAdjusted | LocalMktDate | The adjusted complex event date. | Added EP169 |
| 41396 | LegComplexEventFixingTime | LocalMktTime | The local market fixing time. | Added EP169 |
| 41397 | LegComplexEventFixingTimeBusinessCenter | String | The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41398 | NoLegComplexEventCreditEventSources | NumInGroup | Number of event sources in the repeating group. | Added EP169 |
| 41399 | LegComplexEventCreditEventSource | String | A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| 41400 | NoLegComplexEventSchedules | NumInGroup | Number of schedules in the repeating group. | Added EP169 |
| 41401 | LegComplexEventScheduleStartDate | LocalMktDate | The start date of the schedule. | Added EP169 |
| 41402 | LegComplexEventScheduleEndDate | LocalMktDate | The end date of the schedule. | Added EP169 |
| 41403 | LegComplexEventScheduleFrequencyPeriod | int | Time unit multiplier for the schedule date frequency. | Added EP169 |
| 41404 | LegComplexEventScheduleFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the schedule date frequency. | Added EP169 |
| 41405 | LegComplexEventScheduleRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| 41406 | ProvisionCashSettlQuoteReferencePage | String | Identifies the reference "page" from the quote source. | Added EP161 |
| 41407 | LegProvisionCashSettlQuoteReferencePage | String | Identifies the reference "page" from the quote source. | Added EP161 |
| 41408 | NoLegDeliverySchedules | NumInGroup | Number of delivery schedules in the repeating group. | Added EP169 |
| 41409 | LegDeliveryScheduleType | DeliveryScheduleTypeCodeSet | Specifies the type of delivery schedule. | Added EP169 |
| 41410 | LegDeliveryScheduleXID | XID | Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. | Added EP169 |
| 41411 | LegDeliveryScheduleNotional | Qty | Physical delivery quantity. | Added EP169 |
| 41412 | LegDeliveryScheduleNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the delivery quantity unit of measure (UOM). | Added EP169 |
| 41413 | LegDeliveryScheduleNotionalCommodityFrequency | StreamNotionalCommodityFrequencyCodeSet | The frequency of notional delivery. | Added EP169 |
| 41414 | LegDeliveryScheduleNegativeTolerance | float | Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41415 | LegDeliverySchedulePositiveTolerance | float | Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41416 | LegDeliveryScheduleToleranceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the tolerance value's unit of measure (UOM). | Added EP169 |
| 41417 | LegDeliveryScheduleToleranceType | DeliveryScheduleToleranceTypeCodeSet | Specifies the tolerance value type. | Added EP169 |
| 41418 | LegDeliveryScheduleSettlCountry | Country | Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. | Added EP169 |
| 41419 | LegDeliveryScheduleSettlTimeZone | String | Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. | Added EP169 |
| 41420 | LegDeliveryScheduleSettlFlowType | DeliveryScheduleSettlFlowTypeCodeSet | Specifies the delivery flow type. | Added EP169 |
| 41421 | LegDeliveryScheduleSettlHolidaysProcessingInstruction | DeliveryScheduleSettlHolidaysProcessingInstructionCodeSet | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | Added EP169 |
| 41422 | NoLegDeliveryScheduleSettlDays | NumInGroup | Number of delivery schedules in the repeating group. | Added EP169 |
| 41423 | LegDeliveryScheduleSettlDay | DeliveryScheduleSettlDayCodeSet | Specifies the day or group of days for delivery. | Added EP169 |
| 41424 | LegDeliveryScheduleSettlTotalHours | int | The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. | Added EP169 |
| 41425 | NoLegDeliveryScheduleSettlTimes | NumInGroup | Number of hour ranges in the repeating group. | Added EP169 |
| 41426 | LegDeliveryScheduleSettlStart | String | The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). | Added EP169 |
| 41427 | LegDeliveryScheduleSettlEnd | String | The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). | Added EP169 |
| 41428 | LegDeliveryScheduleSettlTimeType | DeliveryScheduleSettlTimeTypeCodeSet | Specifies the format of the delivery start and end time values. | Added EP169 |
| 41429 | LegDeliveryStreamType | DeliveryStreamTypeCodeSet | Specifies the type of delivery stream. | Added EP169 |
| 41430 | LegDeliveryStreamPipeline | String | The name of the oil delivery pipeline. | Added EP169 |
| 41431 | LegDeliveryStreamEntryPoint | String | The point at which the commodity will enter the delivery mechanism or pipeline. | Added EP169 |
| 41432 | LegDeliveryStreamWithdrawalPoint | String | The point at which the commodity product will be withdrawn prior to delivery. | Added EP169 |
| 41433 | LegDeliveryStreamDeliveryPoint | String | The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. | Added EP169 |
| 41434 | LegDeliveryStreamDeliveryRestriction | DeliveryStreamDeliveryRestrictionCodeSet | Specifies under what conditions the buyer and seller should be excused of their delivery obligations. | Added EP169 |
| 41435 | LegDeliveryStreamDeliveryContingency | String | Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. | Added EP169 |
| 41436 | LegDeliveryStreamDeliveryContingentPartySide | DeliveryStreamElectingPartySideCodeSet | The trade side value of the party responsible for electricity delivery contingency. | Added EP169 |
| 41437 | LegDeliveryStreamDeliverAtSourceIndicator | Boolean | When this element is specified and set to 'Y', delivery of the coal product is to be at its source. | Added EP169 |
| 41438 | LegDeliveryStreamRiskApportionment | String | Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. | Added EP169 |
| 41439 | LegDeliveryStreamTitleTransferLocation | String | Specifies the title transfer location. | Added EP169 |
| 41440 | LegDeliveryStreamTitleTransferCondition | DeliveryStreamTitleTransferConditionCodeSet | Specifies the condition of title transfer. | Added EP169 |
| 41441 | LegDeliveryStreamImporterOfRecord | String | A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. | Added EP169 |
| 41442 | LegDeliveryStreamNegativeTolerance | float | Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41443 | LegDeliveryStreamPositiveTolerance | float | Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41444 | LegDeliveryStreamToleranceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the tolerance value's unit of measure (UOM). | Added EP169 |
| 41445 | LegDeliveryStreamToleranceType | DeliveryScheduleToleranceTypeCodeSet | Specifies the tolerance value type. | Added EP169 |
| 41446 | LegDeliveryStreamToleranceOptionSide | DeliveryStreamToleranceOptionSideCodeSet | Indicates whether the tolerance is at the seller's or buyer's option. | Added EP169 |
| 41447 | LegDeliveryStreamTotalPositiveTolerance | Percentage | The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). | Added EP169 |
| 41448 | LegDeliveryStreamTotalNegativeTolerance | Percentage | The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). | Added EP169 |
| 41449 | LegDeliveryStreamNotionalConversionFactor | float | If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. | Added EP169 |
| 41450 | LegDeliveryStreamTransportEquipment | String | The transportation equipment with which the commodity product will be delivered and received. | Added EP169 |
| 41451 | LegDeliveryStreamElectingPartySide | DeliveryStreamElectingPartySideCodeSet | A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. | Added EP169 |
| 41452 | NoLegStreamAssetAttributes | NumInGroup | Number of asset attribute entries in the group. | Added EP169 |
| 41453 | LegStreamAssetAttributeType | String | Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. | Added EP169 |
| 41454 | LegStreamAssetAttributeValue | String | Specifies the value of the attribute. | Added EP169 |
| 41455 | LegStreamAssetAttributeLimit | String | Limit or lower acceptable value of the attribute. | Added EP169 |
| 41456 | NoLegDeliveryStreamCycles | NumInGroup | Number of commodity sources in the repeating group. | Added EP169 |
| 41457 | LegDeliveryStreamCycleDesc | String | The delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| 41458 | EncodedLegDeliveryStreamCycleDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. | Added EP169 |
| 41459 | EncodedLegDeliveryStreamCycleDesc | data | Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. | Added EP169 |
| 41460 | NoLegDeliveryStreamCommoditySources | NumInGroup | Number of commodity sources in the repeating group. | Added EP169 |
| 41461 | LegDeliveryStreamCommoditySource | String | The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. | Added EP169 |
| 41462 | LegMarketDisruptionProvision | MarketDisruptionProvisionCodeSet | The consequences of market disruption events. | Added EP169 |
| 41463 | LegMarketDisruptionFallbackProvision | MarketDisruptionFallbackProvisionCodeSet | Specifies the location of the fallback provision documentation. | Added EP169 |
| 41464 | LegMarketDisruptionMaximumDays | int | Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). | Added EP169 |
| 41465 | LegMarketDisruptionMaterialityPercentage | Percentage | Used when a price materiality percentage applies to the price source disruption event and this event has been specified. | Added EP169 |
| 41466 | LegMarketDisruptionMinimumFuturesContracts | int | Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. | Added EP169 |
| 41467 | NoLegMarketDisruptionEvents | NumInGroup | Number of disruption events in the repeating group. | Added EP169 |
| 41468 | LegMarketDisruptionEvent | String | Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. | Added EP169 Updated EP187 |
| 41469 | NoLegMarketDisruptionFallbacks | NumInGroup | Number of fallbacks in the repeating group. | Added EP169 |
| 41470 | LegMarketDisruptionFallbackType | String | Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. | Added EP169 |
| 41471 | NoLegMarketDisruptionFallbackReferencePrices | NumInGroup | Number of fallback reference securities in the repeating group. | Added EP169 |
| 41472 | LegMarketDisruptionFallbackUnderlierType | MarketDisruptionFallbackUnderlierTypeCodeSet | The type of reference price underlier. | Added EP169 |
| 41473 | LegMarketDisruptionFallbackUnderlierSecurityID | String | Specifies the identifier value of the security. | Added EP169 |
| 41474 | LegMarketDisruptionFallbackUnderlierSecurityIDSource | SecurityIDSourceCodeSet | Specifies the class or source scheme of the security identifier. | Added EP169 Updated EP265 |
| 41475 | LegMarketDisruptionFallbackUnderlierSecurityDesc | String | Specifies the description of the underlying security. | Added EP169 |
| 41476 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. | Added EP169 |
| 41477 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc | data | Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. | Added EP169 |
| 41478 | LegMarketDisruptionFallbackOpenUnits | Qty | If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. | Added EP169 |
| 41479 | LegMarketDisruptionFallbackBasketCurrency | Currency | Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. | Added EP169 |
| 41480 | LegMarketDisruptionFallbackBasketDivisor | float | Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. | Added EP169 |
| 41481 | LegExerciseDesc | String | A description of the option exercise. | Added EP169 |
| 41482 | EncodedLegExerciseDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. | Added EP169 |
| 41483 | EncodedLegExerciseDesc | data | Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. | Added EP169 |
| 41484 | LegAutomaticExerciseIndicator | Boolean | Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. | Added EP169 |
| 41485 | LegAutomaticExerciseThresholdRate | float | The threshold rate for triggering automatic exercise. | Added EP169 |
| 41486 | LegExerciseConfirmationMethod | ExerciseConfirmationMethodCodeSet | Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. | Added EP169 |
| 41487 | LegManualNoticeBusinessCenter | String | Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41488 | LegFallbackExerciseIndicator | Boolean | Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). | Added EP169 |
| 41489 | LegLimitRightToConfirmIndicator | Boolean | Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. | Added EP169 |
| 41490 | LegExerciseSplitTicketIndicator | Boolean | Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. | Added EP169 |
| 41491 | NoLegOptionExerciseBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41492 | LegOptionExerciseBusinessCenter | String | The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41493 | LegOptionExerciseBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP169 |
| 41494 | LegOptionExerciseEarliestDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative earliest exercise date offset. | Added EP169 Updated EP208 |
| 41495 | LegOptionExerciseEarliestDateOffsetPeriod | int | Time unit multiplier for the relative earliest exercise date offset. | Added EP169 |
| 41496 | LegOptionExerciseEarliestDateOffsetUnit | ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet | Time unit associated with the relative earliest exercise date offset. | Added EP169 |
| 41497 | LegOptionExerciseFrequencyPeriod | int | Time unit multiplier for the frequency of exercise dates. | Added EP169 |
| 41498 | LegOptionExerciseFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the frequency of exercise dates. | Added EP169 |
| 41499 | LegOptionExerciseStartDateUnadjusted | LocalMktDate | The unadjusted start date for calculating periodic exercise dates. | Added EP169 |
| 41500 | LegOptionExerciseStartDateRelativeTo | int | Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 |
| 41501 | LegOptionExerciseStartDateOffsetPeriod | int | Time unit multiplier for the relative exercise start date offset. | Added EP169 |
| 41502 | LegOptionExerciseStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative exercise start date offset. | Added EP169 |
| 41503 | LegOptionExerciseStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative option exercise start date offset. | Added EP169 Updated EP208 |
| 41504 | LegOptionExerciseStartDateAdjusted | LocalMktDate | The adjusted start date for calculating periodic exercise dates. | Added EP169 |
| 41505 | LegOptionExerciseSkip | int | The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. | Added EP169 |
| 41506 | LegOptionExerciseNominationDeadline | LocalMktDate | The last date (adjusted) for establishing the option exercise terms. | Added EP169 |
| 41507 | LegOptionExerciseFirstDateUnadjusted | LocalMktDate | The unadjusted first exercise date. | Added EP169 |
| 41508 | LegOptionExerciseLastDateUnadjusted | LocalMktDate | The unadjusted last exercise date. | Added EP169 |
| 41509 | LegOptionExerciseEarliestTime | LocalMktTime | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. | Added EP169 |
| 41510 | LegOptionExerciseLatestTime | LocalMktTime | The latest exercise time. See also LegOptionExerciseEarliestTime(41509). | Added EP169 |
| 41511 | LegOptionExerciseTimeBusinessCenter | String | The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41512 | NoLegOptionExerciseDates | NumInGroup | Number of dates in the repeating group. | Added EP169 |
| 41513 | LegOptionExerciseDate | LocalMktDate | The adjusted or unadjusted option exercise fixed date. | Added EP169 |
| 41514 | LegOptionExerciseDateType | OptionExerciseDateTypeCodeSet | Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41515 | NoLegOptionExerciseExpirationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41516 | LegOptionExerciseExpirationDateBusinessCenter | String | The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41517 | LegOptionExerciseExpirationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP169 |
| 41518 | LegOptionExerciseExpirationDateRelativeTo | int | Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 |
| 41519 | LegOptionExerciseExpirationDateOffsetPeriod | int | Time unit multiplier for the relative exercise expiration date offset. | Added EP169 |
| 41520 | LegOptionExerciseExpirationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative exercise expiration date offset. | Added EP169 |
| 41521 | LegOptionExerciseExpirationFrequencyPeriod | int | Time unit multiplier for the frequency of exercise expiration dates. | Added EP169 |
| 41522 | LegOptionExerciseExpirationFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the frequency of exercise expiration dates. | Added EP169 |
| 41523 | LegOptionExerciseExpirationRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| 41524 | LegOptionExerciseExpirationDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative option exercise expiration date offset. | Added EP169 Updated EP208 |
| 41525 | LegOptionExerciseExpirationTime | LocalMktTime | The option exercise expiration time. | Added EP169 |
| 41526 | LegOptionExerciseExpirationTimeBusinessCenter | String | The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41527 | NoLegOptionExerciseExpirationDates | NumInGroup | Number of fixed exercise expiration dates in the repeating group. | Added EP169 |
| 41528 | LegOptionExerciseExpirationDate | LocalMktDate | The adjusted or unadjusted option exercise expiration fixed date. | Added EP169 |
| 41529 | LegOptionExerciseExpirationDateType | OptionExerciseDateTypeCodeSet | Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41530 | NoLegPaymentScheduleFixingDays | NumInGroup | Number of fixing days in the repeating group. | Added EP169 |
| 41531 | LegPaymentScheduleFixingDayOfWeek | PaymentStreamPricingDayOfWeekCodeSet | The day of the week on which fixing takes place. | Added EP169 |
| 41532 | LegPaymentScheduleFixingDayNumber | int | The occurrence of the day of week on which fixing takes place. | Added EP169 |
| 41533 | LegPaymentScheduleXID | XID | Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. | Added EP169 |
| 41534 | LegPaymentScheduleXIDRef | XIDREF | Reference to payment schedule elsewhere in the message. | Added EP169 |
| 41535 | LegPaymentScheduleRateCurrency | Currency | The currency of the schedule rate. Uses ISO 4217 currency codes. | Added EP169 |
| 41536 | LegPaymentScheduleRateUnitOfMeasure | UnitOfMeasureCodeSet | The schedule rate unit of measure (UOM). | Added EP169 |
| 41537 | LegPaymentScheduleRateConversionFactor | float | The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. | Added EP169 |
| 41538 | LegPaymentScheduleRateSpreadType | PaymentStreamRateSpreadTypeCodeSet | Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. | Added EP169 |
| 41539 | LegPaymentScheduleSettlPeriodPrice | Price | The schedule settlement period price. | Added EP169 |
| 41540 | LegPaymentScheduleSettlPeriodPriceCurrency | Currency | The currency of the schedule settlement period price. Uses ISO 4217 currency codes. | Added EP169 |
| 41541 | LegPaymentScheduleSettlPeriodPriceUnitOfMeasure | UnitOfMeasureCodeSet | The settlement period price unit of measure (UOM). | Added EP169 |
| 41542 | LegPaymentScheduleStepUnitOfMeasure | UnitOfMeasureCodeSet | The schedule step unit of measure (UOM). | Added EP169 |
| 41543 | LegPaymentScheduleFixingDayDistribution | PaymentStreamPricingDayDistributionCodeSet | The distribution of fixing days. | Added EP169 |
| 41544 | LegPaymentScheduleFixingDayCount | int | The number of days over which fixing should take place. | Added EP169 |
| 41545 | LegPaymentScheduleFixingLagPeriod | int | Time unit multiplier for the fixing lag duration. | Added EP169 |
| 41546 | LegPaymentScheduleFixingLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the fixing lag duration. | Added EP169 |
| 41547 | LegPaymentScheduleFixingFirstObservationDateOffsetPeriod | int | Time unit multiplier for the relative first observation date offset. | Added EP169 Updated EP208 |
| 41548 | LegPaymentScheduleFixingFirstObservationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative first observation date offset. | Added EP169 Updated EP208 |
| 41549 | LegPaymentStreamFlatRateIndicator | Boolean | When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". | Added EP169 |
| 41550 | LegPaymentStreamFlatRateAmount | Amt | Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. | Added EP169 |
| 41551 | LegPaymentStreamFlatRateCurrency | Currency | Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. | Added EP169 |
| 41552 | LegStreamMaximumPaymentAmount | Amt | Specifies the limit on the total payment amount. | Added EP169 |
| 41553 | LegStreamMaximumPaymentCurrency | Currency | Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. | Added EP169 |
| 41554 | LegStreamMaximumTransactionAmount | Amt | Specifies the limit on the payment amount that goes out in any particular calculation period. | Added EP169 |
| 41555 | LegStreamMaximumTransactionCurrency | Currency | Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. | Added EP169 |
| 41556 | LegPaymentStreamFixedAmountUnitOfMeasure | UnitOfMeasureCodeSet | The fixed payment amount unit of measure (UOM). | Added EP169 |
| 41557 | LegPaymentStreamTotalFixedAmount | Amt | Specifies the total fixed payment amount. | Added EP169 |
| 41558 | LegPaymentStreamWorldScaleRate | float | The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. | Added EP169 |
| 41559 | LegPaymentStreamContractPrice | Price | The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. | Added EP169 |
| 41560 | LegPaymentStreamContractPriceCurrency | Currency | Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. | Added EP169 |
| 41561 | NoLegPaymentStreamPricingBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41562 | LegPaymentStreamPricingBusinessCenter | String | The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41563 | LegPaymentStreamRateIndex2CurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Secondary time unit associated with the payment stream's floating rate index curve. | Added EP169 |
| 41564 | LegPaymentStreamRateIndex2CurvePeriod | int | Secondary time unit multiplier for the payment stream's floating rate index curve. | Added EP169 |
| 41565 | LegPaymentStreamRateIndexLocation | String | Specifies the location of the floating rate index. | Added EP169 |
| 41566 | LegPaymentStreamRateIndexLevel | Qty | This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. | Added EP169 |
| 41567 | LegPaymentStreamRateIndexUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the rate index level. | Added EP169 |
| 41568 | LegPaymentStreamSettlLevel | PaymentStreamSettlLevelCodeSet | Specifies how weather index units are to be calculated. | Added EP169 |
| 41569 | LegPaymentStreamReferenceLevel | Qty | This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. | Added EP169 |
| 41570 | LegPaymentStreamReferenceLevelUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the rate reference level. | Added EP169 |
| 41571 | LegPaymentStreamReferenceLevelEqualsZeroIndicator | Boolean | When set to 'Y', it indicates that the weather reference level equals zero. | Added EP169 |
| 41572 | LegPaymentStreamRateSpreadCurrency | Currency | Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. | Added EP169 |
| 41573 | LegPaymentStreamRateSpreadUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) of the floating rate spread. | Added EP169 |
| 41574 | LegPaymentStreamRateConversionFactor | float | The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. | Added EP169 |
| 41575 | LegPaymentStreamRateSpreadType | PaymentStreamRateSpreadTypeCodeSet | Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. | Added EP169 |
| 41576 | LegPaymentStreamLastResetRate | Percentage | The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP169 |
| 41577 | LegPaymentStreamFinalRate | Percentage | The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP169 |
| 41578 | LegPaymentStreamCalculationLagPeriod | int | Time unit multiplier for the calculation lag duration. | Added EP169 |
| 41579 | LegPaymentStreamCalculationLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the calculation lag duration. | Added EP169 |
| 41580 | LegPaymentStreamFirstObservationDateOffsetPeriod | int | Time unit multiplier for the relative first observation date offset. | Added EP169 Updated EP208 |
| 41581 | LegPaymentStreamFirstObservationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative first observation date offset. | Added EP169 Updated EP208 |
| 41582 | LegPaymentStreamPricingDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the commodity pricing day type. | Added EP169 |
| 41583 | LegPaymentStreamPricingDayDistribution | PaymentStreamPricingDayDistributionCodeSet | The distribution of pricing days. | Added EP169 |
| 41584 | LegPaymentStreamPricingDayCount | int | The number of days over which pricing should take place. | Added EP169 |
| 41585 | LegPaymentStreamPricingBusinessCalendar | String | Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. | Added EP169 |
| 41586 | LegPaymentStreamPricingBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP169 |
| 41587 | UnderlyingDeliveryStreamRiskApportionmentSource | String | Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. | Added EP169 |
| 41588 | StreamCommoditySettlTimeType | DeliveryScheduleSettlTimeTypeCodeSet | Specifies the format of the commodities settlement start and end times. | Added EP169 |
| 41589 | NoLegPaymentStreamPaymentDates | NumInGroup | Number of payment dates in the repeating group. | Added EP169 |
| 41590 | LegPaymentStreamPaymentDate | LocalMktDate | The adjusted or unadjusted fixed stream payment date. | Added EP169 |
| 41591 | LegPaymentStreamPaymentDateType | OptionExerciseDateTypeCodeSet | Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41592 | LegPaymentStreamMasterAgreementPaymentDatesIndicator | Boolean | When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. | Added EP169 |
| 41593 | NoLegPaymentStreamPricingDates | NumInGroup | Number of pricing dates in the repeating group. | Added EP169 |
| 41594 | LegPaymentStreamPricingDate | LocalMktDate | The adjusted or unadusted fixed stream pricing date. | Added EP169 |
| 41595 | LegPaymentStreamPricingDateType | OptionExerciseDateTypeCodeSet | Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41596 | NoLegPaymentStreamPricingDays | NumInGroup | Number of pricing days in the repeating group. | Added EP169 |
| 41597 | LegPaymentStreamPricingDayOfWeek | PaymentStreamPricingDayOfWeekCodeSet | The day of the week on which pricing takes place. | Added EP169 Updated EP282 |
| 41598 | LegPaymentStreamPricingDayNumber | int | The occurrence of the day of week on which pricing takes place. | Added EP169 |
| 41599 | NoLegPhysicalSettlTerms | NumInGroup | Number of entries in the repeating group. | Added EP169 |
| 41600 | LegPhysicalSettlTermXID | XID | A named string value referenced by UnderlyingSettlTermXIDRef(41315). | Added EP169 |
| 41601 | LegPhysicalSettlCurency | Currency | Specifies the currency of physical settlement. Uses ISO 4217 currency codes. | Added EP169 |
| 41602 | LegPhysicalSettlBusinessDays | int | The number of business days used in the determination of physical settlement. Its precise meaning depends on the context in which this is used. | Added EP169 Updated EP271 |
| 41603 | LegPhysicalSettlMaximumBusinessDays | int | A maximum number of business days. Its precise meaning depends on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. | Added EP169 Updated EP271 |
| 41604 | NoLegPhysicalSettlDeliverableObligations | NumInGroup | Number of entries in the repeating group. | Added EP169 |
| 41605 | LegPhysicalSettlDeliverableObligationType | String | Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. | Added EP169 |
| 41606 | LegPhysicalSettlDeliverableObligationValue | String | Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. | Added EP169 |
| 41607 | NoLegPricingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41608 | LegPricingDateBusinessCenter | String | The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41609 | LegPricingDateUnadjusted | LocalMktDate | The unadjusted pricing or fixing date. | Added EP169 |
| 41610 | LegPricingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP169 |
| 41611 | LegPricingDateAdjusted | LocalMktDate | The adjusted pricing or fixing date. | Added EP169 |
| 41612 | LegPricingTime | LocalMktTime | The local market pricing or fixing time. | Added EP169 |
| 41613 | LegPricingTimeBusinessCenter | String | Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41614 | NoLegProtectionTermEventNewsSources | NumInGroup | Number of event sources in the repeating group. | Added EP169 |
| 41615 | LegProtectionTermEventNewsSource | String | A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| 41616 | NoLegProtectionTerms | NumInGroup | Number of protection terms in the repeating group. | Added EP169 |
| 41617 | LegProtectionTermXID | XID | A named string value referenced from UnderlyingProtectionTermXIDRef(41314). | Added EP169 Updated EP271 |
| 41618 | LegProtectionTermNotional | Amt | The notional amount of protection coverage. | Added EP169 |
| 41619 | LegProtectionTermCurrency | Currency | The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. | Added EP169 |
| 41620 | LegProtectionTermSellerNotifies | Boolean | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. | Added EP169 |
| 41621 | LegProtectionTermBuyerNotifies | Boolean | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. | Added EP169 |
| 41622 | LegProtectionTermEventBusinessCenter | String | When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41623 | LegProtectionTermStandardSources | Boolean | Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. | Added EP169 |
| 41624 | LegProtectionTermEventMinimumSources | int | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. | Added EP169 |
| 41625 | NoLegProtectionTermEvents | NumInGroup | Number of protection term events in the repeating group. | Added EP169 |
| 41626 | LegProtectionTermEventType | String | Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. | Added EP169 |
| 41627 | LegProtectionTermEventValue | String | Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. | Added EP169 |
| 41628 | LegProtectionTermEventCurrency | Currency | Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. | Added EP169 |
| 41629 | LegProtectionTermEventPeriod | int | Time unit multiplier for protection term events. | Added EP169 |
| 41630 | LegProtectionTermEventUnit | ProtectionTermEventUnitCodeSet | Time unit associated with protection term events. | Added EP169 |
| 41631 | LegProtectionTermEventDayType | PaymentStreamInflationLagDayTypeCodeSet | Day type for events that specify a period and unit. | Added EP169 Updated EP271 |
| 41632 | LegProtectionTermEventRateSource | String | Rate source for events that specify a rate source, e.g. floating rate interest shortfall. | Added EP169 |
| 41633 | NoLegProtectionTermEventQualifiers | NumInGroup | Number of qualifiers in the repeating group. | Added EP169 |
| 41634 | LegProtectionTermEventQualifier | ProtectionTermEventQualifierCodeSet | Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). | Added EP169 |
| 41635 | NoLegProtectionTermObligations | NumInGroup | Number of obligations in the repeating group. | Added EP169 |
| 41636 | LegProtectionTermObligationType | String | Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. | Added EP169 |
| 41637 | LegProtectionTermObligationValue | String | The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. | Added EP169 |
| 41638 | NoLegStreamCalculationPeriodDates | NumInGroup | Number of calculation period dates in the repeating group. | Added EP169 |
| 41639 | LegStreamCalculationPeriodDate | LocalMktDate | The adjusted or unadjusted fixed calculation period date. | Added EP169 |
| 41640 | LegStreamCalculationPeriodDateType | OptionExerciseDateTypeCodeSet | Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41641 | LegStreamCalculationPeriodDatesXID | XID | Identifier of this calculation period for cross referencing elsewhere in the message. | Added EP169 |
| 41642 | LegStreamCalculationPeriodDatesXIDRef | XIDREF | Cross reference to another calculation period for duplicating its properties. | Added EP169 |
| 41643 | LegStreamCalculationBalanceOfFirstPeriod | Boolean | When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). | Added EP169 |
| 41644 | LegStreamCalculationCorrectionPeriod | int | Time unit multiplier for the length of time after the publication of the data when corrections can be made. | Added EP169 |
| 41645 | LegStreamCalculationCorrectionUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the length of time after the publication of the data when corrections can be made. | Added EP169 |
| 41646 | NoLegStreamCommoditySettlBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41647 | LegStreamCommoditySettlBusinessCenter | String | The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41648 | LegStreamCommodityBase | String | Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. | Added EP169 |
| 41649 | LegStreamCommodityType | String | Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. | Added EP169 |
| 41650 | LegStreamCommoditySecurityID | String | Specifies the market identifier for the commodity. | Added EP169 |
| 41651 | LegStreamCommoditySecurityIDSource | SecurityIDSourceCodeSet | Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. | Added EP169 Updated EP265 |
| 41652 | LegStreamCommodityDesc | String | Description of the commodity asset. | Added EP169 |
| 41653 | EncodedLegStreamCommodityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. | Added EP169 |
| 41654 | EncodedLegStreamCommodityDesc | data | Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. | Added EP169 |
| 41655 | LegStreamCommodityUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the commodity asset. | Added EP169 |
| 41656 | LegStreamCommodityCurrency | Currency | Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. | Added EP169 |
| 41657 | LegStreamCommodityExchange | Exchange | Identifies the exchange where the commodity is traded. | Added EP169 |
| 41658 | LegStreamCommodityRateSource | int | Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. | Added EP169 |
| 41659 | LegStreamCommodityRateReferencePage | String | Identifies the reference "page" from the rate source. | Added EP169 |
| 41660 | LegStreamCommodityRateReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP169 |
| 41661 | LegStreamDataProvider | String | Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. | Added EP169 |
| 41662 | LegStreamCommodityPricingType | String | Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. | Added EP169 |
| 41663 | LegStreamCommodityNearbySettlDayPeriod | int | Time unit multiplier for the nearby settlement day. | Added EP169 |
| 41664 | LegStreamCommodityNearbySettlDayUnit | StreamCommodityNearbySettlDayUnitCodeSet | Time unit associated with the nearby settlement day. | Added EP169 |
| 41665 | LegStreamCommoditySettlDateUnadjusted | LocalMktDate | The unadjusted commodity delivery date. | Added EP169 |
| 41666 | LegStreamCommoditySettlDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. | Added EP169 |
| 41667 | LegStreamCommoditySettlDateAdjusted | LocalMktDate | The adjusted commodity delivery date. | Added EP169 |
| 41668 | LegStreamCommoditySettlMonth | int | Specifies a fixed single month for commodity delivery. | Added EP169 |
| 41669 | LegStreamCommoditySettlDateRollPeriod | int | Time unit multiplier for the commodity delivery date roll. | Added EP169 |
| 41670 | LegStreamCommoditySettlDateRollUnit | StreamCommoditySettlDateRollUnitCodeSet | Time unit associated with the commodity delivery date roll. | Added EP169 |
| 41671 | LegStreamCommoditySettlDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the commodity delivery roll day type. | Added EP169 |
| 41672 | LegStreamCommodityXID | XID | Identifier of this stream commodity for cross referencing elsewhere in the message. | Added EP169 |
| 41673 | LegStreamCommodityXIDRef | XIDREF | Reference to a stream commodity elsewhere in the message. | Added EP169 |
| 41674 | NoLegStreamCommodityAltIDs | NumInGroup | Number of alternate security identifers. | Added EP169 |
| 41675 | LegStreamCommodityAltID | String | Alternate security identifier value for the commodity. | Added EP169 |
| 41676 | LegStreamCommodityAltIDSource | String | Identifies the class or source of the alternate commodity security identifier. | Added EP169 |
| 41677 | NoLegStreamCommodityDataSources | NumInGroup | Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| 41678 | LegStreamCommodityDataSourceID | String | Specifies the data source identifier. | Added EP169 |
| 41679 | LegStreamCommodityDataSourceIDType | StreamCommodityDataSourceIDTypeCodeSet | Specifies the type of data source identifier. | Added EP169 |
| 41680 | NoLegStreamCommoditySettlDays | NumInGroup | Number of days in the repeating group. | Added EP169 |
| 41681 | LegStreamCommoditySettlDay | DeliveryScheduleSettlDayCodeSet | Specifies the day or group of days for delivery. | Added EP169 |
| 41682 | LegStreamCommoditySettlTotalHours | int | Sum of the hours specified in LegStreamCommoditySettlTimeGrp. | Added EP169 |
| 41683 | NoLegStreamCommoditySettlTimes | NumInGroup | Number of hour ranges in the repeating group. | Added EP169 |
| 41684 | LegStreamCommoditySettlStart | String | The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. | Added EP169 |
| 41685 | LegStreamCommoditySettlEnd | String | The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. | Added EP169 |
| 41686 | NoLegStreamCommoditySettlPeriods | NumInGroup | Number of commodity settlement periods in the repeating group. | Added EP169 |
| 41687 | LegStreamCommoditySettlCountry | Country | Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. | Added EP169 |
| 41688 | LegStreamCommoditySettlTimeZone | String | Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. | Added EP169 |
| 41689 | LegStreamCommoditySettlFlowType | DeliveryScheduleSettlFlowTypeCodeSet | Specifies the commodity delivery flow type. | Added EP169 |
| 41690 | LegStreamCommoditySettlPeriodNotional | Qty | Delivery quantity associated with this settlement period. | Added EP169 |
| 41691 | LegStreamCommoditySettlPeriodNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. | Added EP169 |
| 41692 | LegStreamCommoditySettlPeriodFrequencyPeriod | int | Time unit multiplier for the settlement period frequency. | Added EP169 |
| 41693 | LegStreamCommoditySettlPeriodFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the settlement period frequency. | Added EP169 |
| 41694 | LegStreamCommoditySettlPeriodPrice | Price | The settlement period price. | Added EP169 |
| 41695 | LegStreamCommoditySettlPeriodPriceUnitOfMeasure | UnitOfMeasureCodeSet | The settlement period price unit of measure (UOM). | Added EP169 |
| 41696 | LegStreamCommoditySettlPeriodPriceCurrency | Currency | The currency of the settlement period price. Uses ISO 4217 currency codes. | Added EP169 |
| 41697 | LegStreamCommoditySettlHolidaysProcessingInstruction | DeliveryScheduleSettlHolidaysProcessingInstructionCodeSet | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | Added EP169 |
| 41698 | LegStreamCommoditySettlPeriodXID | XID | Identifier of this settlement period for cross referencing elsewhere in the message. | Added EP169 |
| 41699 | LegStreamCommoditySettlPeriodXIDRef | XIDREF | Cross reference to another settlement period for duplicating its properties. | Added EP169 |
| 41700 | LegStreamXID | XID | Identifier of this LegStream for cross referencing elsewhere in the message. | Added EP169 |
| 41701 | UnderlyingAdditionalTermBondSecurityIDSource | SecurityIDSourceCodeSet | Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. | Added EP187 |
| 41702 | LegStreamNotionalXIDRef | XIDREF | Cross reference to another LegStream notional for duplicating its properties. | Added EP169 |
| 41703 | LegStreamNotionalFrequencyPeriod | int | Time unit multiplier for the swap stream's notional frequency. | Added EP169 |
| 41704 | LegStreamNotionalFrequencyUnit | TimeUnitCodeSet | Time unit associated with the swap stream's notional frequency. | Added EP169 |
| 41705 | LegStreamNotionalCommodityFrequency | StreamNotionalCommodityFrequencyCodeSet | The commodity's notional or quantity delivery frequency. | Added EP169 |
| 41706 | LegStreamNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the delivery quantity unit of measure (UOM). | Added EP169 |
| 41707 | LegStreamTotalNotional | Qty | Specifies the total notional or delivery quantity over the term of the contract. | Added EP169 |
| 41708 | LegStreamTotalNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. | Added EP169 |
| 41709 | UnderlyingAdditionalTermBondDesc | String | Description of the bond. | Added EP187 |
| 41710 | EncodedUnderlyingAdditionalTermBondDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. | Added EP187 |
| 41711 | EncodedUnderlyingAdditionalTermBondDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. | Added EP187 |
| 41712 | UnderlyingAdditionalTermBondCurrency | Currency | Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. | Added EP187 |
| 41713 | NoUnderlyingComplexEventAveragingObservations | NumInGroup | The number of averaging observations in the repeating group. | Added EP169 |
| 41714 | UnderlyingComplexEventAveragingObservationNumber | int | Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. | Added EP169 |
| 41715 | UnderlyingComplexEventAveragingWeight | float | The weight factor to be applied to the observation. | Added EP169 |
| 41716 | NoUnderlyingComplexEventCreditEvents | NumInGroup | The number of credit events specified in the repeating group. | Added EP169 |
| 41717 | UnderlyingComplexEventCreditEventType | String | Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. | Added EP169 |
| 41718 | UnderlyingComplexEventCreditEventValue | String | The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. | Added EP169 |
| 41719 | UnderlyingComplexEventCreditEventCurrency | Currency | Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. | Added EP169 |
| 41720 | UnderlyingComplexEventCreditEventPeriod | int | Time unit multiplier for complex credit events. | Added EP169 |
| 41721 | UnderlyingComplexEventCreditEventUnit | ProtectionTermEventUnitCodeSet | Time unit associated with complex credit events. | Added EP169 |
| 41722 | UnderlyingComplexEventCreditEventDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type for the complex credit events. | Added EP169 |
| 41723 | UnderlyingComplexEventCreditEventRateSource | int | Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. | Added EP169 |
| 41724 | NoUnderlyingComplexEventCreditEventQualifiers | NumInGroup | Number of qualifiers in the repeating group. | Added EP169 |
| 41725 | UnderlyingComplexEventCreditEventQualifier | ProtectionTermEventQualifierCodeSet | Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). | Added EP169 |
| 41726 | NoUnderlyingComplexEventPeriodDateTimes | NumInGroup | Number of entries in the date-time repeating group. | Added EP169 |
| 41727 | UnderlyingComplexEventPeriodDate | LocalMktDate | The averaging date for an Asian option. The trigger date for a Barrier or Knock option. | Added EP169 |
| 41728 | UnderlyingComplexEventPeriodTime | LocalMktTime | The averaging time for an Asian option. | Added EP169 |
| 41729 | NoUnderlyingComplexEventPeriods | NumInGroup | Number of periods in the repeating group. | Added EP169 |
| 41730 | UnderlyingComplexEventPeriodType | ComplexEventPeriodTypeCodeSet | Specifies the period type. | Added EP169 |
| 41731 | UnderlyingComplexEventBusinessCenter | String | The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41732 | NoUnderlyingComplexEventRateSources | NumInGroup | Number of rate sources in the repeating group. | Added EP169 |
| 41733 | UnderlyingComplexEventRateSource | RateSourceCodeSet | Identifies the source of rate information. | Added EP169 |
| 41734 | UnderlyingComplexEventRateSourceType | RateSourceTypeCodeSet | Indicates whether the rate source specified is a primary or secondary source. | Added EP169 |
| 41735 | UnderlyingComplexEventReferencePage | String | Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. | Added EP169 |
| 41736 | UnderlyingComplexEventReferencePageHeading | String | Identifies the reference page heading from the rate source. | Added EP169 |
| 41737 | NoUnderlyingComplexEventDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41738 | UnderlyingComplexEventDateBusinessCenter | String | The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41739 | UnderlyingComplexEventDateUnadjusted | LocalMktDate | The unadjusted complex event date. | Added EP169 |
| 41740 | UnderlyingComplexEventDateRelativeTo | int | Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41741 | UnderlyingComplexEventDateOffsetPeriod | int | Time unit multiplier for the relative date offset. | Added EP169 |
| 41742 | UnderlyingComplexEventDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative date offset. | Added EP169 |
| 41743 | UnderlyingComplexEventDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative date offset. | Added EP169 |
| 41744 | UnderlyingComplexEventDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP169 |
| 41745 | UnderlyingComplexEventDateAdjusted | LocalMktDate | The adjusted complex event date. | Added EP169 |
| 41746 | UnderlyingComplexEventFixingTime | LocalMktTime | The local market fixing time. | Added EP169 |
| 41747 | UnderlyingComplexEventFixingTimeBusinessCenter | String | The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41748 | NoUnderlyingComplexEventCreditEventSources | NumInGroup | Number of event sources in the repeating group. | Added EP169 |
| 41749 | UnderlyingComplexEventCreditEventSource | String | A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| 41750 | NoUnderlyingComplexEventSchedules | NumInGroup | Number of schedules in the repeating group. | Added EP169 |
| 41751 | UnderlyingComplexEventScheduleStartDate | LocalMktDate | The start date of the schedule. | Added EP169 |
| 41752 | UnderlyingComplexEventScheduleEndDate | LocalMktDate | The end date of the schedule. | Added EP169 |
| 41753 | UnderlyingComplexEventScheduleFrequencyPeriod | int | Time unit multiplier for the schedule date frequency. | Added EP169 |
| 41754 | UnderlyingComplexEventScheduleFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the schedule date frequency. | Added EP169 |
| 41755 | UnderlyingComplexEventScheduleRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| 41756 | NoUnderlyingDeliverySchedules | NumInGroup | Number of delivery schedules in the repeating group. | Added EP169 |
| 41757 | UnderlyingDeliveryScheduleType | DeliveryScheduleTypeCodeSet | Specifies the type of delivery schedule. | Added EP169 |
| 41758 | UnderlyingDeliveryScheduleXID | XID | Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. | Added EP169 |
| 41759 | UnderlyingDeliveryScheduleNotional | Qty | Physical delivery quantity. | Added EP169 |
| 41760 | UnderlyingDeliveryScheduleNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the delivery quantity unit of measure (UOM). | Added EP169 |
| 41761 | UnderlyingDeliveryScheduleNotionalCommodityFrequency | StreamNotionalCommodityFrequencyCodeSet | The frequency of notional delivery. | Added EP169 |
| 41762 | UnderlyingDeliveryScheduleNegativeTolerance | float | Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41763 | UnderlyingDeliverySchedulePositiveTolerance | float | Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41764 | UnderlyingDeliveryScheduleToleranceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the tolerance value's unit of measure (UOM). | Added EP169 |
| 41765 | UnderlyingDeliveryScheduleToleranceType | DeliveryScheduleToleranceTypeCodeSet | Specifies the tolerance value type. | Added EP169 |
| 41766 | UnderlyingDeliveryScheduleSettlCountry | Country | Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. | Added EP169 |
| 41767 | UnderlyingDeliveryScheduleSettlTimeZone | String | Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. | Added EP169 |
| 41768 | UnderlyingDeliveryScheduleSettlFlowType | DeliveryScheduleSettlFlowTypeCodeSet | Specifies the delivery flow type. | Added EP169 |
| 41769 | UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction | DeliveryScheduleSettlHolidaysProcessingInstructionCodeSet | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | Added EP169 |
| 41770 | NoUnderlyingDeliveryScheduleSettlDays | NumInGroup | Number of delivery schedules in the repeating group. | Added EP169 |
| 41771 | UnderlyingDeliveryScheduleSettlDay | DeliveryScheduleSettlDayCodeSet | Specifies the day or group of days for delivery. | Added EP169 |
| 41772 | UnderlyingDeliveryScheduleSettlTotalHours | int | The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. | Added EP169 |
| 41773 | NoUnderlyingDeliveryScheduleSettlTimes | NumInGroup | Number of hour ranges in the repeating group. | Added EP169 |
| 41774 | UnderlyingDeliveryScheduleSettlStart | String | The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). | Added EP169 |
| 41775 | UnderlyingDeliveryScheduleSettlEnd | String | The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). | Added EP169 |
| 41776 | UnderlyingDeliveryScheduleSettlTimeType | DeliveryScheduleSettlTimeTypeCodeSet | Specifies the format of the delivery start and end time values. | Added EP169 |
| 41777 | UnderlyingDeliveryStreamType | DeliveryStreamTypeCodeSet | Specifies the type of delivery stream. | Added EP169 |
| 41778 | UnderlyingDeliveryStreamPipeline | String | The name of the oil delivery pipeline. | Added EP169 |
| 41779 | UnderlyingDeliveryStreamEntryPoint | String | The point at which the commodity will enter the delivery mechanism or pipeline. | Added EP169 |
| 41780 | UnderlyingDeliveryStreamWithdrawalPoint | String | The point at which the commodity product will be withdrawn prior to delivery. | Added EP169 |
| 41781 | UnderlyingDeliveryStreamDeliveryPoint | String | The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. | Added EP169 |
| 41782 | UnderlyingDeliveryStreamDeliveryRestriction | DeliveryStreamDeliveryRestrictionCodeSet | Specifies under what conditions the buyer and seller should be excused of their delivery obligations. | Added EP169 |
| 41783 | UnderlyingDeliveryStreamDeliveryContingency | String | Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. | Added EP169 |
| 41784 | UnderlyingDeliveryStreamDeliveryContingentPartySide | DeliveryStreamElectingPartySideCodeSet | The trade side value of the party responsible for electricity delivery contingency. | Added EP169 |
| 41785 | UnderlyingDeliveryStreamDeliverAtSourceIndicator | Boolean | When this element is specified and set to 'Y', delivery of the coal product is to be at its source. | Added EP169 |
| 41786 | UnderlyingDeliveryStreamRiskApportionment | String | Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. | Added EP169 |
| 41787 | UnderlyingDeliveryStreamTitleTransferLocation | String | Specifies the title transfer location. | Added EP169 |
| 41788 | UnderlyingDeliveryStreamTitleTransferCondition | DeliveryStreamTitleTransferConditionCodeSet | Specifies the title transfer condition. | Added EP169 |
| 41789 | UnderlyingDeliveryStreamImporterOfRecord | String | A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. | Added EP169 |
| 41790 | UnderlyingDeliveryStreamNegativeTolerance | float | Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41791 | UnderlyingDeliveryStreamPositiveTolerance | float | Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). | Added EP169 |
| 41792 | UnderlyingDeliveryStreamToleranceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the tolerance value's unit of measure (UOM). | Added EP169 |
| 41793 | UnderlyingDeliveryStreamToleranceType | DeliveryScheduleToleranceTypeCodeSet | Specifies the tolerance value type. | Added EP169 |
| 41794 | UnderlyingDeliveryStreamToleranceOptionSide | DeliveryStreamToleranceOptionSideCodeSet | Indicates whether the tolerance is at the seller's or buyer's option. | Added EP169 |
| 41795 | UnderlyingDeliveryStreamTotalPositiveTolerance | Percentage | The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). | Added EP169 |
| 41796 | UnderlyingDeliveryStreamTotalNegativeTolerance | Percentage | The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). | Added EP169 |
| 41797 | UnderlyingDeliveryStreamNotionalConversionFactor | float | If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. | Added EP169 |
| 41798 | UnderlyingDeliveryStreamTransportEquipment | String | The transportation equipment with which the commodity product will be delivered and received. | Added EP169 |
| 41799 | UnderlyingDeliveryStreamElectingPartySide | DeliveryStreamElectingPartySideCodeSet | A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. | Added EP169 |
| 41800 | NoUnderlyingStreamAssetAttributes | NumInGroup | Number of asset attribute entries in the group. | Added EP169 |
| 41801 | UnderlyingStreamAssetAttributeType | String | Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. | Added EP169 |
| 41802 | UnderlyingStreamAssetAttributeValue | String | Specifies the value of the attribute. | Added EP169 |
| 41803 | UnderlyingStreamAssetAttributeLimit | String | The limit or lower acceptable value of the attribute. | Added EP169 |
| 41804 | NoUnderlyingDeliveryStreamCycles | NumInGroup | Number of delivery cycles in the repeating group. | Added EP169 |
| 41805 | UnderlyingDeliveryStreamCycleDesc | String | The delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| 41806 | EncodedUnderlyingDeliveryStreamCycleDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. | Added EP169 |
| 41807 | EncodedUnderlyingDeliveryStreamCycleDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. | Added EP169 |
| 41808 | NoUnderlyingDeliveryStreamCommoditySources | NumInGroup | Number of commodity sources in the repeating group. | Added EP169 |
| 41809 | UnderlyingDeliveryStreamCommoditySource | String | The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. | Added EP169 |
| 41810 | UnderlyingExerciseDesc | String | A description of the option exercise. | Added EP169 |
| 41811 | EncodedUnderlyingExerciseDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. | Added EP169 |
| 41812 | EncodedUnderlyingExerciseDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. | Added EP169 |
| 41813 | UnderlyingAutomaticExerciseIndicator | Boolean | Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. | Added EP169 |
| 41814 | UnderlyingAutomaticExerciseThresholdRate | float | The threshold rate for triggering automatic exercise. | Added EP169 |
| 41815 | UnderlyingExerciseConfirmationMethod | ExerciseConfirmationMethodCodeSet | Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. | Added EP169 |
| 41816 | UnderlyingManualNoticeBusinessCenter | String | Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41817 | UnderlyingFallbackExerciseIndicator | Boolean | Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). | Added EP169 |
| 41818 | UnderlyingLimitedRightToConfirmIndicator | Boolean | Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. | Added EP169 |
| 41819 | UnderlyingExerciseSplitTicketIndicator | Boolean | Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. | Added EP169 |
| 41820 | NoUnderlyingOptionExerciseBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41821 | UnderlyingOptionExerciseBusinessCenter | String | The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41822 | UnderlyingOptionExerciseBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP169 |
| 41823 | UnderlyingOptionExerciseEarliestDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative earliest exercise date offset. | Added EP169 Updated EP208 |
| 41824 | UnderlyingOptionExerciseEarliestDateOffsetPeriod | int | Time unit multiplier for the relative earliest exercise date offset. | Added EP169 |
| 41825 | UnderlyingOptionExerciseEarliestDateOffsetUnit | ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet | Time unit associated with the relative earliest exercise date offset. | Added EP169 |
| 41826 | UnderlyingOptionExerciseFrequencyPeriod | int | Time unit multiplier for the frequency of exercise dates. | Added EP169 |
| 41827 | UnderlyingOptionExerciseFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the frequency of exercise dates. | Added EP169 |
| 41828 | UnderlyingOptionExerciseStartDateUnadjusted | LocalMktDate | The unadjusted start date for calculating periodic exercise dates. | Added EP169 |
| 41829 | UnderlyingOptionExerciseStartDateRelativeTo | int | Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41830 | UnderlyingOptionExerciseStartDateOffsetPeriod | int | Time unit multiplier for the relative exercise start date offset. | Added EP169 |
| 41831 | UnderlyingOptionExerciseStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative exercise start date offset. | Added EP169 |
| 41832 | UnderlyingOptionExerciseStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative option exercise start date offset. | Added EP169 Updated EP208 |
| 41833 | UnderlyingOptionExerciseStartDateAdjusted | LocalMktDate | The adjusted start date for calculating periodic exercise dates. | Added EP169 |
| 41834 | UnderlyingOptionExerciseSkip | int | The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. | Added EP169 |
| 41835 | UnderlyingOptionExerciseNominationDeadline | LocalMktDate | The last date (adjusted) for establishing the option exercise terms. | Added EP169 |
| 41836 | UnderlyingOptionExerciseFirstDateUnadjusted | LocalMktDate | The unadjusted first exercise date. | Added EP169 |
| 41837 | UnderlyingOptionExerciseLastDateUnadjusted | LocalMktDate | The unadjusted last exercise date. | Added EP169 |
| 41838 | UnderlyingOptionExerciseEarliestTime | LocalMktTime | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. | Added EP169 |
| 41839 | UnderlyingOptionExerciseLatestTime | LocalMktTime | Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). | Added EP169 |
| 41840 | UnderlyingOptionExerciseTimeBusinessCenter | String | The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values | Added EP169 |
| 41841 | NoUnderlyingOptionExerciseDates | NumInGroup | Number of dates in the repeating group. | Added EP169 |
| 41842 | UnderlyingOptionExerciseDate | LocalMktDate | The adjusted or unadjusted option exercise fixed date. | Added EP169 |
| 41843 | UnderlyingOptionExerciseDateType | OptionExerciseDateTypeCodeSet | Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41844 | NoUnderlyingOptionExerciseExpirationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41845 | UnderlyingOptionExerciseExpirationDateBusinessCenter | String | The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41846 | UnderlyingOptionExerciseExpirationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP169 |
| 41847 | UnderlyingOptionExerciseExpirationDateRelativeTo | int | Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP169 Updated EP208 |
| 41848 | UnderlyingOptionExerciseExpirationDateOffsetPeriod | int | Time unit multiplier for the relative exercise expiration date offset. | Added EP169 |
| 41849 | UnderlyingOptionExerciseExpirationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative exercise expiration date offset. | Added EP169 |
| 41850 | UnderlyingOptionExerciseExpirationFrequencyPeriod | int | Time unit multiplier for the frequency of exercise expiration dates. | Added EP169 |
| 41851 | UnderlyingOptionExerciseExpirationFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the frequency of exercise expiration dates. | Added EP169 |
| 41852 | UnderlyingOptionExerciseExpirationRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| 41853 | UnderlyingOptionExerciseExpirationDateOffsetDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the day type of the relative option exercise expiration date offset. | Added EP169 Updated EP208 |
| 41854 | UnderlyingOptionExerciseExpirationTime | LocalMktTime | The option exercise expiration time. | Added EP169 |
| 41855 | UnderlyingOptionExerciseExpirationTimeBusinessCenter | String | The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41856 | NoUnderlyingOptionExerciseExpirationDates | NumInGroup | Number of fixed exercise expiration dates in the repeating group. | Added EP169 |
| 41857 | UnderlyingOptionExerciseExpirationDate | LocalMktDate | The adjusted or unadjusted option exercise expiration fixed date. | Added EP169 |
| 41858 | UnderlyingOptionExerciseExpirationDateType | OptionExerciseDateTypeCodeSet | Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41859 | UnderlyingMarketDisruptionProvision | MarketDisruptionProvisionCodeSet | The consequences of market disruption events. | Added EP169 |
| 41860 | UnderlyingMarketDisruptionFallbackProvision | MarketDisruptionFallbackProvisionCodeSet | Specifies the location of the fallback provision documentation. | Added EP169 |
| 41861 | UnderlyingMarketDisruptionMaximumDays | int | Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). | Added EP169 |
| 41862 | UnderlyingMarketDisruptionMaterialityPercentage | Percentage | Used when a price materiality percentage applies to the price source disruption event and this event has been specified. | Added EP169 |
| 41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | int | Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. | Added EP169 |
| 41864 | NoUnderlyingMarketDisruptionEvents | NumInGroup | Number of disruption events in the repeating group. | Added EP169 |
| 41865 | UnderlyingMarketDisruptionEvent | String | Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. | Added EP169 Updated EP187 |
| 41866 | NoUnderlyingMarketDisruptionFallbacks | NumInGroup | Number of fallbacks in the repeating group. | Added EP169 |
| 41867 | UnderlyingMarketDisruptionFallbackType | String | Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. | Added EP169 |
| 41868 | NoUnderlyingMarketDisruptionFallbackReferencePrices | NumInGroup | Number of fallback reference securities in the repeating group. | Added EP169 |
| 41869 | UnderlyingMarketDisruptionFallbackUnderlierType | MarketDisruptionFallbackUnderlierTypeCodeSet | The type of reference price underlier. | Added EP169 |
| 41870 | UnderlyingMarketDisruptionFallbackUnderlierSecurityID | String | Specifies the identifier value of the security. | Added EP169 |
| 41871 | UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource | SecurityIDSourceCodeSet | Specifies the class or source scheme of the security identifier. | Added EP169 Updated EP265 |
| 41872 | UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | String | Specifies the description of underlying security. | Added EP169 |
| 41873 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. | Added EP169 Updated EP271 |
| 41874 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). | Added EP169 |
| 41875 | UnderlyingMarketDisruptionFallbackOpenUnits | Qty | If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. | Added EP169 |
| 41876 | UnderlyingMarketDisruptionFallbackBasketCurrency | Currency | Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. | Added EP169 |
| 41877 | UnderlyingMarketDisruptionFallbackBasketDivisor | float | Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. | Added EP169 |
| 41878 | NoUnderlyingPaymentScheduleFixingDays | NumInGroup | Number of fixing days in the repeating group. | Added EP169 |
| 41879 | UnderlyingPaymentScheduleFixingDayOfWeek | PaymentStreamPricingDayOfWeekCodeSet | The day of the week on which fixing takes place. | Added EP169 |
| 41880 | UnderlyingPaymentScheduleFixingDayNumber | int | The occurrence of the day of week on which fixing takes place. | Added EP169 |
| 41881 | UnderlyingPaymentScheduleXID | XID | Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. | Added EP169 |
| 41882 | UnderlyingPaymentScheduleXIDRef | XIDREF | Reference to payment schedule elsewhere in the message. | Added EP169 |
| 41883 | UnderlyingPaymentScheduleRateCurrency | Currency | Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. | Added EP169 |
| 41884 | UnderlyingPaymentScheduleRateUnitOfMeasure | UnitOfMeasureCodeSet | The schedule rate unit of measure (UOM). | Added EP169 |
| 41885 | UnderlyingPaymentScheduleRateConversionFactor | float | The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. | Added EP169 Updated EP271 |
| 41886 | UnderlyingPaymentScheduleRateSpreadType | PaymentStreamRateSpreadTypeCodeSet | Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. | Added EP169 |
| 41887 | UnderlyingPaymentScheduleSettlPeriodPrice | Price | The schedule settlement period price. | Added EP169 |
| 41888 | UnderlyingPaymentScheduleSettlPeriodPriceCurrency | Currency | The currency of the schedule settlement period price. Uses ISO 4217 currency codes. | Added EP169 |
| 41889 | UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure | UnitOfMeasureCodeSet | The settlement period price unit of measure (UOM). | Added EP169 |
| 41890 | UnderlyingPaymentScheduleStepUnitOfMeasure | UnitOfMeasureCodeSet | The schedule step unit of measure (UOM). | Added EP169 |
| 41891 | UnderlyingPaymentScheduleFixingDayDistribution | PaymentStreamPricingDayDistributionCodeSet | The distribution of fixing days. | Added EP169 |
| 41892 | UnderlyingPaymentScheduleFixingDayCount | int | The number of days over which fixing should take place. | Added EP169 |
| 41893 | UnderlyingPaymentScheduleFixingLagPeriod | int | Time unit multiplier for the fixing lag duration. | Added EP169 |
| 41894 | UnderlyingPaymentScheduleFixingLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the fixing lag duration. | Added EP169 |
| 41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | int | Time unit multiplier for the relative first observation date offset. | Added EP169 Updated EP208 |
| 41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative first observation date offset. | Added EP169 Updated EP208 |
| 41897 | UnderlyingPaymentStreamFlatRateIndicator | Boolean | When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". | Added EP169 |
| 41898 | UnderlyingPaymentStreamFlatRateAmount | Amt | Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. | Added EP169 |
| 41899 | UnderlyingPaymentStreamFlatRateCurrency | Currency | Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. | Added EP169 |
| 41900 | UnderlyingPaymentStreamMaximumPaymentAmount | Amt | Specifies the limit on the total payment amount. | Added EP169 |
| 41901 | UnderlyingPaymentStreamMaximumPaymentCurrency | Currency | Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. | Added EP169 |
| 41902 | UnderlyingPaymentStreamMaximumTransactionAmount | Amt | Specifies the limit on the payment amount that goes out in any particular calculation period. | Added EP169 |
| 41903 | UnderlyingPaymentStreamMaximumTransactionCurrency | Currency | Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. | Added EP169 |
| 41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | UnitOfMeasureCodeSet | Fixed payment amount unit of measure (UOM). | Added EP169 |
| 41905 | UnderlyingPaymentStreamTotalFixedAmount | Amt | Specifies the total fixed payment amount. | Added EP169 |
| 41906 | UnderlyingPaymentStreamWorldScaleRate | float | The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. | Added EP169 |
| 41907 | UnderlyingPaymentStreamContractPrice | Price | The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. | Added EP169 |
| 41908 | UnderlyingPaymentStreamContractPriceCurrency | Currency | Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. | Added EP169 |
| 41909 | NoUnderlyingPaymentStreamPricingBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41910 | UnderlyingPaymentStreamPricingBusinessCenter | String | The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41911 | UnderlyingPaymentStreamRateIndex2CurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Secondary time unit associated with the payment stream’s floating rate index curve. | Added EP169 |
| 41912 | UnderlyingPaymentStreamRateIndex2CurvePeriod | int | Secondary time unit multiplier for the payment stream’s floating rate index curve. | Added EP169 |
| 41913 | UnderlyingPaymentStreamRateIndexLocation | String | Specifies the location of the floating rate index. | Added EP169 |
| 41914 | UnderlyingPaymentStreamRateIndexLevel | Qty | This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. | Added EP169 |
| 41915 | UnderlyingPaymentStreamRateIndexUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the rate index level. | Added EP169 |
| 41916 | UnderlyingPaymentStreamSettlLevel | PaymentStreamSettlLevelCodeSet | Specifies how weather index units are to be calculated. | Added EP169 |
| 41917 | UnderlyingPaymentStreamReferenceLevel | Qty | This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. | Added EP169 |
| 41918 | UnderlyingPaymentStreamReferenceLevelUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the rate reference level. | Added EP169 |
| 41919 | UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator | Boolean | When set to 'Y', it indicates that the weather reference level equals zero. | Added EP169 |
| 41920 | UnderlyingPaymentStreamRateSpreadCurrency | Currency | Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. | Added EP169 |
| 41921 | UnderlyingPaymentStreamRateSpreadUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) of the floating rate spread. | Added EP169 |
| 41922 | UnderlyingPaymentStreamRateConversionFactor | float | The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. | Added EP169 |
| 41923 | UnderlyingPaymentStreamRateSpreadType | PaymentStreamRateSpreadTypeCodeSet | Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. | Added EP169 |
| 41924 | UnderlyingPaymentStreamLastResetRate | Percentage | The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP169 |
| 41925 | UnderlyingPaymentStreamFinalRate | Percentage | The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. | Added EP169 |
| 41926 | UnderlyingPaymentStreamCalculationLagPeriod | int | Time unit multiplier for the calculation lag duration. | Added EP169 |
| 41927 | UnderlyingPaymentStreamCalculationLagUnit | PaymentStreamInflationLagUnitCodeSet | Time unit associated with the calculation lag duration. | Added EP169 |
| 41928 | UnderlyingPaymentStreamFirstObservationDateOffsetPeriod | int | Time unit multiplier for the relative first observation date offset. | Added EP169 Updated EP208 |
| 41929 | UnderlyingPaymentStreamFirstObservationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative first observation date offset. | Added EP169 Updated EP208 |
| 41930 | UnderlyingPaymentStreamPricingDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the commodity pricing day type. | Added EP169 |
| 41931 | UnderlyingPaymentStreamPricingDayDistribution | PaymentStreamPricingDayDistributionCodeSet | The distribution of pricing days. | Added EP169 |
| 41932 | UnderlyingPaymentStreamPricingDayCount | int | The number of days over which pricing should take place. | Added EP169 |
| 41933 | UnderlyingPaymentStreamPricingBusinessCalendar | String | Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. | Added EP169 |
| 41934 | UnderlyingPaymentStreamPricingBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP169 |
| 41935 | LegStreamCommoditySettlTimeType | DeliveryScheduleSettlTimeTypeCodeSet | Specifies the format of the commodity settlement start and end times. | Added EP169 |
| 41936 | UnderlyingStreamCommoditySettlTimeType | DeliveryScheduleSettlTimeTypeCodeSet | Specifies the format of the commodity settlement start and end times. | Added EP169 |
| 41937 | NoUnderlyingPaymentStreamPaymentDates | NumInGroup | Number of payment dates in the repeating group. | Added EP169 |
| 41938 | UnderlyingPaymentStreamPaymentDate | LocalMktDate | The adjusted or unadjusted fixed stream payment date. | Added EP169 |
| 41939 | UnderlyingPaymentStreamPaymentDateType | OptionExerciseDateTypeCodeSet | Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | Boolean | When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. | Added EP169 |
| 41941 | NoUnderlyingPaymentStreamPricingDates | NumInGroup | Number of pricing dates in the repeating group. | Added EP169 |
| 41942 | UnderlyingPaymentStreamPricingDate | LocalMktDate | An adjusted or unadjusted fixed pricing date. | Added EP169 |
| 41943 | UnderlyingPaymentStreamPricingDateType | OptionExerciseDateTypeCodeSet | Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41944 | NoUnderlyingPaymentStreamPricingDays | NumInGroup | Number of pricing days in the repeating group. | Added EP169 |
| 41945 | UnderlyingPaymentStreamPricingDayOfWeek | PaymentStreamPricingDayOfWeekCodeSet | The day of the week on which pricing takes place. | Added EP169 |
| 41946 | UnderlyingPaymentStreamPricingDayNumber | int | The occurrence of the day of week on which pricing takes place. | Added EP169 |
| 41947 | NoUnderlyingPricingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41948 | UnderlyingPricingDateBusinessCenter | String | The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41949 | UnderlyingPricingDateUnadjusted | LocalMktDate | The unadjusted pricing or fixing date. | Added EP169 |
| 41950 | UnderlyingPricingDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP169 |
| 41951 | UnderlyingPricingDateAdjusted | LocalMktDate | The adjusted pricing or fixing date. | Added EP169 |
| 41952 | UnderlyingPricingTime | LocalMktTime | The local market pricing or fixing time. | Added EP169 |
| 41953 | UnderlyingPricingTimeBusinessCenter | String | Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41954 | NoUnderlyingStreamCalculationPeriodDates | NumInGroup | Number of calculation period dates in the repeating group. | Added EP169 |
| 41955 | UnderlyingStreamCalculationPeriodDate | LocalMktDate | The adjusted or unadjusted fixed calculation period date. | Added EP169 |
| 41956 | UnderlyingStreamCalculationPeriodDateType | OptionExerciseDateTypeCodeSet | Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| 41957 | UnderlyingStreamCalculationPeriodDatesXID | XID | Identifier of this calculation period for cross referencing elsewhere in the message. | Added EP169 |
| 41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | XIDREF | Cross reference to another calculation period for duplicating its properties. | Added EP169 |
| 41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | Boolean | When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). | Added EP169 |
| 41960 | UnderlyingStreamCalculationCorrectionPeriod | int | Time unit multiplier for the length of time after the publication of the data when corrections can be made. | Added EP169 |
| 41961 | UnderlyingStreamCalculationCorrectionUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the length of time after the publication of the data when corrections can be made. | Added EP169 |
| 41962 | NoUnderlyingStreamCommoditySettlBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP169 |
| 41963 | UnderlyingStreamCommoditySettlBusinessCenter | String | The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP169 |
| 41964 | UnderlyingStreamCommodityBase | String | Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. | Added EP169 |
| 41965 | UnderlyingStreamCommodityType | String | Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. | Added EP169 |
| 41966 | UnderlyingStreamCommoditySecurityID | String | Specifies the market identifier for the commodity. | Added EP169 |
| 41967 | UnderlyingStreamCommoditySecurityIDSource | SecurityIDSourceCodeSet | Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. | Added EP169 Updated EP265 |
| 41968 | UnderlyingStreamCommodityDesc | String | Description of the commodity asset. | Added EP169 |
| 41969 | EncodedUnderlyingStreamCommodityDescLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. | Added EP169 |
| 41970 | EncodedUnderlyingStreamCommodityDesc | data | Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. | Added EP169 |
| 41971 | UnderlyingStreamCommodityUnitOfMeasure | UnitOfMeasureCodeSet | The unit of measure (UOM) of the commodity asset. | Added EP169 |
| 41972 | UnderlyingStreamCommodityCurrency | Currency | Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. | Added EP169 |
| 41973 | UnderlyingStreamCommodityExchange | Exchange | Identifies the exchange where the commodity is traded. | Added EP169 |
| 41974 | UnderlyingStreamCommodityRateSource | int | Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. | Added EP169 |
| 41975 | UnderlyingStreamCommodityRateReferencePage | String | Identifies the reference "page" from the rate source. | Added EP169 |
| 41976 | UnderlyingStreamCommodityRateReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP169 |
| 41977 | UnderlyingStreamDataProvider | String | Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. | Added EP169 |
| 41978 | UnderlyingStreamCommodityPricingType | String | Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. | Added EP169 |
| 41979 | UnderlyingStreamCommodityNearbySettlDayPeriod | int | Time unit multiplier for the nearby settlement day. | Added EP169 |
| 41980 | UnderlyingStreamCommodityNearbySettlDayUnit | StreamCommodityNearbySettlDayUnitCodeSet | Time unit associated with the nearby settlement day. | Added EP169 |
| 41981 | UnderlyingStreamCommoditySettlDateUnadjusted | LocalMktDate | The unadjusted commodity delivery date. | Added EP169 |
| 41982 | UnderlyingStreamCommoditySettlDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP169 |
| 41983 | UnderlyingStreamCommoditySettlDateAdjusted | LocalMktDate | The adjusted commodity delivery date. | Added EP169 |
| 41984 | UnderlyingStreamCommoditySettlMonth | int | Specifies a fixed single month for commodity delivery. | Added EP169 |
| 41985 | UnderlyingStreamCommoditySettlDateRollPeriod | int | Time unit multiplier for the commodity delivery date roll. | Added EP169 |
| 41986 | UnderlyingStreamCommoditySettlDateRollUnit | StreamCommoditySettlDateRollUnitCodeSet | Time unit associated with the commodity delivery date roll. | Added EP169 |
| 41987 | UnderlyingStreamCommoditySettlDayType | ComplexEventDateOffsetDayTypeCodeSet | Specifies the commodity delivery roll day type. | Added EP169 |
| 41988 | UnderlyingStreamCommodityXID | XID | Identifier of this stream commodity for cross referencing elsewhere in the message. | Added EP169 |
| 41989 | UnderlyingStreamCommodityXIDRef | XIDREF | Reference to a stream commodity elsewhere in the message. | Added EP169 |
| 41990 | NoUnderlyingStreamCommodityAltIDs | NumInGroup | Number of alternate security identifers. | Added EP169 |
| 41991 | UnderlyingStreamCommodityAltID | String | Alternate security identifier value for the commodity. | Added EP169 |
| 41992 | UnderlyingStreamCommodityAltIDSource | String | Identifies the class or source of the alternate commodity security identifier. | Added EP169 |
| 41993 | NoUnderlyingStreamCommodityDataSources | NumInGroup | Number of commodity data sources in the repeating group. | Added EP169 |
| 41994 | UnderlyingStreamCommodityDataSourceID | String | Data source identifier. | Added EP169 |
| 41995 | UnderlyingStreamCommodityDataSourceIDType | StreamCommodityDataSourceIDTypeCodeSet | Specifies the type of data source identifier. | Added EP169 |
| 41996 | NoUnderlyingStreamCommoditySettlDays | NumInGroup | Number of days in the repeating group. | Added EP169 |
| 41997 | UnderlyingStreamCommoditySettlDay | DeliveryScheduleSettlDayCodeSet | Specifies the day or group of days for delivery. | Added EP169 |
| 41998 | UnderlyingStreamCommoditySettlTotalHours | int | Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. | Added EP169 |
| 41999 | NoUnderlyingStreamCommoditySettlTimes | NumInGroup | Number of hour ranges in the repeating group. | Added EP169 |
| 42000 | UnderlyingStreamCommoditySettlStart | String | The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. | Added EP169 |
| 42001 | UnderlyingStreamCommoditySettlEnd | String | The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. | Added EP169 |
| 42002 | NoUnderlyingStreamCommoditySettlPeriods | NumInGroup | Number of commodity settlement periods in the repeating group. | Added EP169 |
| 42003 | UnderlyingStreamCommoditySettlCountry | Country | Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. | Added EP169 |
| 42004 | UnderlyingStreamCommoditySettlTimeZone | String | Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. | Added EP169 |
| 42005 | UnderlyingStreamCommoditySettlFlowType | DeliveryScheduleSettlFlowTypeCodeSet | Specifies the commodity delivery flow type. | Added EP169 |
| 42006 | UnderlyingStreamCommoditySettlPeriodNotional | Qty | Specifies the delivery quantity associated with this settlement period. | Added EP169 |
| 42007 | UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. | Added EP169 |
| 42008 | UnderlyingStreamCommoditySettlPeriodFrequencyPeriod | int | Time unit multiplier for the settlement period frequency. | Added EP169 |
| 42009 | UnderlyingStreamCommoditySettlPeriodFrequencyUnit | ProtectionTermEventUnitCodeSet | Time unit associated with the settlement period frequency. | Added EP169 |
| 42010 | UnderlyingStreamCommoditySettlPeriodPrice | Price | The settlement period price. | Added EP169 |
| 42011 | UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the settlement period price unit of measure (UOM). | Added EP169 |
| 42012 | UnderlyingStreamCommoditySettlPeriodPriceCurrency | Currency | The currency of the settlement period price. Uses ISO 4217 currency codes. | Added EP169 |
| 42013 | UnderlyingStreamCommoditySettlHolidaysProcessingInstruction | DeliveryScheduleSettlHolidaysProcessingInstructionCodeSet | Indicates whether holidays are included in the settlement periods. Required for electricity contracts. | Added EP169 |
| 42014 | UnderlyingStreamCommoditySettlPeriodXID | XID | Identifier of this settlement period for cross referencing elsewhere in the message. | Added EP169 |
| 42015 | UnderlyingStreamCommoditySettlPeriodXIDRef | XIDREF | Cross reference to another settlement period for duplicating its properties. | Added EP169 |
| 42016 | UnderlyingStreamXID | XID | Identifier of this UnderlyingStream for cross referencing elsewhere in the message. | Added EP169 |
| 42017 | UnderlyingAdditionalTermBondIssuer | String | Issuer of the bond. | Added EP187 |
| 42018 | UnderlyingStreamNotionalXIDRef | XIDREF | Cross reference to another UnderlyingStream notional for duplicating its properties. | Added EP169 |
| 42019 | UnderlyingStreamNotionalFrequencyPeriod | int | Time unit multiplier for the swap stream's notional frequency. | Added EP169 |
| 42020 | UnderlyingStreamNotionalFrequencyUnit | TimeUnitCodeSet | Time unit associated with the swap stream's notional frequency. | Added EP169 |
| 42021 | UnderlyingStreamNotionalCommodityFrequency | StreamNotionalCommodityFrequencyCodeSet | The commodity's notional or quantity delivery frequency. | Added EP169 |
| 42022 | UnderlyingStreamNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the delivery quantity unit of measure (UOM). | Added EP169 |
| 42023 | UnderlyingStreamTotalNotional | Qty | Specifies the total notional or delivery quantity over the term of the contract. | Added EP169 |
| 42024 | UnderlyingStreamTotalNotionalUnitOfMeasure | UnitOfMeasureCodeSet | Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. | Added EP169 |
| 42025 | EncodedUnderlyingAdditionalTermBondIssuerLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. | Added EP187 |
| 42026 | EncodedUnderlyingAdditionalTermBondIssuer | data | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. | Added EP187 |
| 42027 | UnderlyingAdditionalTermBondSeniority | SeniorityCodeSet | Specifies the bond's payment priority in the event of a default. | Added EP187 |
| 42028 | UnderlyingAdditionalTermBondCouponType | CouponTypeCodeSet | Coupon type of the bond. | Added EP187 |
| 42029 | UnderlyingAdditionalTermBondCouponRate | Percentage | Coupon rate of the bond. See also CouponRate(223). | Added EP187 |
| 42030 | UnderlyingAdditionalTermBondMaturityDate | LocalMktDate | The maturity date of the bond. | Added EP187 |
| 42031 | UnderlyingAdditionalTermBondParValue | Amt | The par value of the bond. | Added EP187 |
| 42032 | UnderlyingAdditionalTermBondCurrentTotalIssuedAmount | Amt | Total issued amount of the bond. | Added EP187 |
| 42033 | UnderlyingAdditionalTermBondCouponFrequencyPeriod | int | Time unit multiplier for the frequency of the bond's coupon payment. | Added EP187 |
| 42034 | UnderlyingAdditionalTermBondCouponFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of the bond's coupon payment. | Added EP187 |
| 42035 | UnderlyingAdditionalTermBondDayCount | CouponDayCountCodeSet | The day count convention used in interest calculations for a bond or an interest bearing security. | Added EP187 |
| 42036 | NoUnderlyingAdditionalTerms | NumInGroup | Number of additional terms in the repeating group. | Added EP187 |
| 42037 | UnderlyingAdditionalTermConditionPrecedentBondIndicator | Boolean | Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. | Added EP187 |
| 42038 | UnderlyingAdditionalTermDiscrepancyClauseIndicator | Boolean | Indicates whether the discrepancy clause is applicable. | Added EP187 |
| 42039 | NoUnderlyingCashSettlDealers | NumInGroup | Number of dealers in the repeating group. | Added EP187 |
| 42040 | UnderlyingCashSettlDealer | String | Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. | Added EP187 |
| 42041 | NoUnderlyingCashSettlTerms | NumInGroup | Number of elements in the repeating group. | Added EP187 |
| 42042 | UnderlyingCashSettlCurrency | Currency | Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. | Added EP187 |
| 42043 | UnderlyingCashSettlValuationFirstBusinessDayOffset | int | The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. | Added EP187 |
| 42044 | UnderlyingCashSettlValuationSubsequentBusinessDaysOffset | int | The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. | Added EP187 |
| 42045 | UnderlyingCashSettlNumOfValuationDates | int | Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. | Added EP187 |
| 42046 | UnderlyingCashSettlValuationTime | LocalMktTime | Time of valuation. | Added EP187 |
| 42047 | UnderlyingCashSettlBusinessCenter | String | Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42048 | UnderlyingCashSettlQuoteMethod | CashSettlQuoteMethodCodeSet | The type of quote used to determine the cash settlement price. | Added EP187 |
| 42049 | UnderlyingCashSettlQuoteAmount | Amt | When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. | Added EP187 Updated EP271 |
| 42050 | UnderlyingCashSettlQuoteCurrency | Currency | Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. | Added EP187 |
| 42051 | UnderlyingCashSettlMinimumQuoteAmount | Amt | When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. | Added EP187 Updated EP271 |
| 42052 | UnderlyingCashSettlMinimumQuoteCurrency | Currency | Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. | Added EP187 |
| 42053 | UnderlyingCashSettlBusinessDays | int | The number of business days used in the determination of the cash settlement payment date. | Added EP187 |
| 42054 | UnderlyingCashSettlAmount | Amt | The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. | Added EP187 |
| 42055 | UnderlyingCashSettlRecoveryFactor | float | Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. | Added EP187 |
| 42056 | UnderlyingCashSettlFixedTermIndicator | Boolean | Indicates whether fixed settlement is applicable or not applicable in a recovery lock. | Added EP187 |
| 42057 | UnderlyingCashSettlAccruedInterestIndicator | Boolean | Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. | Added EP187 |
| 42058 | UnderlyingCashSettlValuationMethod | CashSettlValuationMethodCodeSet | The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. | Added EP187 |
| 42059 | UnderlyingCashSettlTermXID | XID | Name referenced from UnderlyingSettlementTermXIDRef(41315). | Added EP187 |
| 42060 | NoUnderlyingPhysicalSettlTerms | NumInGroup | Number of entries in the repeating group. | Added EP187 |
| 42061 | UnderlyingPhysicalSettlCurrency | Currency | Currency of physical settlement. Uses ISO 4217 currency codes. | Added EP187 |
| 42062 | UnderlyingPhysicalSettlBusinessDays | int | A number of business days. Its precise meaning is dependent on the context in which this element is used. | Added EP187 |
| 42063 | UnderlyingPhysicalSettlMaximumBusinessDays | int | A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. | Added EP187 |
| 42064 | UnderlyingPhysicalSettlTermXID | XID | A named string value referenced by UnderlyingSettlTermXIDRef(41315). | Added EP187 Updated EP271 |
| 42065 | NoUnderlyingPhysicalSettlDeliverableObligations | NumInGroup | Number of entries in the repeating group. | Added EP187 |
| 42066 | UnderlyingPhysicalSettlDeliverableObligationType | String | Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. | Added EP187 |
| 42067 | UnderlyingPhysicalSettlDeliverableObligationValue | String | Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. | Added EP187 |
| 42068 | NoUnderlyingProtectionTerms | NumInGroup | Number of protection terms in the repeating group. | Added EP187 |
| 42069 | UnderlyingProtectionTermNotional | Amt | The notional amount of protection coverage for a floating rate. | Added EP187 |
| 42070 | UnderlyingProtectionTermCurrency | Currency | The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. | Added EP187 |
| 42071 | UnderlyingProtectionTermSellerNotifies | Boolean | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. | Added EP187 |
| 42072 | UnderlyingProtectionTermBuyerNotifies | Boolean | The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. | Added EP187 |
| 42073 | UnderlyingProtectionTermEventBusinessCenter | String | When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42074 | UnderlyingProtectionTermStandardSources | Boolean | Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. | Added EP187 |
| 42075 | UnderlyingProtectionTermEventMinimumSources | int | The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. | Added EP187 |
| 42076 | UnderlyingProtectionTermXID | XID | A named string value referenced by UnderlyingProtectionTermXIDRef(41314). | Added EP187 |
| 42077 | NoUnderlyingProtectionTermEvents | NumInGroup | Number of protection term events in the repeating group. | Added EP187 |
| 42078 | UnderlyingProtectionTermEventType | String | Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. | Added EP187 |
| 42079 | UnderlyingProtectionTermEventValue | String | Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. | Added EP187 |
| 42080 | UnderlyingProtectionTermEventCurrency | Currency | Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. | Added EP187 |
| 42081 | UnderlyingProtectionTermEventPeriod | int | Time unit multiplier for protection term events. | Added EP187 |
| 42082 | UnderlyingProtectionTermEventUnit | ProtectionTermEventUnitCodeSet | Time unit associated with protection term events. | Added EP187 |
| 42083 | UnderlyingProtectionTermEventDayType | ProtectionTermEventDayTypeCodeSet | Day type for events that specify a period and unit. | Added EP187 Updated EP271 |
| 42084 | UnderlyingProtectionTermEventRateSource | String | Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. | Added EP187 |
| 42085 | NoUnderlyingProtectionTermEventQualifiers | NumInGroup | Number of qualifiers in the repeating group. | Added EP187 |
| 42086 | UnderlyingProtectionTermEventQualifier | ProtectionTermEventQualifierCodeSet | Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). | Added EP187 |
| 42087 | NoUnderlyingProtectionTermObligations | NumInGroup | Number of obligations in the repeating group. | Added EP187 |
| 42088 | UnderlyingProtectionTermObligationType | String | Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. | Added EP187 |
| 42089 | UnderlyingProtectionTermObligationValue | String | Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. | Added EP187 |
| 42090 | NoUnderlyingProtectionTermEventNewsSources | NumInGroup | Number of event news sources in the repeating group. | Added EP187 |
| 42091 | UnderlyingProtectionTermEventNewsSource | String | Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP187 |
| 42092 | UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP187 |
| 42093 | UnderlyingProvisionCashSettlPaymentDateRelativeTo | int | Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP187 |
| 42094 | UnderlyingProvisionCashSettlPaymentDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement payment date offset. | Added EP187 Updated EP208 |
| 42095 | UnderlyingProvisionCashSettlPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement payment date offset. | Added EP187 Updated EP208 |
| 42096 | UnderlyingProvisionCashSettlPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative cash settlement payment date offset. | Added EP187 Updated EP208 |
| 42097 | UnderlyingProvisionCashSettlPaymentDateRangeFirst | LocalMktDate | First date in range when a settlement date range is provided. | Added EP187 |
| 42098 | UnderlyingProvisionCashSettlPaymentDateRangeLast | LocalMktDate | Last date in range when a settlement date range is provided. | Added EP187 |
| 42099 | NoUnderlyingProvisionCashSettlPaymentDates | NumInGroup | Number of UnderlyingProvision cash settlement payment dates in the repeating group. | Added EP187 |
| 42100 | UnderlyingProvisionCashSettlPaymentDate | LocalMktDate | The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). | Added EP187 |
| 42101 | UnderlyingProvisionCashSettlPaymentDateType | ProvisionCashSettlPaymentDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP187 |
| 42102 | UnderlyingProvisionCashSettlQuoteSource | PaymentStreamRateIndexSourceCodeSet | Identifies the source of quote information. | Added EP187 |
| 42103 | UnderlyingProvisionCashSettlQuoteReferencePage | String | Identifies the reference "page" from the quote source. | Added EP187 |
| 42104 | UnderlyingProvisionCashSettlValueTime | LocalMktTime | A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. | Added EP187 |
| 42105 | UnderlyingProvisionCashSettlValueTimeBusinessCenter | String | Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42106 | UnderlyingProvisionCashSettlValueDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP187 |
| 42107 | UnderlyingProvisionCashSettlValueDateRelativeTo | int | Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP187 |
| 42108 | UnderlyingProvisionCashSettlValueDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement value date offset. | Added EP187 Updated EP208 |
| 42109 | UnderlyingProvisionCashSettlValueDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement value date offset. | Added EP187 Updated EP208 |
| 42110 | UnderlyingProvisionCashSettlValueDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative cash settlement value date offset. | Added EP187 Updated EP208 |
| 42111 | UnderlyingProvisionCashSettlValueDateAdjusted | LocalMktDate | The adjusted cash settlement value date. | Added EP187 |
| 42112 | NoUnderlyingProvisionOptionExerciseFixedDates | NumInGroup | Number of UnderlyingProvision option exercise fixed dates in the repeating group. | Added EP187 |
| 42113 | UnderlyingProvisionOptionExerciseFixedDate | LocalMktDate | A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). | Added EP187 |
| 42114 | UnderlyingProvisionOptionExerciseFixedDateType | ProvisionOptionExerciseFixedDateTypeCodeSet | Specifies the type of date (e.g. adjusted for holidays). | Added EP187 |
| 42115 | UnderlyingProvisionOptionExerciseBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP187 |
| 42116 | UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod | int | Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. | Added EP187 Updated EP208 |
| 42117 | UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit | ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet | Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. | Added EP187 Updated EP208 |
| 42118 | UnderlyingProvisionOptionExerciseFrequencyPeriod | int | Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. | Added EP187 |
| 42119 | UnderlyingProvisionOptionExerciseFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. | Added EP187 |
| 42120 | UnderlyingProvisionOptionExerciseStartDateUnadjusted | LocalMktDate | The unadjusted first day of the exercise period for an American style option. | Added EP187 |
| 42121 | UnderlyingProvisionOptionExerciseStartDateRelativeTo | int | Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP187 |
| 42122 | UnderlyingProvisionOptionExerciseStartDateOffsetPeriod | int | Time unit multiplier for the relative option exercise start date offset. | Added EP187 Updated EP208 |
| 42123 | UnderlyingProvisionOptionExerciseStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option exercise start date offset. | Added EP187 Updated EP208 |
| 42124 | UnderlyingProvisionOptionExerciseStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option exercise start date offset. | Added EP187 Updated EP208 |
| 42125 | UnderlyingProvisionOptionExerciseStartDateAdjusted | LocalMktDate | The adjusted first day of the exercise period for an American style option. | Added EP187 |
| 42126 | UnderlyingProvisionOptionExercisePeriodSkip | int | The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. | Added EP187 |
| 42127 | UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted | LocalMktDate | The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. | Added EP187 |
| 42128 | UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted | LocalMktDate | The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. | Added EP187 |
| 42129 | UnderlyingProvisionOptionExerciseEarliestTime | LocalMktTime | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. | Added EP187 |
| 42130 | UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter | String | Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42131 | UnderlyingProvisionOptionExerciseLatestTime | LocalMktTime | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. | Added EP187 |
| 42132 | UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter | String | Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42133 | UnderlyingProvisionOptionExpirationDateUnadjusted | LocalMktDate | The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. | Added EP187 |
| 42134 | UnderlyingProvisionOptionExpirationDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP187 |
| 42135 | UnderlyingProvisionOptionExpirationDateRelativeTo | int | Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP187 |
| 42136 | UnderlyingProvisionOptionExpirationDateOffsetPeriod | int | Time unit multiplier for the relative option expiration date offset. | Added EP187 Updated EP208 |
| 42137 | UnderlyingProvisionOptionExpirationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option expiration date offset. | Added EP187 Updated EP208 |
| 42138 | UnderlyingProvisionOptionExpirationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option expiration date offset. | Added EP187 Updated EP208 |
| 42139 | UnderlyingProvisionOptionExpirationDateAdjusted | LocalMktDate | The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. | Added EP187 |
| 42140 | UnderlyingProvisionOptionExpirationTime | LocalMktTime | The latest time for exercise on the expiration date. | Added EP187 |
| 42141 | UnderlyingProvisionOptionExpirationTimeBusinessCenter | String | Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42142 | UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted | LocalMktDate | The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). | Added EP187 |
| 42143 | UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention | BusinessDayConventionCodeSet | The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP187 Updated EP271 |
| 42144 | UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo | int | Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP187 |
| 42145 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod | int | Time unit multiplier for the relative option relevant underlying date offset. | Added EP187 Updated EP208 |
| 42146 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative option relevant underlying date offset. | Added EP187 Updated EP208 |
| 42147 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the provision's relative option relevant underlying date offset. | Added EP187 Updated EP208 |
| 42148 | UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted | LocalMktDate | The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). | Added EP187 |
| 42149 | NoUnderlyingProvisions | NumInGroup | Number of provisions in the repeating group. | Added EP187 |
| 42150 | UnderlyingProvisionType | ProvisionTypeCodeSet | Type of provision. | Added EP187 |
| 42151 | UnderlyingProvisionDateUnadjusted | LocalMktDate | The unadjusted date of the provision. | Added EP187 |
| 42152 | UnderlyingProvisionDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP187 |
| 42153 | UnderlyingProvisionDateAdjusted | LocalMktDate | The adjusted date of the provision. | Added EP187 |
| 42154 | UnderlyingProvisionDateTenorPeriod | int | Time unit multiplier for the provision's tenor period. | Added EP187 |
| 42155 | UnderlyingProvisionDateTenorUnit | ProvisionDateTenorUnitCodeSet | Time unit associated with the provision's tenor period. | Added EP187 |
| 42156 | UnderlyingProvisionCalculationAgent | ProvisionCalculationAgentCodeSet | Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. | Added EP187 |
| 42157 | UnderlyingProvisionOptionSinglePartyBuyerSide | ProvisionOptionSinglePartyBuyerSideCodeSet | If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. | Added EP187 |
| 42158 | UnderlyingProvisionOptionSinglePartySellerSide | ProvisionOptionSinglePartyBuyerSideCodeSet | If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. | Added EP187 |
| 42159 | UnderlyingProvisionOptionExerciseStyle | ExerciseStyleCodeSet | The instrument provision's exercise style. | Added EP187 |
| 42160 | UnderlyingProvisionOptionExerciseMultipleNotional | Amt | A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. | Added EP187 |
| 42161 | UnderlyingProvisionOptionExerciseMinimumNotional | Amt | The minimum notional amount that can be exercised on a given exercise date. | Added EP187 |
| 42162 | UnderlyingProvisionOptionExerciseMaximumNotional | Amt | The maximum notional amount that can be exercised on a given exercise date. | Added EP187 |
| 42163 | UnderlyingProvisionOptionMinimumNumber | int | The minimum number of options that can be exercised on a given exercise date. | Added EP187 |
| 42164 | UnderlyingProvisionOptionMaximumNumber | int | The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. | Added EP187 |
| 42165 | UnderlyingProvisionOptionExerciseConfirmation | Boolean | Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. | Added EP187 |
| 42166 | UnderlyingProvisionCashSettlMethod | ProvisionCashSettlMethodCodeSet | An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). | Added EP187 |
| 42167 | UnderlyingProvisionCashSettlCurrency | Currency | Specifies the currency of settlement. Uses ISO 4217 currency codes. | Added EP187 |
| 42168 | UnderlyingProvisionCashSettlCurrency2 | Currency | Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. | Added EP187 |
| 42169 | UnderlyingProvisionCashSettlQuoteType | ProvisionCashSettlQuoteTypeCodeSet | Identifies the type of quote to be used. | Added EP187 |
| 42170 | UnderlyingProvisionText | String | Free form text to specify additional information or enumeration description when a standard value does not apply. | Added EP187 |
| 42171 | EncodedUnderlyingProvisionTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. | Added EP187 |
| 42172 | EncodedUnderlyingProvisionText | data | Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. | Added EP187 |
| 42173 | NoUnderlyingProvisionPartyIDs | NumInGroup | Number of parties identified in the contract provision. | Added EP187 |
| 42174 | UnderlyingProvisionPartyID | String | The party identifier for the payment settlement party. | Added EP187 |
| 42175 | UnderlyingProvisionPartyIDSource | PartyIDSourceCodeSet | Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. | Added EP187 |
| 42176 | UnderlyingProvisionPartyRole | PartyRoleCodeSet | Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. | Added EP187 |
| 42177 | NoUnderlyingProvisionPartySubIDs | NumInGroup | Number of sub-party IDs to be reported for the party. | Added EP187 |
| 42178 | UnderlyingProvisionPartySubID | String | Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). | Added EP187 |
| 42179 | UnderlyingProvisionPartySubIDType | PartySubIDTypeCodeSet | The type of UnderlyingProvisionPartySubID(42178). | Added EP187 |
| 42180 | NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP187 |
| 42181 | UnderlyingProvisionCashSettlPaymentDateBusinessCenter | String | The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42182 | NoUnderlyingProvisionCashSettlValueDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP187 |
| 42183 | UnderlyingProvisionCashSettlValueDateBusinessCenter | String | The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42184 | NoUnderlyingProvisionOptionExerciseBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP187 |
| 42185 | UnderlyingProvisionOptionExerciseBusinessCenter | String | The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42186 | NoUnderlyingProvisionOptionExpirationDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP187 |
| 42187 | UnderlyingProvisionOptionExpirationDateBusinessCenter | String | The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42188 | NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP187 |
| 42189 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter | String | The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42190 | NoUnderlyingProvisionDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP187 |
| 42191 | UnderlyingProvisionDateBusinessCenter | String | The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP187 |
| 42192 | DeliveryStreamDeliveryPointSource | DeliveryStreamDeliveryPointSourceCodeSet | Identifies the class or source of DeliveryStreamDeliveryPoint(41062). | Added EP179 |
| 42193 | DeliveryStreamDeliveryPointDesc | String | Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). | Added EP179 |
| 42194 | LegDeliveryStreamDeliveryPointSource | DeliveryStreamDeliveryPointSourceCodeSet | Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). | Added EP179 |
| 42195 | LegDeliveryStreamDeliveryPointDesc | String | Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). | Added EP179 |
| 42196 | UnderlyingDeliveryStreamDeliveryPointSource | DeliveryStreamDeliveryPointSourceCodeSet | Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). | Added EP179 |
| 42197 | UnderlyingDeliveryStreamDeliveryPointDesc | String | Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). | Added EP179 |
| 42198 | NoLegContractualDefinitions | NumInGroup | Number of financing definitions in the repeating group. | Added EP192 |
| 42199 | LegContractualDefinition | String | Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. | Added EP192 |
| 42200 | NoLegFinancingTermSupplements | NumInGroup | Number of financing terms supplements in the repeating group. | Added EP192 |
| 42201 | LegFinancingTermSupplementDesc | String | Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. | Added EP192 |
| 42202 | LegFinancingTermSupplementDate | LocalMktDate | Specifies the publication date of the applicable version of the contractual supplement. | Added EP192 |
| 42203 | NoLegContractualMatrices | NumInGroup | Number of contractual matrices in the repeating group. | Added EP192 |
| 42204 | LegContractualMatrixSource | String | Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. | Added EP192 |
| 42205 | LegContractualMatrixDate | LocalMktDate | Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. | Added EP192 |
| 42206 | LegContractualMatrixTerm | String | Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. | Added EP192 Updated EP271 |
| 42207 | CashSettlDateUnadjusted | LocalMktDate | The unadjusted cash settlement date. | Added EP208 |
| 42208 | CashSettlDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. | Added EP208 |
| 42209 | CashSettlDateRelativeTo | int | Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42210 | CashSettlDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement date offset. | Added EP208 |
| 42211 | CashSettlDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement date offset. | Added EP208 |
| 42212 | CashSettlDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative cash settlement date offset. | Added EP208 |
| 42213 | CashSettlDateAdjusted | LocalMktDate | The adjusted cash settlement date. | Added EP208 |
| 42214 | NoCashSettlDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42215 | CashSettlDateBusinessCenter | String | The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42216 | CashSettlPriceSource | String | The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. | Added EP208 |
| 42217 | CashSettlPriceDefault | CashSettlPriceDefaultCodeSet | The default election for determining settlement price. | Added EP208 |
| 42218 | DividendFloatingRateIndex | String | The dividend accrual floating rate index. | Added EP208 |
| 42219 | DividendFloatingRateIndexCurvePeriod | int | Time unit multiplier for the dividend accrual floating rate index curve. | Added EP208 |
| 42220 | DividendFloatingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the dividend accrual floating rate index curve period. | Added EP208 |
| 42221 | DividendFloatingRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. | Added EP208 |
| 42222 | DividendFloatingRateSpread | PriceOffset | The basis points spread from the index specified in DividendFloatingRateIndex(42218). | Added EP208 |
| 42223 | DividendFloatingRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP208 |
| 42224 | DividendFloatingRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP208 |
| 42225 | DividendCapRate | Percentage | The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". | Added EP208 |
| 42226 | DividendCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP208 |
| 42227 | DividendCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP208 |
| 42228 | DividendFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". | Added EP208 |
| 42229 | DividendFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP208 |
| 42230 | DividendFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP208 |
| 42231 | DividendInitialRate | Percentage | The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". | Added EP208 |
| 42232 | DividendFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction of the final rate. | Added EP208 |
| 42233 | DividendFinalRatePrecision | int | Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP208 |
| 42234 | DividendAveragingMethod | PaymentStreamAveragingMethodCodeSet | When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. | Added EP208 |
| 42235 | DividendNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP208 |
| 42236 | NoDividendAccrualPaymentDateBusinessCenters | NumInGroup | Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. | Added EP208 |
| 42237 | DividendAccrualPaymentDateBusinessCenter | String | The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | int | Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42239 | DividendAccrualPaymentDateOffsetPeriod | int | Time unit multiplier for the relative accrual payment date offset. | Added EP208 |
| 42240 | DividendAccrualPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative accrual payment date offset. | Added EP208 |
| 42241 | DividendAccrualPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative accrual payment date offset. | Added EP208 |
| 42242 | DividendAccrualPaymentDateUnadjusted | LocalMktDate | The unadjusted accrual payment date. | Added EP208 |
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BusinessDayConventionCodeSet | Accrual payment date adjustment business day convention. | Added EP208 |
| 42244 | DividendAccrualPaymentDateAdjusted | LocalMktDate | The adjusted accrual payment date. | Added EP208 |
| 42245 | DividendReinvestmentIndicator | Boolean | Indicates whether the dividend will be reinvested. | Added EP208 |
| 42246 | DividendEntitlementEvent | DividendEntitlementEventCodeSet | Defines the contract event which the receiver of the derivative is entitled to the dividend. | Added EP208 |
| 42247 | DividendAmountType | DividendAmountTypeCodeSet | Indicates how the gross cash dividend amount per share is determined. | Added EP208 |
| 42248 | DividendUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42249 | ExtraordinaryDividendPartySide | PaymentStreamCapRateBuySideCodeSet | Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. | Added EP208 |
| 42250 | ExtraordinaryDividendAmountType | DividendAmountTypeCodeSet | Indicates how the extraordinary gross cash dividend per share is determined. | Added EP208 |
| 42251 | ExtraordinaryDividendCurrency | Currency | The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. | Added EP208 |
| 42252 | ExtraordinaryDividendDeterminationMethod | String | Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42253 | DividendAccrualFixedRate | Percentage | The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". | Added EP208 |
| 42254 | DividendCompoundingMethod | PaymentStreamCompoundingMethodCodeSet | The compounding method to be used when more than one dividend period contributes to a single payment. | Added EP208 |
| 42255 | DividendNumOfIndexUnits | int | The number of index units applicable to dividends. | Added EP208 |
| 42256 | DividendCashPercentage | Percentage | Declared cash dividend percentage. A value of 5% would be represented as "0.05". | Added EP208 |
| 42257 | DividendCashEquivalentPercentage | Percentage | Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". | Added EP208 |
| 42258 | NonCashDividendTreatment | NonCashDividendTreatmentCodeSet | Defines the treatment of non-cash dividends. | Added EP208 |
| 42259 | DividendComposition | DividendCompositionCodeSet | Defines how the composition of dividends is to be determined. | Added EP208 |
| 42260 | SpecialDividendsIndicator | Boolean | Indicates whether special dividends are applicable. | Added EP208 |
| 42261 | MaterialDividendsIndicator | Boolean | Indicates whether material non-cash dividends are applicable. | Added EP208 |
| 42262 | OptionsExchangeDividendsIndicator | Boolean | Indicates whether option exchange dividends are applicable. | Added EP208 |
| 42263 | AdditionalDividendsIndicator | Boolean | Indicates whether additional dividends are applicable. | Added EP208 |
| 42264 | AllDividendsIndicator | Boolean | Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | int | Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42266 | DividendFXTriggerDateOffsetPeriod | int | Time unit multiplier for the relative FX trigger date offset. | Added EP208 |
| 42267 | DividendFXTriggerDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative FX trigger date offset. | Added EP208 |
| 42268 | DividendFXTriggerDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative FX trigger date offset. | Added EP208 |
| 42269 | DividendFXTriggerDateUnadjusted | LocalMktDate | The unadjusted FX trigger date. | Added EP208 |
| 42270 | DividendFXTriggerDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used for the FX trigger date adjustment. | Added EP208 |
| 42271 | DividendFXTriggerDateAdjusted | LocalMktDate | The adjusted FX trigger date. | Added EP208 |
| 42272 | NoDividendFXTriggerDateBusinessCenters | NumInGroup | Number of entries in the DividendFXTriggerDateBusinessCenterGrp. | Added EP208 |
| 42273 | DividendFXTriggerDateBusinessCenter | String | The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42274 | NoDividendPeriods | NumInGroup | Number of entries in the DividendPeriodGrp component. | Added EP208 |
| 42275 | DividendPeriodSequence | int | Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. | Added EP208 |
| 42276 | DividendPeriodStartDateUnadjusted | LocalMktDate | The unadjusted date on which the dividend period will begin. | Added EP208 |
| 42277 | DividendPeriodEndDateUnadjusted | LocalMktDate | The unadjusted date on which the dividend period will end. | Added EP208 |
| 42278 | DividendPeriodUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42279 | DividendPeriodStrikePrice | Price | Specifies the fixed strike price of the dividend period. | Added EP208 |
| 42280 | DividendPeriodBusinessDayConvention | BusinessDayConventionCodeSet | The dividend period dates business day convention. | Added EP208 |
| 42281 | DividendPeriodValuationDateUnadjusted | LocalMktDate | The unadjusted dividend period valuation date. | Added EP208 |
| 42282 | DividendPeriodValuationDateRelativeTo | int | Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42283 | DividendPeriodValuationDateOffsetPeriod | int | Time unit multiplier for the relative dividend period valuation date offset. | Added EP208 |
| 42284 | DividendPeriodValuationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative dividend period valuation date offset. | Added EP208 |
| 42285 | DividendPeriodValuationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative dividend period valuation date offset. | Added EP208 |
| 42286 | DividendPeriodValuationDateAdjusted | LocalMktDate | The adjusted dividend period valuation date. | Added EP208 |
| 42287 | DividendPeriodPaymentDateUnadjusted | LocalMktDate | The unadjusted dividend period payment date. | Added EP208 |
| 42288 | DividendPeriodPaymentDateRelativeTo | int | Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42289 | DividendPeriodPaymentDateOffsetPeriod | int | Time unit multiplier for the relative dividend period payment date offset. | Added EP208 |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative dividend period payment date offset. | Added EP208 |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative dividend period payment date offset. | Added EP208 |
| 42292 | DividendPeriodPaymentDateAdjusted | LocalMktDate | The adjusted dividend period payment date. | Added EP208 |
| 42293 | DividendPeriodXID | XID | Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. | Added EP208 |
| 42294 | NoDividendPeriodBusinessCenters | NumInGroup | Number of entries in the DividendPeriodBusinessCenterGrp. | Added EP208 |
| 42295 | DividendPeriodBusinessCenter | String | The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42296 | NoExtraordinaryEvents | NumInGroup | Number of extraordinary events in the repeating group. | Added EP208 |
| 42297 | ExtraordinaryEventType | String | Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. | Added EP208 |
| 42298 | ExtraordinaryEventValue | String | The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. | Added EP208 |
| 42299 | LegCashSettlDateUnadjusted | LocalMktDate | The unadjusted cash settlement date. | Added EP208 |
| 42300 | LegCashSettlDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. | Added EP208 |
| 42301 | LegCashSettlDateRelativeTo | int | Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42302 | LegCashSettlDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement date offset. | Added EP208 |
| 42303 | LegCashSettlDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement date offset. | Added EP208 |
| 42304 | LegCashSettlDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative cash settlement date offset. | Added EP208 |
| 42305 | LegCashSettlDateAdjusted | LocalMktDate | The adjusted cash settlement date. | Added EP208 |
| 42306 | NoLegCashSettlDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42307 | LegCashSettlDateBusinessCenter | String | The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42308 | LegCashSettlPriceSource | String | The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. | Added EP208 |
| 42309 | LegCashSettlPriceDefault | CashSettlPriceDefaultCodeSet | The default election for determining settlement price. | Added EP208 |
| 42310 | NoLegDividendAccrualPaymentDateBusinessCenters | NumInGroup | Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. | Added EP208 |
| 42311 | LegDividendAccrualPaymentDateBusinessCenter | String | The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42312 | LegDividendFloatingRateIndex | String | The dividend accrual floating rate index. | Added EP208 |
| 42313 | LegDividendFloatingRateIndexCurvePeriod | int | Time unit multiplier for the dividend accrual floating rate index curve. | Added EP208 |
| 42314 | LegDividendFloatingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the dividend accrual floating rate index curve period. | Added EP208 |
| 42315 | LegDividendFloatingRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. | Added EP208 |
| 42316 | LegDividendFloatingRateSpread | PriceOffset | The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). | Added EP208 |
| 42317 | LegDividendFloatingRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP208 |
| 42318 | LegDividendFloatingRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP208 |
| 42319 | LegDividendCapRate | Percentage | The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". | Added EP208 |
| 42320 | LegDividendCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP208 |
| 42321 | LegDividendCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP208 |
| 42322 | LegDividendFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". | Added EP208 |
| 42323 | LegDividendFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP208 |
| 42324 | LegDividendFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP208 |
| 42325 | LegDividendInitialRate | Percentage | The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". | Added EP208 |
| 42326 | LegDividendFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction of the final rate. | Added EP208 |
| 42327 | LegDividendFinalRatePrecision | int | Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP208 |
| 42328 | LegDividendAveragingMethod | PaymentStreamAveragingMethodCodeSet | When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. | Added EP208 |
| 42329 | LegDividendNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP208 |
| 42330 | LegDividendAccrualPaymentDateRelativeTo | int | Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42331 | LegDividendAccrualPaymentDateOffsetPeriod | int | Time unit multiplier for the relative accrual payment date offset. | Added EP208 |
| 42332 | LegDividendAccrualPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative accrual payment date offset. | Added EP208 |
| 42333 | LegDividendAccrualPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative accrual payment date offset. | Added EP208 |
| 42334 | LegDividendAccrualPaymentDateUnadjusted | LocalMktDate | The unadjusted accrual payment date. | Added EP208 |
| 42335 | LegDividendAccrualPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | Accrual payment date adjustment business day convention. | Added EP208 |
| 42336 | LegDividendAccrualPaymentDateAdjusted | LocalMktDate | The adjusted accrual payment date. | Added EP208 |
| 42337 | LegDividendReinvestmentIndicator | Boolean | Indicates whether the dividend will be reinvested. | Added EP208 |
| 42338 | LegDividendEntitlementEvent | DividendEntitlementEventCodeSet | Defines the contract event which the receiver of the derivative is entitled to the dividend. | Added EP208 |
| 42339 | LegDividendAmountType | DividendAmountTypeCodeSet | Indicates how the gross cash dividend amount per share is determined. | Added EP208 |
| 42340 | LegDividendUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42341 | LegExtraordinaryDividendPartySide | PaymentStreamCapRateBuySideCodeSet | Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. | Added EP208 |
| 42342 | LegExtraordinaryDividendAmountType | DividendAmountTypeCodeSet | Indicates how the extraordinary gross cash dividend per share is determined. | Added EP208 |
| 42343 | LegExtraordinaryDividendCurrency | Currency | The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. | Added EP208 |
| 42344 | LegExtraordinaryDividendDeterminationMethod | String | Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42345 | LegDividendAccrualFixedRate | Percentage | The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". | Added EP208 |
| 42346 | LegDividendCompoundingMethod | PaymentStreamCompoundingMethodCodeSet | The compounding method to be used when more than one dividend period contributes to a single payment. | Added EP208 |
| 42347 | LegDividendNumOfIndexUnits | int | The number of index units applicable to dividends. | Added EP208 |
| 42348 | LegDividendCashPercentage | Percentage | Declared cash dividend percentage. A value of 5% would be represented as "0.05". | Added EP208 |
| 42349 | LegDividendCashEquivalentPercentage | Percentage | Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". | Added EP208 |
| 42350 | LegNonCashDividendTreatment | NonCashDividendTreatmentCodeSet | Defines the treatment of non-cash dividends. | Added EP208 |
| 42351 | LegDividendComposition | DividendCompositionCodeSet | Defines how the composition of dividends is to be determined. | Added EP208 |
| 42352 | LegSpecialDividendsIndicator | Boolean | Indicates whether special dividends are applicable. | Added EP208 |
| 42353 | LegMaterialDividendsIndicator | Boolean | Indicates whether material non-cash dividends are applicable. | Added EP208 |
| 42354 | LegOptionsExchangeDividendsIndicator | Boolean | Indicates whether option exchange dividends are applicable. | Added EP208 |
| 42355 | LegAdditionalDividendsIndicator | Boolean | Indicates whether additional dividends are applicable. | Added EP208 |
| 42356 | LegAllDividendsIndicator | Boolean | Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. | Added EP208 |
| 42357 | LegDividendFXTriggerDateRelativeTo | int | Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42358 | LegDividendFXTriggerDateOffsetPeriod | int | Time unit multiplier for the relative FX trigger date offset. | Added EP208 |
| 42359 | LegDividendFXTriggerDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative FX trigger date offset. | Added EP208 |
| 42360 | LegDividendFXTriggerDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative FX trigger date offset. | Added EP208 |
| 42361 | LegDividendFXTriggerDateUnadjusted | LocalMktDate | The unadjusted FX trigger date. | Added EP208 |
| 42362 | LegDividendFXTriggerDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used for the FX trigger date adjustment. | Added EP208 |
| 42363 | LegDividendFXTriggerDateAdjusted | LocalMktDate | The adjusted FX trigger date. | Added EP208 |
| 42364 | NoLegDividendFXTriggerDateBusinessCenters | NumInGroup | Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. | Added EP208 |
| 42365 | LegDividendFXTriggerDateBusinessCenter | String | The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42366 | NoLegDividendPeriods | NumInGroup | Number of entries in the LegDividendPeriodGrp component. | Added EP208 |
| 42367 | LegDividendPeriodSequence | int | Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. | Added EP208 |
| 42368 | LegDividendPeriodStartDateUnadjusted | LocalMktDate | The unadjusted date on which the dividend period will begin. | Added EP208 |
| 42369 | LegDividendPeriodEndDateUnadjusted | LocalMktDate | The unadjusted date on which the dividend period will end. | Added EP208 |
| 42370 | LegDividendPeriodUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42371 | LegDividendPeriodStrikePrice | Price | Specifies the fixed strike price of the dividend period. | Added EP208 |
| 42372 | LegDividendPeriodBusinessDayConvention | BusinessDayConventionCodeSet | The dividend period dates business day convention. | Added EP208 |
| 42373 | LegDividendPeriodValuationDateUnadjusted | LocalMktDate | The unadjusted dividend period valuation date. | Added EP208 |
| 42374 | LegDividendPeriodValuationDateRelativeTo | int | Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42375 | LegDividendPeriodValuationDateOffsetPeriod | int | Time unit multiplier for the relative dividend period valuation date offset. | Added EP208 |
| 42376 | LegDividendPeriodValuationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative dividend period valuation date offset. | Added EP208 |
| 42377 | LegDividendPeriodValuationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative dividend period valuation date offset. | Added EP208 |
| 42378 | LegDividendPeriodValuationDateAdjusted | LocalMktDate | The adjusted dividend period valuation date. | Added EP208 |
| 42379 | LegDividendPeriodPaymentDateUnadjusted | LocalMktDate | The unadjusted dividend period payment date. | Added EP208 |
| 42380 | LegDividendPeriodPaymentDateRelativeTo | int | Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42381 | LegDividendPeriodPaymentDateOffsetPeriod | int | Time unit multiplier for the relative dividend period payment date offset. | Added EP208 |
| 42382 | LegDividendPeriodPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative dividend period payment date offset. | Added EP208 |
| 42383 | LegDividendPeriodPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative dividend period payment date offset. | Added EP208 |
| 42384 | LegDividendPeriodPaymentDateAdjusted | LocalMktDate | The adjusted dividend period payment date. | Added EP208 |
| 42385 | LegDividendPeriodXID | XID | Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. | Added EP208 |
| 42386 | NoLegDividendPeriodBusinessCenters | NumInGroup | The number of entries in the LegDividendPeriodBusinessCentersGrp component. | Added EP208 |
| 42387 | LegDividendPeriodBusinessCenter | String | The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42388 | NoLegExtraordinaryEvents | NumInGroup | Number of extraordinary events in the repeating group. | Added EP208 |
| 42389 | LegExtraordinaryEventType | String | Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. | Added EP208 |
| 42390 | LegExtraordinaryEventValue | String | The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. | Added EP208 |
| 42391 | LegSettlMethodElectingPartySide | PaymentPaySideCodeSet | Side value of the party electing the settlement method. | Added EP208 |
| 42392 | LegMakeWholeDate | LocalMktDate | The date through which option cannot be exercised without penalty. | Added EP208 |
| 42393 | LegMakeWholeAmount | Amt | Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). | Added EP208 |
| 42394 | LegMakeWholeBenchmarkCurveName | String | Identifies the benchmark floating rate index. | Added EP208 |
| 42395 | LegMakeWholeBenchmarkCurvePoint | String | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208 |
| 42396 | LegMakeWholeRecallSpread | PriceOffset | Spread over the floating rate index. | Added EP208 |
| 42397 | LegMakeWholeBenchmarkQuote | StrikeIndexQuoteCodeSet | The quote side of the benchmark to be used for calculating the "make whole" amount. | Added EP208 |
| 42398 | LegMakeWholeInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the "make whole" amount. The most common is linear method. | Added EP208 |
| 42399 | LegPaymentStreamCashSettlIndicator | Boolean | Indicates whether cash settlement is applicable. | Added EP208 |
| 42400 | LegPaymentStreamCompoundingXIDRef | XIDREF | Reference to the stream which details the compounding fixed or floating rate. | Added EP208 |
| 42401 | LegPaymentStreamCompoundingSpread | PriceOffset | The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. | Added EP208 |
| 42402 | LegPaymentStreamInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the index rate from multiple points on the curve. The most common is linear method. | Added EP208 |
| 42403 | LegPaymentStreamInterpolationPeriod | PaymentStreamInterpolationPeriodCodeSet | Defines applicable periods for interpolation. | Added EP208 |
| 42404 | LegPaymentStreamCompoundingFixedRate | float | The compounding fixed rate applicable to the payment stream. | Added EP208 |
| 42405 | NoLegPaymentStreamCompoundingDates | NumInGroup | Number of dates in the repeating group. | Added EP208 |
| 42406 | LegPaymentStreamCompoundingDate | LocalMktDate | The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). | Added EP208 |
| 42407 | LegPaymentStreamCompoundingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of payment compounding date (e.g. adjusted for holidays). | Added EP208 |
| 42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | BusinessDayConventionCodeSet | The compounding dates business day convention. | Added EP208 |
| 42409 | LegPaymentStreamCompoundingDatesRelativeTo | int | Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | int | Time unit multiplier for the relative compounding date offset. | Added EP208 |
| 42411 | LegPaymentStreamCompoundingDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding date offset. | Added EP208 |
| 42412 | LegPaymentStreamCompoundingDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding date offset. | Added EP208 |
| 42413 | LegPaymentStreamCompoundingPeriodSkip | int | The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. | Added EP208 |
| 42414 | LegPaymentStreamCompoundingFrequencyPeriod | int | Time unit multiplier for the frequency at which compounding dates occur. | Added EP208 |
| 42415 | LegPaymentStreamCompoundingFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which compounding dates occur. | Added EP208 |
| 42416 | LegPaymentStreamCompoundingRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. | Added EP208 |
| 42417 | LegPaymentStreamBoundsFirstDateUnadjusted | LocalMktDate | The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42418 | LegPaymentStreamBoundsLastDateUnadjusted | LocalMktDate | The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42419 | NoLegPaymentStreamCompoundingDatesBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42420 | LegPaymentStreamCompoundingDatesBusinessCenter | String | The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42421 | LegPaymentStreamCompoundingEndDateUnadjusted | LocalMktDate | The unadjusted compounding end date. | Added EP208 |
| 42422 | LegPaymentStreamCompoundingEndDateRelativeTo | int | Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42423 | LegPaymentStreamCompoundingEndDateOffsetPeriod | int | Time unit multiplier for the relative compounding end date offset. | Added EP208 |
| 42424 | LegPaymentStreamCompoundingEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding end date offset. | Added EP208 |
| 42425 | LegPaymentStreamCompoundingEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding end date offset. | Added EP208 |
| 42426 | LegPaymentStreamCompoundingEndDateAdjusted | LocalMktDate | The adjusted compounding end date. | Added EP208 |
| 42427 | LegPaymentStreamCompoundingRateIndex | String | The payment stream's compounding floating rate index. | Added EP208 |
| 42428 | LegPaymentStreamCompoundingRateIndexCurvePeriod | int | Time unit multiplier for the payment stream's compounding floating rate index curve period. | Added EP208 |
| 42429 | LegPaymentStreamCompoundingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the payment stream's compounding floating rate index curve period. | Added EP208 |
| 42430 | LegPaymentStreamCompoundingRateMultiplier | float | A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP208 |
| 42431 | LegPaymentStreamCompoundingRateSpread | PriceOffset | The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). | Added EP208 |
| 42432 | LegPaymentStreamCompoundingRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP208 |
| 42433 | LegPaymentStreamCompoundingRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP208 |
| 42434 | LegPaymentStreamCompoundingCapRate | Percentage | The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". | Added EP208 |
| 42435 | LegPaymentStreamCompoundingCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the compounding cap rate option through its trade side. | Added EP208 |
| 42436 | LegPaymentStreamCompoundingCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the compounding cap rate option through its trade side. | Added EP208 |
| 42437 | LegPaymentStreamCompoundingFloorRate | Percentage | The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". | Added EP208 |
| 42438 | LegPaymentStreamCompoundingFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the compounding floor rate option through its trade side. | Added EP208 |
| 42439 | LegPaymentStreamCompoundingFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP208 |
| 42440 | LegPaymentStreamCompoundingInitialRate | Percentage | The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". | Added EP208 |
| 42441 | LegPaymentStreamCompoundingFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction for the compounding floating rate. | Added EP208 |
| 42442 | LegPaymentStreamCompoundingFinalRatePrecision | int | Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP208 |
| 42443 | LegPaymentStreamCompoundingAveragingMethod | PaymentStreamAveragingMethodCodeSet | Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). | Added EP208 |
| 42444 | LegPaymentStreamCompoundingNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP208 |
| 42445 | LegPaymentStreamCompoundingStartDateUnadjusted | LocalMktDate | The unadjusted compounding start date. | Added EP208 |
| 42446 | LegPaymentStreamCompoundingStartDateRelativeTo | int | Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42447 | LegPaymentStreamCompoundingStartDateOffsetPeriod | int | Time unit multiplier for the relative compounding start date offset. | Added EP208 |
| 42448 | LegPaymentStreamCompoundingStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding start date offset. | Added EP208 |
| 42449 | LegPaymentStreamCompoundingStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding start date offset. | Added EP208 |
| 42450 | LegPaymentStreamCompoundingStartDateAdjusted | LocalMktDate | The adjusted compounding start date. | Added EP208 |
| 42451 | LegPaymentStreamFormulaImageLength | Length | Length in bytes of the LegPaymentStreamFormulaImage(42452) field. | Added EP208 |
| 42452 | LegPaymentStreamFormulaImage | data | Image of the formula image when represented through an encoded clip in base64Binary. | Added EP208 |
| 42453 | LegPaymentStreamFinalPricePaymentDateUnadjusted | LocalMktDate | The unadjusted final price payment date. | Added EP208 |
| 42454 | LegPaymentStreamFinalPricePaymentDateRelativeTo | int | Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42455 | LegPaymentStreamFinalPricePaymentDateOffsetPeriod | int | Time unit multiplier for the relative final price payment date offset. | Added EP208 |
| 42456 | LegPaymentStreamFinalPricePaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative final price payment date offset. | Added EP208 |
| 42457 | LegPaymentStreamFinalPricePaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative final price payment date offset. | Added EP208 |
| 42458 | LegPaymentStreamFinalPricePaymentDateAdjusted | LocalMktDate | The adjusted final price payment date. | Added EP208 |
| 42459 | NoLegPaymentStreamFixingDates | NumInGroup | Number of fixing dates in the repeating group. | Added EP208 |
| 42460 | LegPaymentStreamFixingDate | LocalMktDate | The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). | Added EP208 |
| 42461 | LegPaymentStreamFixingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of fixing date (e.g. adjusted for holidays). | Added EP208 |
| 42462 | LegPaymentStreamFirstObservationDateUnadjusted | LocalMktDate | The unadjusted initial price observation date. | Added EP208 |
| 42463 | LegPaymentStreamFirstObservationDateRelativeTo | int | Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42464 | LegPaymentStreamFirstObservationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the initial price observation date offset. | Added EP208 |
| 42465 | LegPaymentStreamFirstObservationDateAdjusted | LocalMktDate | The adjusted initial price observation date. | Added EP208 |
| 42466 | LegPaymentStreamUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42467 | LegReturnRateNotionalReset | Boolean | Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. | Added EP208 |
| 42468 | LegPaymentStreamLinkInitialLevel | Price | Price level at which the correlation or variance swap contract will strike. | Added EP208 |
| 42469 | LegPaymentStreamLinkClosingLevelIndicator | Boolean | Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. | Added EP208 |
| 42470 | LegPaymentStreamLinkExpiringLevelIndicator | Boolean | Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. | Added EP208 |
| 42471 | LegPaymentStreamLinkEstimatedTradingDays | int | The expected number of trading days in the variance or correlation swap stream. | Added EP208 |
| 42472 | LegPaymentStreamLinkStrikePrice | Price | The strike price of a correlation or variance swap stream. | Added EP208 |
| 42473 | LegPaymentStreamLinkStrikePriceType | PaymentStreamLinkStrikePriceTypeCodeSet | For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. | Added EP208 |
| 42474 | LegPaymentStreamLinkMaximumBoundary | float | Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. | Added EP208 |
| 42475 | LegPaymentStreamLinkMinimumBoundary | float | Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. | Added EP208 |
| 42476 | LegPaymentStreamLinkNumberOfDataSeries | int | Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. | Added EP208 |
| 42477 | LegPaymentStreamVarianceUnadjustedCap | float | Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. | Added EP208 |
| 42478 | LegPaymentStreamRealizedVarianceMethod | PaymentStreamRealizedVarianceMethodCodeSet | Indicates which price to use to satisfy the boundary condition. | Added EP208 |
| 42479 | LegPaymentStreamDaysAdjustmentIndicator | Boolean | Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. | Added EP208 |
| 42480 | LegPaymentStreamNearestExchangeContractRefID | String | References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42481 | LegPaymentStreamVegaNotionalAmount | float | Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. | Added EP208 |
| 42482 | LegPaymentStreamFormulaCurrency | Currency | The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. | Added EP208 |
| 42483 | LegPaymentStreamFormulaCurrencyDeterminationMethod | String | Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42484 | LegPaymentStreamFormulaReferenceAmount | int | Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. | Added EP208 |
| 42485 | NoLegPaymentStreamFormulas | NumInGroup | Number of formulas in the repeating group. | Added EP208 |
| 42486 | LegPaymentStreamFormula | XMLData | Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). | Added EP208 Updated EP259 |
| 42487 | LegPaymentStreamFormulaDesc | String | A description of the math formula in LegPaymentStreamFormula(42486). | Added EP208 |
| 42488 | LegPaymentStubEndDateUnadjusted | LocalMktDate | The unadjusted stub end date. | Added EP208 |
| 42489 | LegPaymentStubEndDateBusinessDayConvention | BusinessDayConventionCodeSet | The stub end date business day convention. | Added EP208 |
| 42490 | LegPaymentStubEndDateRelativeTo | int | Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42491 | LegPaymentStubEndDateOffsetPeriod | int | Time unit multiplier for the relative stub end date offset. | Added EP208 |
| 42492 | LegPaymentStubEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative stub end date offset. | Added EP208 |
| 42493 | LegPaymentStubEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative stub end date offset. | Added EP208 |
| 42494 | LegPaymentStubEndDateAdjusted | LocalMktDate | The adjusted stub end date. | Added EP208 |
| 42495 | NoLegPaymentStubEndDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42496 | LegPaymentStubEndDateBusinessCenter | String | The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42497 | LegPaymentStubStartDateUnadjusted | LocalMktDate | The unadjusted stub start date. | Added EP208 |
| 42498 | LegPaymentStubStartDateBusinessDayConvention | BusinessDayConventionCodeSet | The stub start date business day convention. | Added EP208 |
| 42499 | LegPaymentStubStartDateRelativeTo | int | Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42500 | LegPaymentStubStartDateOffsetPeriod | int | Time unit multiplier for the relative stub start date offset. | Added EP208 |
| 42501 | LegPaymentStubStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative stub start date offset. | Added EP208 |
| 42502 | LegPaymentStubStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative stub start date offset. | Added EP208 |
| 42503 | LegPaymentStubStartDateAdjusted | LocalMktDate | The adjusted stub start date. | Added EP208 |
| 42504 | NoLegPaymentStubStartDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42505 | LegPaymentStubStartDateBusinessCenter | String | The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42506 | LegProvisionBreakFeeElection | ProvisionBreakFeeElectionCodeSet | Type of fee elected for the break provision. | Added EP208 |
| 42507 | LegProvisionBreakFeeRate | Percentage | Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". | Added EP208 |
| 42508 | NoLegReturnRateDates | NumInGroup | Number of iterations in the return rate date repeating group. | Added EP208 |
| 42509 | LegReturnRateDateMode | ReturnRateDateModeCodeSet | Specifies the valuation type applicable to the return rate date. | Added EP208 |
| 42510 | LegReturnRateValuationDateRelativeTo | int | Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42511 | LegReturnRateValuationDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation date offset. | Added EP208 |
| 42512 | LegReturnRateValuationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation date offset. | Added EP208 |
| 42513 | LegReturnRateValuationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation date offset. | Added EP208 |
| 42514 | LegReturnRateValuationStartDateUnadjusted | LocalMktDate | The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42515 | LegReturnRateValuationStartDateRelativeTo | int | Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42516 | LegReturnRateValuationStartDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation start date offset. | Added EP208 |
| 42517 | LegReturnRateValuationStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation start date offset. | Added EP208 |
| 42518 | LegReturnRateValuationStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation start date offset. | Added EP208 |
| 42519 | LegReturnRateValuationStartDateAdjusted | LocalMktDate | The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42520 | LegReturnRateValuationEndDateUnadjusted | LocalMktDate | The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42521 | LegReturnRateValuationEndDateRelativeTo | int | Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42522 | LegReturnRateValuationEndDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation end date offset. | Added EP208 |
| 42523 | LegReturnRateValuationEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation end date offset. | Added EP208 |
| 42524 | LegReturnRateValuationEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation end date offset. | Added EP208 |
| 42525 | LegReturnRateValuationEndDateAdjusted | LocalMktDate | The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42526 | LegReturnRateValuationFrequencyPeriod | int | Time unit multiplier for the frequency at which return rate valuation dates occur. | Added EP208 |
| 42527 | LegReturnRateValuationFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which return rate valuation dates occur. | Added EP208 |
| 42528 | LegReturnRateValuationFrequencyRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. | Added EP208 |
| 42529 | LegReturnRateValuationDateBusinessDayConvention | BusinessDayConventionCodeSet | The return rate valuation dates business day convention. | Added EP208 |
| 42530 | NoLegReturnRateFXConversions | NumInGroup | Number of iterations in the return rate FX conversion repeating group. | Added EP208 |
| 42531 | LegReturnRateFXCurrencySymbol | String | Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. | Added EP208 |
| 42532 | LegReturnRateFXRate | float | The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). | Added EP208 |
| 42533 | LegReturnRateFXRateCalc | SettlCurrFxRateCalcCodeSet | The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). | Added EP208 |
| 42534 | NoLegReturnRates | NumInGroup | Number of iterations in the return rate repeating group. | Added EP208 |
| 42535 | LegReturnRatePriceSequence | ReturnRatePriceSequenceCodeSet | Specifies the type of price sequence of the return rate. | Added EP208 |
| 42536 | LegReturnRateCommissionBasis | CommTypeCodeSet | Specifies the basis or unit used to calculate the commission. | Added EP208 |
| 42537 | LegReturnRateCommissionAmount | Amt | The commission amount. | Added EP208 |
| 42538 | LegReturnRateCommissionCurrency | Currency | Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. | Added EP208 |
| 42539 | LegReturnRateTotalCommissionPerTrade | Amt | The total commission per trade. | Added EP208 |
| 42540 | LegReturnRateDeterminationMethod | String | Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42541 | LegReturnRateAmountRelativeTo | int | Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. | Added EP208 |
| 42542 | LegReturnRateQuoteMeasureType | String | Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. | Added EP208 |
| 42543 | LegReturnRateQuoteUnits | String | Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. | Added EP208 |
| 42544 | LegReturnRateQuoteMethod | CashSettlQuoteMethodCodeSet | Specifies the type of quote used to determine the return rate of the swap. | Added EP208 |
| 42545 | LegReturnRateQuoteCurrency | Currency | Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. | Added EP208 |
| 42546 | LegReturnRateQuoteCurrencyType | String | Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. | Added EP208 |
| 42547 | LegReturnRateQuoteTimeType | ReturnRateQuoteTimeTypeCodeSet | Specifies how or the timing when the quote is to be obtained. | Added EP208 |
| 42548 | LegReturnRateQuoteTime | LocalMktTime | The time when the quote is to be generated. | Added EP208 |
| 42549 | LegReturnRateQuoteDate | LocalMktDate | The date when the quote is to be generated. | Added EP208 |
| 42550 | LegReturnRateQuoteExpirationTime | LocalMktTime | The time when the quote ceases to be valid. | Added EP208 |
| 42551 | LegReturnRateQuoteBusinessCenter | String | The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42552 | LegReturnRateQuoteExchange | Exchange | Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. | Added EP208 |
| 42553 | LegReturnRateQuotePricingModel | String | Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. | Added EP208 |
| 42554 | LegReturnRateCashFlowType | String | Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. | Added EP208 |
| 42555 | LegReturnRateValuationTimeType | ReturnRateQuoteTimeTypeCodeSet | Specifies the timing at which the calculation agent values the underlying. | Added EP208 |
| 42556 | LegReturnRateValuationTime | LocalMktTime | The time at which the calculation agent values the underlying asset. | Added EP208 |
| 42557 | LegReturnRateValuationTimeBusinessCenter | String | The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42558 | LegReturnRateValuationPriceOption | ReturnRateValuationPriceOptionCodeSet | Indicates whether an ISDA price option applies, and if applicable which type of price. | Added EP208 |
| 42559 | LegReturnRateFinalPriceFallback | ComplexEventPVFinalPriceElectionFallbackCodeSet | Specifies the fallback provision for the hedging party in the determination of the final price. | Added EP208 |
| 42560 | NoLegReturnRateInformationSources | NumInGroup | Number of iterations in the return rate information source repeating group. | Added EP208 |
| 42561 | LegReturnRateInformationSource | RateSourceCodeSet | Identifies the source of rate information. For FX the references source to be used for the FX spot rate. | Added EP208 |
| 42562 | LegReturnRateReferencePage | String | Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. | Added EP208 |
| 42563 | LegReturnRateReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP208 |
| 42564 | NoLegReturnRatePrices | NumInGroup | Number of iterations in the return rate price repeating group. | Added EP208 |
| 42565 | LegReturnRatePriceBasis | ReturnRatePriceBasisCodeSet | The basis of the return price. | Added EP208 |
| 42566 | LegReturnRatePrice | Price | Specifies the price of the underlying swap asset. | Added EP208 |
| 42567 | LegReturnRatePriceCurrency | Currency | Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. | Added EP208 |
| 42568 | LegReturnRatePriceType | ReturnRatePriceTypeCodeSet | Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. | Added EP208 |
| 42569 | NoLegReturnRateValuationDateBusinessCenters | NumInGroup | Number of iterations in the return rate valuation date business center repeating group. | Added EP208 |
| 42570 | LegReturnRateValuationDateBusinessCenter | String | The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42571 | NoLegReturnRateValuationDates | NumInGroup | Number of iterations in the return rate valuation date repeating group. | Added EP208 |
| 42572 | LegReturnRateValuationDate | LocalMktDate | The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). | Added EP208 |
| 42573 | LegReturnRateValuationDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of return rate valuation date (e.g. adjusted for holidays). | Added EP208 |
| 42574 | LegSettlMethodElectionDateUnadjusted | LocalMktDate | The unadjusted settlement method election date. | Added EP208 |
| 42575 | LegSettlMethodElectionDateBusinessDayConvention | BusinessDayConventionCodeSet | The settlement method election date adjustment business day convention. | Added EP208 |
| 42576 | LegSettlMethodElectionDateRelativeTo | int | Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42577 | LegSettlMethodElectionDateOffsetPeriod | int | Time unit multiplier for the relative settlement method election date offset. | Added EP208 |
| 42578 | LegSettlMethodElectionDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative settlement method election date offset. | Added EP208 |
| 42579 | LegSettlMethodElectionDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative settlement method election date offset. | Added EP208 |
| 42580 | LegSettlMethodElectionDateAdjusted | LocalMktDate | The adjusted settlement method election date. | Added EP208 |
| 42581 | NoLegSettlMethodElectionDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42582 | LegSettlMethodElectionDateBusinessCenter | String | The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42583 | LegStreamVersion | String | The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. | Added EP208 |
| 42584 | LegStreamVersionEffectiveDate | LocalMktDate | The effective date of the LegStreamVersion(42583). | Added EP208 |
| 42585 | LegStreamNotionalDeterminationMethod | String | Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42586 | LegStreamNotionalAdjustments | StreamNotionalAdjustmentsCodeSet | For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. | Added EP208 |
| 42587 | StreamCommodityDeliveryPricingRegion | String | The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. | Added EP193 |
| 42588 | LegStreamCommodityDeliveryPricingRegion | String | The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. | Added EP193 |
| 42589 | UnderlyingStreamCommodityDeliveryPricingRegion | String | The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. | Added EP193 |
| 42590 | SettlMethodElectingPartySide | PaymentPaySideCodeSet | Side value of the party electing the settlement method. | Added EP208 |
| 42591 | MakeWholeDate | LocalMktDate | The date through which option cannot be exercised without penalty. | Added EP208 |
| 42592 | MakeWholeAmount | Amt | Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). | Added EP208 |
| 42593 | MakeWholeBenchmarkCurveName | String | Identifies the benchmark floating rate index. | Added EP208 |
| 42594 | MakeWholeBenchmarkCurvePoint | String | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208 |
| 42595 | MakeWholeRecallSpread | PriceOffset | Spread over the floating rate index. | Added EP208 |
| 42596 | MakeWholeBenchmarkQuote | StrikeIndexQuoteCodeSet | The quote side of the benchmark to be used for calculating the "make whole" amount. | Added EP208 |
| 42597 | MakeWholeInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the "make whole" amount. The most common is linear method. | Added EP208 |
| 42598 | PaymentAmountRelativeTo | int | Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. | Added EP208 |
| 42599 | PaymentAmountDeterminationMethod | String | Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42600 | PaymentStreamCashSettlIndicator | Boolean | Indicates whether cash settlement is applicable. | Added EP208 |
| 42601 | PaymentStreamCompoundingXIDRef | XIDREF | Reference to the stream which details the compounding fixed or floating rate. | Added EP208 |
| 42602 | PaymentStreamCompoundingSpread | PriceOffset | The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. | Added EP208 |
| 42603 | PaymentStreamInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the index rate from multiple points on the curve. The most common is linear method. | Added EP208 |
| 42604 | PaymentStreamInterpolationPeriod | PaymentStreamInterpolationPeriodCodeSet | Defines applicable periods for interpolation. | Added EP208 |
| 42605 | PaymentStreamCompoundingFixedRate | float | The compounding fixed rate applicable to the payment stream. | Added EP208 |
| 42606 | NoPaymentStreamCompoundingDates | NumInGroup | Number of dates in the repeating group. | Added EP208 |
| 42607 | PaymentStreamCompoundingDate | LocalMktDate | The compounding date. The type of date is specified in PaymentStreamCompoundingDateType(42608). | Added EP208 |
| 42608 | PaymentStreamCompoundingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of payment compounding date (e.g. adjusted for holidays). | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BusinessDayConventionCodeSet | The compounding dates business day convention. | Added EP208 |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | int | Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | int | Time unit multiplier for the relative compounding date offset. | Added EP208 |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding date offset. | Added EP208 |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding date offset. | Added EP208 |
| 42614 | PaymentStreamCompoundingPeriodSkip | int | The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. | Added EP208 |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | int | Time unit multiplier for the frequency at which compounding dates occur. | Added EP208 |
| 42616 | PaymentStreamCompoundingFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which compounding dates occur. | Added EP208 |
| 42617 | PaymentStreamCompoundingRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. | Added EP208 |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | LocalMktDate | The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LocalMktDate | The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | String | The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | LocalMktDate | The unadjusted compounding end date. | Added EP208 |
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | int | Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | int | Time unit multiplier for the relative compounding end date offset. | Added EP208 |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding end date offset. | Added EP208 |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding end date offset. | Added EP208 |
| 42627 | PaymentStreamCompoundingEndDateAdjusted | LocalMktDate | The adjusted compounding end date. | Added EP208 |
| 42628 | PaymentStreamCompoundingRateIndex | String | The payment stream's compounding floating rate index. | Added EP208 |
| 42629 | PaymentStreamCompoundingRateIndexCurvePeriod | int | Time unit multiplier for the payment stream's compounding floating rate index curve period. | Added EP208 |
| 42630 | PaymentStreamCompoundingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the payment stream's compounding floating rate index curve period. | Added EP208 |
| 42631 | PaymentStreamCompoundingRateMultiplier | float | A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP208 |
| 42632 | PaymentStreamCompoundingRateSpread | PriceOffset | The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). | Added EP208 |
| 42633 | PaymentStreamCompoundingRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP208 |
| 42634 | PaymentStreamCompoundingRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP208 |
| 42635 | PaymentStreamCompoundingCapRate | Percentage | The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". | Added EP208 |
| 42636 | PaymentStreamCompoundingCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the compounding cap rate option through its trade side. | Added EP208 |
| 42637 | PaymentStreamCompoundingCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the compounding cap rate option through its trade side. | Added EP208 |
| 42638 | PaymentStreamCompoundingFloorRate | Percentage | The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". | Added EP208 |
| 42639 | PaymentStreamCompoundingFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the compounding floor rate option through its trade side. | Added EP208 |
| 42640 | PaymentStreamCompoundingFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP208 |
| 42641 | PaymentStreamCompoundingInitialRate | Percentage | The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". | Added EP208 |
| 42642 | PaymentStreamCompoundingFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction for the compounding floating rate. | Added EP208 |
| 42643 | PaymentStreamCompoundingFinalRatePrecision | int | Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP208 |
| 42644 | PaymentStreamCompoundingAveragingMethod | PaymentStreamAveragingMethodCodeSet | Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). | Added EP208 |
| 42645 | PaymentStreamCompoundingNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | LocalMktDate | The unadjusted compounding start date. | Added EP208 |
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | int | Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | int | Time unit multiplier for the relative compounding start date offset. | Added EP208 |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding start date offset. | Added EP208 |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding start date offset. | Added EP208 |
| 42651 | PaymentStreamCompoundingStartDateAdjusted | LocalMktDate | The adjusted compounding start date. | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | Length | Length in bytes of the PaymentStreamFormulaImage(42563) field. | Added EP208 |
| 42653 | PaymentStreamFormulaImage | data | Image of the formula image when represented through an encoded clip in base64Binary. | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | LocalMktDate | The unadjusted final price payment date. | Added EP208 |
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | int | Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | int | Time unit multiplier for the relative final price payment date offset. | Added EP208 |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative final price payment date offset. | Added EP208 |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative final price payment date offset. | Added EP208 |
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | LocalMktDate | The adjusted final price payment date. | Added EP208 |
| 42660 | NoPaymentStreamFixingDates | NumInGroup | Number of fixing dates in the repeating group. | Added EP208 |
| 42661 | PaymentStreamFixingDate | LocalMktDate | The fixing date. The type of date is specified in PaymentStreamFixingDateType(42662). | Added EP208 |
| 42662 | PaymentStreamFixingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of fixing date (e.g. adjusted for holidays). | Added EP208 |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | LocalMktDate | The unadjusted initial price observation date. | Added EP208 |
| 42664 | PaymentStreamFirstObservationDateRelativeTo | int | Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the initial price observation date offset. | Added EP208 |
| 42666 | PaymentStreamFirstObservationDateAdjusted | LocalMktDate | The adjusted initial price observation date. | Added EP208 |
| 42667 | PaymentStreamUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42668 | ReturnRateNotionalReset | Boolean | Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. | Added EP208 |
| 42669 | PaymentStreamLinkInitialLevel | Price | Price level at which the correlation or variance swap contract will strike. | Added EP208 |
| 42670 | PaymentStreamLinkClosingLevelIndicator | Boolean | Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. | Added EP208 |
| 42671 | PaymentStreamLinkExpiringLevelIndicator | Boolean | Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. | Added EP208 |
| 42672 | PaymentStreamLinkEstimatedTradingDays | int | The expected number of trading days in the variance or correlation swap stream. | Added EP208 |
| 42673 | PaymentStreamLinkStrikePrice | Price | The strike price of a correlation or variance swap stream. | Added EP208 |
| 42674 | PaymentStreamLinkStrikePriceType | PaymentStreamLinkStrikePriceTypeCodeSet | For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. | Added EP208 |
| 42675 | PaymentStreamLinkMaximumBoundary | float | Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. | Added EP208 |
| 42676 | PaymentStreamLinkMinimumBoundary | float | Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. | Added EP208 |
| 42677 | PaymentStreamLinkNumberOfDataSeries | int | Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. | Added EP208 |
| 42678 | PaymentStreamVarianceUnadjustedCap | float | Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. | Added EP208 |
| 42679 | PaymentStreamRealizedVarianceMethod | PaymentStreamRealizedVarianceMethodCodeSet | Indicates which price to use to satisfy the boundary condition. | Added EP208 |
| 42680 | PaymentStreamDaysAdjustmentIndicator | Boolean | Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. | Added EP208 |
| 42681 | PaymentStreamNearestExchangeContractRefID | String | References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42682 | PaymentStreamVegaNotionalAmount | float | "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. | Added EP208 |
| 42683 | NoPaymentStreamFormulas | NumInGroup | Number of formulas in the repeating group. | Added EP208 |
| 42684 | PaymentStreamFormula | XMLData | Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). | Added EP208 Updated EP259 |
| 42685 | PaymentStreamFormulaDesc | String | A description of the math formula in PaymentStreamFormula(42684). | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Currency | The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. | Added EP208 |
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | String | Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42688 | PaymentStreamFormulaReferenceAmount | int | Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | LocalMktDate | The unadjusted stub end date. | Added EP208 |
| 42690 | PaymentStubEndDateBusinessDayConvention | BusinessDayConventionCodeSet | The stub end date business day convention. | Added EP208 |
| 42691 | PaymentStubEndDateRelativeTo | int | Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42692 | PaymentStubEndDateOffsetPeriod | int | Time unit multiplier for the relative stub end date offset. | Added EP208 |
| 42693 | PaymentStubEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative stub end date offset. | Added EP208 |
| 42694 | PaymentStubEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative stub end date offset. | Added EP208 |
| 42695 | PaymentStubEndDateAdjusted | LocalMktDate | The adjusted stub end date. | Added EP208 |
| 42696 | NoPaymentStubEndDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42697 | PaymentStubEndDateBusinessCenter | String | The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | LocalMktDate | The unadjusted stub start date. | Added EP208 |
| 42699 | PaymentStubStartDateBusinessDayConvention | BusinessDayConventionCodeSet | The stub start date business day convention. | Added EP208 |
| 42700 | PaymentStubStartDateRelativeTo | int | Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42701 | PaymentStubStartDateOffsetPeriod | int | Time unit multiplier for the relative stub start date offset. | Added EP208 |
| 42702 | PaymentStubStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative stub start date offset. | Added EP208 |
| 42703 | PaymentStubStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative stub start date offset. | Added EP208 |
| 42704 | PaymentStubStartDateAdjusted | LocalMktDate | The adjusted stub start date. | Added EP208 |
| 42705 | NoPaymentStubStartDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42706 | PaymentStubStartDateBusinessCenter | String | The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42707 | ProvisionBreakFeeElection | ProvisionBreakFeeElectionCodeSet | Type of fee elected for the break provision. | Added EP208 |
| 42708 | ProvisionBreakFeeRate | Percentage | Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". | Added EP208 |
| 42709 | NoReturnRateDates | NumInGroup | Number of iterations in the return rate date repeating group. | Added EP208 |
| 42710 | ReturnRateDateMode | ReturnRateDateModeCodeSet | Specifies the valuation type applicable to the return rate date. | Added EP208 |
| 42711 | ReturnRateValuationDateRelativeTo | int | Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42712 | ReturnRateValuationDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation date offset. | Added EP208 |
| 42713 | ReturnRateValuationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation date offset. | Added EP208 |
| 42714 | ReturnRateValuationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation date offset. | Added EP208 |
| 42715 | ReturnRateValuationStartDateUnadjusted | LocalMktDate | The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42716 | ReturnRateValuationStartDateRelativeTo | int | Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42717 | ReturnRateValuationStartDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation start date offset. | Added EP208 |
| 42718 | ReturnRateValuationStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation start date offset. | Added EP208 |
| 42719 | ReturnRateValuationStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation start date offset. | Added EP208 |
| 42720 | ReturnRateValuationStartDateAdjusted | LocalMktDate | The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42721 | ReturnRateValuationEndDateUnadjusted | LocalMktDate | The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42722 | ReturnRateValuationEndDateRelativeTo | int | Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42723 | ReturnRateValuationEndDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation end date offset. | Added EP208 |
| 42724 | ReturnRateValuationEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation end date offset. | Added EP208 |
| 42725 | ReturnRateValuationEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation end date offset. | Added EP208 |
| 42726 | ReturnRateValuationEndDateAdjusted | LocalMktDate | The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42727 | ReturnRateValuationFrequencyPeriod | int | Time unit multiplier for the frequency at which return rate valuation dates occur. | Added EP208 |
| 42728 | ReturnRateValuationFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which return rate valuation dates occur. | Added EP208 |
| 42729 | ReturnRateValuationFrequencyRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. | Added EP208 |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BusinessDayConventionCodeSet | The return rate valuation dates business day convention. | Added EP208 |
| 42731 | NoReturnRateFXConversions | NumInGroup | Number of iterations in the return rate FX conversion repeating group. | Added EP208 |
| 42732 | ReturnRateFXCurrencySymbol | String | Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. | Added EP208 |
| 42733 | ReturnRateFXRate | float | The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). | Added EP208 |
| 42734 | ReturnRateFXRateCalc | SettlCurrFxRateCalcCodeSet | Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. | Added EP208 |
| 42735 | NoReturnRates | NumInGroup | Number of iterations in the return rate repeating group. | Added EP208 |
| 42736 | ReturnRatePriceSequence | ReturnRatePriceSequenceCodeSet | Specifies the type of price sequence of the return rate. | Added EP208 |
| 42737 | ReturnRateCommissionBasis | CommTypeCodeSet | Specifies the basis or unit used to calculate the commission. | Added EP208 |
| 42738 | ReturnRateCommissionAmount | Amt | The commission amount. | Added EP208 |
| 42739 | ReturnRateCommissionCurrency | Currency | Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. | Added EP208 |
| 42740 | ReturnRateTotalCommissionPerTrade | Amt | The total commission per trade. | Added EP208 |
| 42741 | ReturnRateDeterminationMethod | String | Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42742 | ReturnRateAmountRelativeTo | int | Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. | Added EP208 |
| 42743 | ReturnRateQuoteMeasureType | String | Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. | Added EP208 |
| 42744 | ReturnRateQuoteUnits | String | Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. | Added EP208 |
| 42745 | ReturnRateQuoteMethod | CashSettlQuoteMethodCodeSet | Specifies the type of quote used to determine the return rate of the swap. | Added EP208 |
| 42746 | ReturnRateQuoteCurrency | Currency | Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. | Added EP208 |
| 42747 | ReturnRateQuoteCurrencyType | String | Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. | Added EP208 |
| 42748 | ReturnRateQuoteTimeType | ReturnRateQuoteTimeTypeCodeSet | Specifies how or the timing when the quote is to be obtained. | Added EP208 |
| 42749 | ReturnRateQuoteTime | LocalMktTime | The time when the quote is to be generated. | Added EP208 |
| 42750 | ReturnRateQuoteDate | LocalMktDate | The date when the quote is to be generated. | Added EP208 |
| 42751 | ReturnRateQuoteExpirationTime | LocalMktTime | The time when the quote ceases to be valid. | Added EP208 |
| 42752 | ReturnRateQuoteBusinessCenter | String | The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42753 | ReturnRateQuoteExchange | Exchange | Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. | Added EP208 |
| 42754 | ReturnRateQuotePricingModel | String | Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. | Added EP208 |
| 42755 | ReturnRateCashFlowType | String | Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. | Added EP208 |
| 42756 | ReturnRateValuationTimeType | ReturnRateQuoteTimeTypeCodeSet | Specifies the timing at which the calculation agent values the underlying. | Added EP208 |
| 42757 | ReturnRateValuationTime | LocalMktTime | The time at which the calculation agent values the underlying asset. | Added EP208 |
| 42758 | ReturnRateValuationTimeBusinessCenter | String | The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42759 | ReturnRateValuationPriceOption | ReturnRateValuationPriceOptionCodeSet | Indicates whether an ISDA price option applies, and if applicable which type of price. | Added EP208 |
| 42760 | ReturnRateFinalPriceFallback | ComplexEventPVFinalPriceElectionFallbackCodeSet | Specifies the fallback provision for the hedging party in the determination of the final price. | Added EP208 |
| 42761 | NoReturnRateInformationSources | NumInGroup | Number of iterations in the return rate information source repeating group. | Added EP208 |
| 42762 | ReturnRateInformationSource | RateSourceCodeSet | Identifies the source of rate information. For FX the references source to be used for the FX spot rate. | Added EP208 |
| 42763 | ReturnRateReferencePage | String | Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP208 |
| 42764 | ReturnRateReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP208 |
| 42765 | NoReturnRatePrices | NumInGroup | Number of iterations in the return rate price repeating group. | Added EP208 |
| 42766 | ReturnRatePriceBasis | ReturnRatePriceBasisCodeSet | The basis of the return price. | Added EP208 |
| 42767 | ReturnRatePrice | Price | Specifies the price of the underlying swap asset. | Added EP208 |
| 42768 | ReturnRatePriceCurrency | Currency | Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. | Added EP208 |
| 42769 | ReturnRatePriceType | ReturnRatePriceTypeCodeSet | Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. | Added EP208 |
| 42770 | NoReturnRateValuationDateBusinessCenters | NumInGroup | Number of iterations in the return rate valuation date business center repeating group. | Added EP208 |
| 42771 | ReturnRateValuationDateBusinessCenter | String | The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42772 | NoReturnRateValuationDates | NumInGroup | Number of iterations in the return rate valuation date repeating group. | Added EP208 |
| 42773 | ReturnRateValuationDate | LocalMktDate | The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). | Added EP208 |
| 42774 | ReturnRateValuationDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of return rate valuation date (e.g. adjusted for holidays). | Added EP208 |
| 42775 | NoSettlMethodElectionDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42776 | SettlMethodElectionDateBusinessCenter | String | The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42777 | SettlMethodElectionDateUnadjusted | LocalMktDate | The unadjusted settlement method election date. | Added EP208 |
| 42778 | SettlMethodElectionDateBusinessDayConvention | BusinessDayConventionCodeSet | The settlement method election date adjustment business day convention. | Added EP208 |
| 42779 | SettlMethodElectionDateRelativeTo | int | Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42780 | SettlMethodElectionDateOffsetPeriod | int | Time unit multiplier for the relative settlement method election date offset. | Added EP208 |
| 42781 | SettlMethodElectionDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative settlement method election date offset. | Added EP208 |
| 42782 | SettlMethodElectionDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative settlement method election date offset. | Added EP208 |
| 42783 | SettlMethodElectionDateAdjusted | LocalMktDate | The adjusted settlement method election date. | Added EP208 |
| 42784 | StreamVersion | String | The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. | Added EP208 |
| 42785 | StreamVersionEffectiveDate | LocalMktDate | The effective date of the StreamVersion(42784). | Added EP208 |
| 42786 | StreamNotionalDeterminationMethod | String | Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42787 | StreamNotionalAdjustments | StreamNotionalAdjustmentsCodeSet | For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. | Added EP208 |
| 42788 | NoUnderlyingCashSettlDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42789 | UnderlyingCashSettlDateBusinessCenter | String | The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42790 | UnderlyingCashSettlDateUnadjusted | LocalMktDate | The unadjusted cash settlement date. | Added EP208 |
| 42791 | UnderlyingCashSettlDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. | Added EP208 |
| 42792 | UnderlyingCashSettlDateRelativeTo | int | Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42793 | UnderlyingCashSettlDateOffsetPeriod | int | Time unit multiplier for the relative cash settlement date offset. | Added EP208 |
| 42794 | UnderlyingCashSettlDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative cash settlement date offset. | Added EP208 |
| 42795 | UnderlyingCashSettlDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative cash settlement date offset. | Added EP208 |
| 42796 | UnderlyingCashSettlDateAdjusted | LocalMktDate | The adjusted cash settlement date. | Added EP208 |
| 42797 | UnderlyingCashSettlPriceSource | String | The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. | Added EP208 |
| 42798 | UnderlyingCashSettlPriceDefault | CashSettlPriceDefaultCodeSet | The default election for determining settlement price. | Added EP208 |
| 42799 | NoUnderlyingDividendAccrualPaymentDateBusinessCenters | NumInGroup | Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. | Added EP208 |
| 42800 | UnderlyingDividendAccrualPaymentDateBusinessCenter | String | The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42801 | UnderlyingDividendFloatingRateIndex | String | The dividend accrual floating rate index. | Added EP208 |
| 42802 | UnderlyingDividendFloatingRateIndexCurvePeriod | int | Time unit multiplier for the dividend accrual floating rate index curve. | Added EP208 |
| 42803 | UnderlyingDividendFloatingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the dividend accrual floating rate index curve period. | Added EP208 |
| 42804 | UnderlyingDividendFloatingRateMultiplier | float | A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. | Added EP208 |
| 42805 | UnderlyingDividendFloatingRateSpread | PriceOffset | The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). | Added EP208 |
| 42806 | UnderlyingDividendFloatingRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP208 |
| 42807 | UnderlyingDividendFloatingRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP208 |
| 42808 | UnderlyingDividendCapRate | Percentage | The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". | Added EP208 |
| 42809 | UnderlyingDividendCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the cap rate option through its trade side. | Added EP208 |
| 42810 | UnderlyingDividendCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the cap rate option through its trade side. | Added EP208 |
| 42811 | UnderlyingDividendFloorRate | Percentage | The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". | Added EP208 |
| 42812 | UnderlyingDividendFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the floor rate option through its trade side. | Added EP208 |
| 42813 | UnderlyingDividendFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP208 |
| 42814 | UnderlyingDividendInitialRate | Percentage | The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". | Added EP208 |
| 42815 | UnderlyingDividendFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction of the final rate. | Added EP208 |
| 42816 | UnderlyingDividendFinalRatePrecision | int | Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP208 |
| 42817 | UnderlyingDividendAveragingMethod | PaymentStreamAveragingMethodCodeSet | When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. | Added EP208 |
| 42818 | UnderlyingDividendNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP208 |
| 42819 | UnderlyingDividendAccrualPaymentDateRelativeTo | int | Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42820 | UnderlyingDividendAccrualPaymentDateOffsetPeriod | int | Time unit multiplier for the relative accrual payment date offset. | Added EP208 |
| 42821 | UnderlyingDividendAccrualPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative accrual payment date offset. | Added EP208 |
| 42822 | UnderlyingDividendAccrualPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative accrual payment date offset. | Added EP208 |
| 42823 | UnderlyingDividendAccrualPaymentDateUnadjusted | LocalMktDate | The unadjusted accrual payment date. | Added EP208 |
| 42824 | UnderlyingDividendAccrualPaymentDateBusinessDayConvention | BusinessDayConventionCodeSet | Accrual payment date adjustment business day convention. | Added EP208 |
| 42825 | UnderlyingDividendAccrualPaymentDateAdjusted | LocalMktDate | The adjusted accrual payment date. | Added EP208 |
| 42826 | UnderlyingDividendReinvestmentIndicator | Boolean | Indicates whether the dividend will be reinvested. | Added EP208 |
| 42827 | UnderlyingDividendEntitlementEvent | DividendEntitlementEventCodeSet | Defines the contract event which the receiver of the derivative is entitled to the dividend. | Added EP208 |
| 42828 | UnderlyingDividendAmountType | DividendAmountTypeCodeSet | Indicates how the gross cash dividend amount per share is determined. | Added EP208 |
| 42829 | UnderlyingDividendUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. | Added EP208 |
| 42830 | UnderlyingExtraordinaryDividendPartySide | PaymentStreamCapRateBuySideCodeSet | Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. | Added EP208 |
| 42831 | UnderlyingExtraordinaryDividendAmountType | DividendAmountTypeCodeSet | Indicates how the extraordinary gross cash dividend per share is determined. | Added EP208 |
| 42832 | UnderlyingExtraordinaryDividendCurrency | Currency | The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. | Added EP208 |
| 42833 | UnderlyingExtraordinaryDividendDeterminationMethod | String | Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42834 | UnderlyingDividendAccrualFixedRate | Percentage | The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". | Added EP208 |
| 42835 | UnderlyingDividendCompoundingMethod | PaymentStreamCompoundingMethodCodeSet | The compounding method to be used when more than one dividend period contributes to a single payment. | Added EP208 |
| 42836 | UnderlyingDividendNumOfIndexUnits | int | The number of index units applicable to dividends. | Added EP208 |
| 42837 | UnderlyingDividendCashPercentage | Percentage | Declared cash dividend percentage. A value of 5% would be represented as "0.05". | Added EP208 |
| 42838 | UnderlyingDividendCashEquivalentPercentage | Percentage | Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". | Added EP208 |
| 42839 | UnderlyingNonCashDividendTreatment | NonCashDividendTreatmentCodeSet | Defines the treatment of non-cash dividends. | Added EP208 |
| 42840 | UnderlyingDividendComposition | DividendCompositionCodeSet | Defines how the composition of dividends is to be determined. | Added EP208 |
| 42841 | UnderlyingSpecialDividendsIndicator | Boolean | Indicates whether special dividends are applicable. | Added EP208 |
| 42842 | UnderlyingMaterialDividendsIndicator | Boolean | Indicates whether material non-cash dividends are applicable. | Added EP208 |
| 42843 | UnderlyingOptionsExchangeDividendsIndicator | Boolean | Indicates whether option exchange dividends are applicable. | Added EP208 |
| 42844 | UnderlyingAdditionalDividendsIndicator | Boolean | Indicates whether additional dividends are applicable. | Added EP208 |
| 42845 | UnderlyingAllDividendsIndicator | Boolean | Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. | Added EP208 |
| 42846 | UnderlyingDividendFXTriggerDateRelativeTo | int | Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42847 | UnderlyingDividendFXTriggerDateOffsetPeriod | int | Time unit multiplier for the relative FX trigger date offset. | Added EP208 |
| 42848 | UnderlyingDividendFXTriggerDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative FX trigger date offset. | Added EP208 |
| 42849 | UnderlyingDividendFXTriggerDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative FX trigger date offset. | Added EP208 |
| 42850 | UnderlyingDividendFXTriggerDateUnadjusted | LocalMktDate | The unadjusted FX trigger date. | Added EP208 |
| 42851 | UnderlyingDividendFXTriggerDateBusinessDayConvention | BusinessDayConventionCodeSet | The business day convention used for the FX trigger date adjustment. | Added EP208 |
| 42852 | UnderlyingDividendFXTriggerDateAdjusted | LocalMktDate | The adjusted FX trigger date. | Added EP208 |
| 42853 | NoUnderlyingDividendFXTriggerDateBusinessCenters | NumInGroup | Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. | Added EP208 |
| 42854 | UnderlyingDividendFXTriggerDateBusinessCenter | String | The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42855 | NoUnderlyingDividendPayments | NumInGroup | Number of entries in the repeating group. | Added EP208 |
| 42856 | UnderlyingDividendPaymentDate | LocalMktDate | Specifies the date that the dividend or coupon payment is due. | Added EP208 |
| 42857 | UnderlyingDividendPaymentAmount | Amt | The amount of the dividend or coupon payment. | Added EP208 |
| 42858 | UnderlyingDividendPaymentCurrency | Currency | Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. | Added EP208 |
| 42859 | UnderlyingDividendAccruedInterest | Amt | Accrued interest on the dividend or coupon payment. | Added EP208 |
| 42860 | UnderlyingDividendPayoutRatio | float | Specifies the actual dividend payout ratio associated with the equity or bond underlier. | Added EP208 |
| 42861 | UnderlyingDividendPayoutConditions | String | Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. | Added EP208 |
| 42862 | NoUnderlyingDividendPeriods | NumInGroup | Number of entries in the UnderlyingDividendPeriodGrp component. | Added EP208 |
| 42863 | UnderlyingDividendPeriodSequence | int | Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. | Added EP208 |
| 42864 | UnderlyingDividendPeriodStartDateUnadjusted | LocalMktDate | The unadjusted date on which the dividend period will begin. | Added EP208 |
| 42865 | UnderlyingDividendPeriodEndDateUnadjusted | LocalMktDate | The unadjusted date on which the dividend period will end. | Added EP208 |
| 42866 | UnderlyingDividendPeriodUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42867 | UnderlyingDividendPeriodStrikePrice | Price | Specifies the fixed strike price of the dividend period. | Added EP208 |
| 42868 | UnderlyingDividendPeriodBusinessDayConvention | BusinessDayConventionCodeSet | The dividend period dates business day convention. | Added EP208 |
| 42869 | UnderlyingDividendPeriodValuationDateUnadjusted | LocalMktDate | The unadjusted dividend period valuation date. | Added EP208 |
| 42870 | UnderlyingDividendPeriodValuationDateRelativeTo | int | Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42871 | UnderlyingDividendPeriodValuationDateOffsetPeriod | int | Time unit multiplier for the relative dividend period valuation date offset. | Added EP208 |
| 42872 | UnderlyingDividendPeriodValuationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative dividend period valuation date offset. | Added EP208 |
| 42873 | UnderlyingDividendPeriodValuationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative dividend period valuation date offset. | Added EP208 |
| 42874 | UnderlyingDividendPeriodValuationDateAdjusted | LocalMktDate | The adjusted dividend period valuation date. | Added EP208 |
| 42875 | UnderlyingDividendPeriodPaymentDateUnadjusted | LocalMktDate | The unadjusted dividend period payment date. | Added EP208 |
| 42876 | UnderlyingDividendPeriodPaymentDateRelativeTo | int | Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42877 | UnderlyingDividendPeriodPaymentDateOffsetPeriod | int | Time unit multiplier for the relative dividend period payment date offset. | Added EP208 |
| 42878 | UnderlyingDividendPeriodPaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative dividend period payment date offset. | Added EP208 |
| 42879 | UnderlyingDividendPeriodPaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative dividend period payment date offset. | Added EP208 |
| 42880 | UnderlyingDividendPeriodPaymentDateAdjusted | LocalMktDate | The adjusted dividend period payment date. | Added EP208 |
| 42881 | UnderlyingDividendPeriodXID | XID | Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. | Added EP208 |
| 42882 | NoUnderlyingDividendPeriodBusinessCenters | NumInGroup | Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. | Added EP208 |
| 42883 | UnderlyingDividendPeriodBusinessCenter | String | The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42884 | NoUnderlyingExtraordinaryEvents | NumInGroup | Number of extraordinary events in the repeating group. | Added EP208 |
| 42885 | UnderlyingExtraordinaryEventType | String | Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. | Added EP208 |
| 42886 | UnderlyingExtraordinaryEventValue | String | The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. | Added EP208 |
| 42887 | UnderlyingSettlMethodElectingPartySide | PaymentPaySideCodeSet | Side value of the party electing the settlement method. | Added EP208 |
| 42888 | UnderlyingMakeWholeDate | LocalMktDate | The date through which the option cannot be exercised without penalty. | Added EP208 |
| 42889 | UnderlyingMakeWholeAmount | Amt | Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). | Added EP208 |
| 42890 | UnderlyingMakeWholeBenchmarkCurveName | String | Identifies the benchmark floating rate index. | Added EP208 |
| 42891 | UnderlyingMakeWholeBenchmarkCurvePoint | String | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208 |
| 42892 | UnderlyingMakeWholeRecallSpread | PriceOffset | Spread over the floating rate index. | Added EP208 |
| 42893 | UnderlyingMakeWholeBenchmarkQuote | StrikeIndexQuoteCodeSet | The quote side of the benchmark to be used for calculating the "make whole" amount. | Added EP208 |
| 42894 | UnderlyingMakeWholeInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the "make whole" amount. The most common is linear method. | Added EP208 |
| 42895 | UnderlyingPaymentStreamCashSettlIndicator | Boolean | Indicates whether cash settlement is applicable. | Added EP208 |
| 42896 | UnderlyingPaymentStreamCompoundingXIDRef | XIDREF | Reference to the stream which details the compounding fixed or floating rate. | Added EP208 |
| 42897 | UnderlyingPaymentStreamCompoundingSpread | PriceOffset | The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. | Added EP208 |
| 42898 | UnderlyingPaymentStreamInterpolationMethod | PaymentStreamInflationInterpolationMethodCodeSet | The method used when calculating the index rate from multiple points on the curve. The most common is linear method. | Added EP208 |
| 42899 | UnderlyingPaymentStreamInterpolationPeriod | PaymentStreamInterpolationPeriodCodeSet | Defines applicable periods for interpolation. | Added EP208 |
| 42900 | UnderlyingPaymentStreamCompoundingFixedRate | float | The compounding fixed rate applicable to the payment stream. | Added EP208 |
| 42901 | NoUnderlyingPaymentStreamCompoundingDates | NumInGroup | Number of dates in the repeating group. | Added EP208 |
| 42902 | UnderlyingPaymentStreamCompoundingDate | LocalMktDate | The compounding date. Type of date is specified in UnderlyingPaymentStreamCompoundingDateType(42903). | Added EP208 |
| 42903 | UnderlyingPaymentStreamCompoundingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of payment compounding date (e.g. adjusted for holidays). | Added EP208 |
| 42904 | UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention | BusinessDayConventionCodeSet | The compounding dates business day convention. | Added EP208 |
| 42905 | UnderlyingPaymentStreamCompoundingDatesRelativeTo | int | Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42906 | UnderlyingPaymentStreamCompoundingDatesOffsetPeriod | int | Time unit multiplier for the relative compounding date offset. | Added EP208 |
| 42907 | UnderlyingPaymentStreamCompoundingDatesOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding date offset. | Added EP208 |
| 42908 | UnderlyingPaymentStreamCompoundingDatesOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding date offset. | Added EP208 |
| 42909 | UnderlyingPaymentStreamCompoundingPeriodSkip | int | The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. | Added EP208 |
| 42910 | UnderlyingPaymentStreamCompoundingFrequencyPeriod | int | Time unit multiplier for the frequency at which compounding dates occur. | Added EP208 |
| 42911 | UnderlyingPaymentStreamCompoundingFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which compounding dates occur. | Added EP208 |
| 42912 | UnderlyingPaymentStreamCompoundingRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. | Added EP208 |
| 42913 | UnderlyingPaymentStreamBoundsFirstDateUnadjusted | LocalMktDate | The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42914 | UnderlyingPaymentStreamBoundsLastDateUnadjusted | LocalMktDate | The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 42915 | NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42916 | UnderlyingPaymentStreamCompoundingDatesBusinessCenter | String | The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42917 | UnderlyingPaymentStreamCompoundingEndDateUnadjusted | LocalMktDate | The unadjusted compounding end date. | Added EP208 |
| 42918 | UnderlyingPaymentStreamCompoundingEndDateRelativeTo | int | Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42919 | UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod | int | Time unit multiplier for the relative compounding end date offset. | Added EP208 |
| 42920 | UnderlyingPaymentStreamCompoundingEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding end date offset. | Added EP208 |
| 42921 | UnderlyingPaymentStreamCompoundingEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding end date offset. | Added EP208 |
| 42922 | UnderlyingPaymentStreamCompoundingEndDateAdjusted | LocalMktDate | The adjusted compounding end date. | Added EP208 |
| 42923 | UnderlyingPaymentStreamCompoundingRateIndex | String | The payment stream's compounding floating rate index. | Added EP208 |
| 42924 | UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod | int | Time unit multiplier for the payment stream's compounding floating rate index curve period. | Added EP208 |
| 42925 | UnderlyingPaymentStreamCompoundingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the payment stream's compounding floating rate index curve period. | Added EP208 |
| 42926 | UnderlyingPaymentStreamCompoundingRateMultiplier | float | A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. | Added EP208 |
| 42927 | UnderlyingPaymentStreamCompoundingRateSpread | PriceOffset | The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). | Added EP208 |
| 42928 | UnderlyingPaymentStreamCompoundingRateSpreadPositionType | PaymentStreamRateSpreadPositionTypeCodeSet | Identifies whether the rate spread is applied to a long or short position. | Added EP208 |
| 42929 | UnderlyingPaymentStreamCompoundingRateTreatment | PaymentStreamRateTreatmentCodeSet | Specifies the yield calculation treatment for the index. | Added EP208 |
| 42930 | UnderlyingPaymentStreamCompoundingCapRate | Percentage | The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". | Added EP208 |
| 42931 | UnderlyingPaymentStreamCompoundingCapRateBuySide | PaymentStreamCapRateBuySideCodeSet | Reference to the buyer of the compounding cap rate option through its trade side. | Added EP208 |
| 42932 | UnderlyingPaymentStreamCompoundingCapRateSellSide | PaymentStreamCapRateBuySideCodeSet | Reference to the seller of the compounding cap rate option through its trade side. | Added EP208 |
| 42933 | UnderlyingPaymentStreamCompoundingFloorRate | Percentage | The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". | Added EP208 |
| 42934 | UnderlyingPaymentStreamCompoundingFloorRateBuySide | PaymentStreamFloorRateBuySideCodeSet | Reference to the buyer of the compounding floor rate option through its trade side. | Added EP208 |
| 42935 | UnderlyingPaymentStreamCompoundingFloorRateSellSide | PaymentStreamFloorRateBuySideCodeSet | Reference to the seller of the floor rate option through its trade side. | Added EP208 |
| 42936 | UnderlyingPaymentStreamCompoundingInitialRate | Percentage | The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". | Added EP208 |
| 42937 | UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection | RoundingDirectionCodeSet | Specifies the rounding direction for the compounding floating rate. | Added EP208 |
| 42938 | UnderlyingPaymentStreamCompoundingFinalRatePrecision | int | Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. | Added EP208 |
| 42939 | UnderlyingPaymentStreamCompoundingAveragingMethod | PaymentStreamAveragingMethodCodeSet | Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). | Added EP208 |
| 42940 | UnderlyingPaymentStreamCompoundingNegativeRateTreatment | PaymentStreamNegativeRateTreatmentCodeSet | Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). | Added EP208 |
| 42941 | UnderlyingPaymentStreamCompoundingStartDateUnadjusted | LocalMktDate | The unadjusted compounding start date. | Added EP208 |
| 42942 | UnderlyingPaymentStreamCompoundingStartDateRelativeTo | int | Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42943 | UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod | int | Time unit multiplier for the relative compounding start date offset. | Added EP208 |
| 42944 | UnderlyingPaymentStreamCompoundingStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative compounding start date offset. | Added EP208 |
| 42945 | UnderlyingPaymentStreamCompoundingStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative compounding start date offset. | Added EP208 |
| 42946 | UnderlyingPaymentStreamCompoundingStartDateAdjusted | LocalMktDate | The adjusted compounding start date. | Added EP208 |
| 42947 | UnderlyingPaymentStreamFormulaImageLength | Length | Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. | Added EP208 |
| 42948 | UnderlyingPaymentStreamFormulaImage | data | Image of the formula image when represented through an encoded clip in base64Binary. | Added EP208 |
| 42949 | UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted | LocalMktDate | The unadjusted final price payment date. | Added EP208 |
| 42950 | UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo | int | Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42951 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod | int | Time unit multiplier for the relative final price payment date offset. | Added EP208 |
| 42952 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative final price payment date offset. | Added EP208 |
| 42953 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative final price payment date offset. | Added EP208 |
| 42954 | UnderlyingPaymentStreamFinalPricePaymentDateAdjusted | LocalMktDate | The adjusted final price payment date. | Added EP208 |
| 42955 | NoUnderlyingPaymentStreamFixingDates | NumInGroup | Number of fixing dates in the repeating group. | Added EP208 |
| 42956 | UnderlyingPaymentStreamFixingDate | LocalMktDate | The fixing date. Type of date is specified in UnderlyingPaymentStreamFixingDateType(42957). | Added EP208 |
| 42957 | UnderlyingPaymentStreamFixingDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of fixing date (e.g. adjusted for holidays). | Added EP208 |
| 42958 | UnderlyingPaymentStreamFirstObservationDateUnadjusted | LocalMktDate | The unadjusted initial price observation date. | Added EP208 |
| 42959 | UnderlyingPaymentStreamFirstObservationDateRelativeTo | int | Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42960 | UnderlyingPaymentStreamFirstObservationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the initial price observation date offset. | Added EP208 |
| 42961 | UnderlyingPaymentStreamFirstObservationDateAdjusted | LocalMktDate | The adjusted initial price observation date. | Added EP208 |
| 42962 | UnderlyingPaymentStreamUnderlierRefID | String | References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42963 | UnderlyingReturnRateNotionalReset | Boolean | Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. | Added EP208 |
| 42964 | UnderlyingPaymentStreamLinkInitialLevel | Price | Price level at which the correlation or variance swap contract will strike. | Added EP208 |
| 42965 | UnderlyingPaymentStreamLinkClosingLevelIndicator | Boolean | Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. | Added EP208 |
| 42966 | UnderlyingPaymentStreamLinkExpiringLevelIndicator | Boolean | Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. | Added EP208 |
| 42967 | UnderlyingPaymentStreamLinkEstimatedTradingDays | int | The expected number of trading days in the variance or correlation swap stream. | Added EP208 |
| 42968 | UnderlyingPaymentStreamLinkStrikePrice | Price | The strike price of a correlation or variance swap stream. | Added EP208 |
| 42969 | UnderlyingPaymentStreamLinkStrikePriceType | PaymentStreamLinkStrikePriceTypeCodeSet | For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. | Added EP208 |
| 42970 | UnderlyingPaymentStreamLinkMaximumBoundary | float | Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. | Added EP208 |
| 42971 | UnderlyingPaymentStreamLinkMinimumBoundary | float | Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. | Added EP208 |
| 42972 | UnderlyingPaymentStreamLinkNumberOfDataSeries | int | Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. | Added EP208 |
| 42973 | UnderlyingPaymentStreamVarianceUnadjustedCap | float | Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. | Added EP208 |
| 42974 | UnderlyingPaymentStreamRealizedVarianceMethod | PaymentStreamRealizedVarianceMethodCodeSet | Indicates which price to use to satisfy the boundary condition. | Added EP208 |
| 42975 | UnderlyingPaymentStreamDaysAdjustmentIndicator | Boolean | Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. | Added EP208 |
| 42976 | UnderlyingPaymentStreamNearestExchangeContractRefID | String | References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. | Added EP208 |
| 42977 | UnderlyingPaymentStreamVegaNotionalAmount | float | Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. | Added EP208 |
| 42978 | UnderlyingPaymentStreamFormulaCurrency | Currency | The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. | Added EP208 |
| 42979 | UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod | String | Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 42980 | UnderlyingPaymentStreamFormulaReferenceAmount | int | Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. | Added EP208 |
| 42981 | NoUnderlyingPaymentStreamFormulas | NumInGroup | Number of formulas in the repeating group. | Added EP208 |
| 42982 | UnderlyingPaymentStreamFormula | XMLData | Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). | Added EP208 Updated EP259 |
| 42983 | UnderlyingPaymentStreamFormulaDesc | String | A description of the math formula in UnderlyingPaymentStreamFormula(42982). | Added EP208 |
| 42984 | UnderlyingPaymentStubEndDateUnadjusted | LocalMktDate | The unadjusted stub end date. | Added EP208 |
| 42985 | UnderlyingPaymentStubEndDateBusinessDayConvention | BusinessDayConventionCodeSet | The stub end date business day convention. | Added EP208 |
| 42986 | UnderlyingPaymentStubEndDateRelativeTo | int | Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42987 | UnderlyingPaymentStubEndDateOffsetPeriod | int | Time unit multiplier for the relative stub end date offset. | Added EP208 |
| 42988 | UnderlyingPaymentStubEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative stub end date offset. | Added EP208 |
| 42989 | UnderlyingPaymentStubEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative stub end date offset. | Added EP208 |
| 42990 | UnderlyingPaymentStubEndDateAdjusted | LocalMktDate | The adjusted stub end date. | Added EP208 |
| 42991 | NoUnderlyingPaymentStubEndDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 42992 | UnderlyingPaymentStubEndDateBusinessCenter | String | The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 42993 | UnderlyingPaymentStubStartDateUnadjusted | LocalMktDate | The unadjusted stub start date. | Added EP208 |
| 42994 | UnderlyingPaymentStubStartDateBusinessDayConvention | BusinessDayConventionCodeSet | The stub start date business day convention. | Added EP208 |
| 42995 | UnderlyingPaymentStubStartDateRelativeTo | int | Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 42996 | UnderlyingPaymentStubStartDateOffsetPeriod | int | Time unit multiplier for the relative stub start date offset. | Added EP208 |
| 42997 | UnderlyingPaymentStubStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative stub start date offset. | Added EP208 |
| 42998 | UnderlyingPaymentStubStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative stub start date offset. | Added EP208 |
| 42999 | UnderlyingPaymentStubStartDateAdjusted | LocalMktDate | The adjusted stub start date. | Added EP208 |
| 43000 | NoUnderlyingPaymentStubStartDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 43001 | UnderlyingPaymentStubStartDateBusinessCenter | String | The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 43002 | UnderlyingProvisionBreakFeeElection | ProvisionBreakFeeElectionCodeSet | Type of fee elected for the break provision. | Added EP208 |
| 43003 | UnderlyingProvisionBreakFeeRate | Percentage | Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". | Added EP208 |
| 43004 | UnderlyingRateSpreadInitialValue | float | Specifies the initial rate spread for a basket underlier. | Added EP208 |
| 43005 | NoUnderlyingRateSpreadSteps | NumInGroup | Number of entries in the repeating group. | Added EP208 |
| 43006 | UnderlyingRateSpreadStepDate | LocalMktDate | The date that the rate spread step takes affect. | Added EP208 |
| 43007 | UnderlyingRateSpreadStepValue | float | The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). | Added EP208 |
| 43008 | NoUnderlyingReturnRateDates | NumInGroup | Number of iterations in the return rate date repeating group. | Added EP208 |
| 43009 | UnderlyingReturnRateDateMode | ReturnRateDateModeCodeSet | Specifies the valuation type applicable to the return rate date. | Added EP208 |
| 43010 | UnderlyingReturnRateValuationDateRelativeTo | int | Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 43011 | UnderlyingReturnRateValuationDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation date offset. | Added EP208 |
| 43012 | UnderlyingReturnRateValuationDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation date offset. | Added EP208 |
| 43013 | UnderlyingReturnRateValuationDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation date offset. | Added EP208 |
| 43014 | UnderlyingReturnRateValuationStartDateUnadjusted | LocalMktDate | The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 43015 | UnderlyingReturnRateValuationStartDateRelativeTo | int | Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation start date offset. | Added EP208 |
| 43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation start date offset. | Added EP208 |
| 43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation start date offset. | Added EP208 |
| 43019 | UnderlyingReturnRateValuationStartDateAdjusted | LocalMktDate | The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 43020 | UnderlyingReturnRateValuationEndDateUnadjusted | LocalMktDate | The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 43021 | UnderlyingReturnRateValuationEndDateRelativeTo | int | Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | int | Time unit multiplier for the relative return rate valuation end date offset. | Added EP208 |
| 43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative return rate valuation end date offset. | Added EP208 |
| 43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative return rate valuation end date offset. | Added EP208 |
| 43025 | UnderlyingReturnRateValuationEndDateAdjusted | LocalMktDate | The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. | Added EP208 |
| 43026 | UnderlyingReturnRateValuationFrequencyPeriod | int | Time unit multiplier for the frequency at which return rate valuation dates occur. | Added EP208 |
| 43027 | UnderlyingReturnRateValuationFrequencyUnit | CouponFrequencyUnitCodeSet | Time unit associated with the frequency at which return rate valuation dates occur. | Added EP208 |
| 43028 | UnderlyingReturnRateValuationFrequencyRollConvention | DateRollConventionCodeSet | The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. | Added EP208 |
| 43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | BusinessDayConventionCodeSet | The return rate valuation dates business day convention. | Added EP208 |
| 43030 | NoUnderlyingReturnRateFXConversions | NumInGroup | Number of iterations in the return rate FX conversion repeating group. | Added EP208 |
| 43031 | UnderlyingReturnRateFXCurrencySymbol | String | Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. | Added EP208 |
| 43032 | UnderlyingReturnRateFXRate | float | The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). | Added EP208 |
| 43033 | UnderlyingReturnRateFXRateCalc | SettlCurrFxRateCalcCodeSet | Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. | Added EP208 |
| 43034 | NoUnderlyingReturnRates | NumInGroup | Number of iterations in the return rate repeating group. | Added EP208 |
| 43035 | UnderlyingReturnRatePriceSequence | ReturnRatePriceSequenceCodeSet | Specifies the type of price sequence of the return rate. | Added EP208 |
| 43036 | UnderlyingReturnRateCommissionBasis | CommTypeCodeSet | Specifies the basis or unit used to calculate the commission. | Added EP208 |
| 43037 | UnderlyingReturnRateCommissionAmount | Amt | The commission amount. | Added EP208 |
| 43038 | UnderlyingReturnRateCommissionCurrency | Currency | Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. | Added EP208 |
| 43039 | UnderlyingReturnRateTotalCommissionPerTrade | Amt | The total commission per trade. | Added EP208 |
| 43040 | UnderlyingReturnRateDeterminationMethod | String | Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 43041 | UnderlyingReturnRateAmountRelativeTo | int | Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. | Added EP208 |
| 43042 | UnderlyingReturnRateQuoteMeasureType | String | Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. | Added EP208 |
| 43043 | UnderlyingReturnRateQuoteUnits | String | Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. | Added EP208 |
| 43044 | UnderlyingReturnRateQuoteMethod | CashSettlQuoteMethodCodeSet | Specifies the type of quote used to determine the return rate of the swap. | Added EP208 |
| 43045 | UnderlyingReturnRateQuoteCurrency | Currency | Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. | Added EP208 |
| 43046 | UnderlyingReturnRateQuoteCurrencyType | String | Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. | Added EP208 |
| 43047 | UnderlyingReturnRateQuoteTimeType | ReturnRateQuoteTimeTypeCodeSet | Specifies how or the timing when the quote is to be obtained. | Added EP208 |
| 43048 | UnderlyingReturnRateQuoteTime | LocalMktDate | The time when the quote is to be generated. | Added EP208 |
| 43049 | UnderlyingReturnRateQuoteDate | LocalMktDate | The date when the quote is to be generated. | Added EP208 |
| 43050 | UnderlyingReturnRateQuoteExpirationTime | LocalMktTime | The time when the quote ceases to be valid. | Added EP208 |
| 43051 | UnderlyingReturnRateQuoteBusinessCenter | String | The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 43052 | UnderlyingReturnRateQuoteExchange | Exchange | Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. | Added EP208 |
| 43053 | UnderlyingReturnRateQuotePricingModel | String | Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. | Added EP208 |
| 43054 | UnderlyingReturnRateCashFlowType | String | Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. | Added EP208 |
| 43055 | UnderlyingReturnRateValuationTimeType | ReturnRateQuoteTimeTypeCodeSet | Specifies the timing at which the calculation agent values the underlying. | Added EP208 |
| 43056 | UnderlyingReturnRateValuationTime | LocalMktTime | The time at which the calculation agent values the underlying asset. | Added EP208 |
| 43057 | UnderlyingReturnRateValuationTimeBusinessCenter | String | The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 43058 | UnderlyingReturnRateValuationPriceOption | ReturnRateValuationPriceOptionCodeSet | Indicates whether an ISDA price option applies, and if applicable which type of price. | Added EP208 |
| 43059 | UnderlyingReturnRateFinalPriceFallback | ComplexEventPVFinalPriceElectionFallbackCodeSet | Specifies the fallback provision for the hedging party in the determination of the final price. | Added EP208 |
| 43060 | NoUnderlyingReturnRateInformationSources | NumInGroup | Number of iterations in the return rate information source repeating group. | Added EP208 |
| 43061 | UnderlyingReturnRateInformationSource | RateSourceCodeSet | Identifies the source of rate information. For FX the references source to be used for the FX spot rate. | Added EP208 |
| 43062 | UnderlyingReturnRateReferencePage | String | Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option | Added EP208 |
| 43063 | UnderlyingReturnRateReferencePageHeading | String | Identifies the page heading from the rate source. | Added EP208 |
| 43064 | NoUnderlyingReturnRatePrices | NumInGroup | Number of iterations in the return rate price repeating group. | Added EP208 |
| 43065 | UnderlyingReturnRatePriceBasis | ReturnRatePriceBasisCodeSet | The basis of the return price. | Added EP208 |
| 43066 | UnderlyingReturnRatePrice | Price | Specifies the price of the underlying swap asset. | Added EP208 |
| 43067 | UnderlyingReturnRatePriceCurrency | Currency | Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. | Added EP208 |
| 43068 | UnderlyingReturnRatePriceType | ReturnRatePriceTypeCodeSet | Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. | Added EP208 |
| 43069 | NoUnderlyingReturnRateValuationDateBusinessCenters | NumInGroup | Number of iterations in the return rate valuation date business center repeating group. | Added EP208 |
| 43070 | UnderlyingReturnRateValuationDateBusinessCenter | String | The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 43071 | NoUnderlyingReturnRateValuationDates | NumInGroup | Number of iterations in the return rate valuation date repeating group. | Added EP208 |
| 43072 | UnderlyingReturnRateValuationDate | LocalMktDate | The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). | Added EP208 |
| 43073 | UnderlyingReturnRateValuationDateType | NonDeliverableFixingDateTypeCodeSet | Specifies the type of return rate valuation date (e.g. adjusted for holidays). | Added EP208 |
| 43074 | NoUnderlyingSettlMethodElectionDateBusinessCenters | NumInGroup | Number of business centers in the repeating group. | Added EP208 |
| 43075 | UnderlyingSettlMethodElectionDateBusinessCenter | String | The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. | Added EP208 |
| 43076 | UnderlyingSettlMethodElectionDateUnadjusted | LocalMktDate | The unadjusted settlement method election date. | Added EP208 |
| 43077 | UnderlyingSettlMethodElectionDateBusinessDayConvention | BusinessDayConventionCodeSet | The settlement method election date adjustment business day convention. | Added EP208 |
| 43078 | UnderlyingSettlMethodElectionDateRelativeTo | int | Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. | Added EP208 |
| 43079 | UnderlyingSettlMethodElectionDateOffsetPeriod | int | Time unit multiplier for the relative settlement method election date offset. | Added EP208 |
| 43080 | UnderlyingSettlMethodElectionDateOffsetUnit | PaymentStreamPaymentDateOffsetUnitCodeSet | Time unit associated with the relative settlement method election date offset. | Added EP208 |
| 43081 | UnderlyingSettlMethodElectionDateOffsetDayType | PaymentStreamPaymentDateOffsetDayTypeCodeSet | Specifies the day type of the relative settlement method election date offset. | Added EP208 |
| 43082 | UnderlyingSettlMethodElectionDateAdjusted | LocalMktDate | The adjusted settlement method election date. | Added EP208 |
| 43083 | UnderlyingStreamVersion | String | The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. | Added EP208 |
| 43084 | UnderlyingStreamVersionEffectiveDate | LocalMktDate | The effective date of the UnderlyingStreamVersion(43083). | Added EP208 |
| 43085 | UnderlyingStreamNotionalDeterminationMethod | String | Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. | Added EP208 |
| 43086 | UnderlyingStreamNotionalAdjustments | StreamNotionalAdjustmentsCodeSet | For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. | Added EP208 |
| 43087 | PaymentDesc | String | A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. | Added EP203 |
| 43088 | LegPaymentStreamRateIndexID | String | Security identifier of the floating rate index. | Added EP235 |
| 43089 | LegPaymentStreamRateIndexIDSource | SecurityIDSourceCodeSet | Source for the floating rate index identified in LegPaymentStreamRateIndexID(43088). | Added EP235 Updated EP294 |
| 43090 | PaymentStreamRateIndexID | String | Security identifier of the floating rate index. | Added EP235 |
| 43091 | PaymentStreamRateIndexIDSource | SecurityIDSourceCodeSet | Source for the floating rate index identified in PaymentStreamRateIndexID(43090). | Added EP235 Updated EP294 |
| 43092 | UnderlyingPaymentStreamRateIndexID | String | Security identifier of the floating rate index. | Added EP235 |
| 43093 | UnderlyingPaymentStreamRateIndexIDSource | SecurityIDSourceCodeSet | Source for the floating rate index identified in UnderlyingPaymentStreamRateIndexID(43092). | Added EP235 Updated EP294 |
| 43094 | DeliveryStreamRouteOrCharter | String | Specific delivery route or time charter average. Applicable to commodity freight swaps. | Added EP235 |
| 43095 | LegDeliveryStreamRouteOrCharter | String | Specific delivery route or time charter average. Applicable to commodity freight swaps. | Added EP235 |
| 43096 | UnderlyingDeliveryStreamRouteOrCharter | String | Specific delivery route or time charter average. Applicable to commodity freight swaps. | Added EP235 |
| 43097 | PaymentFixedRate | Percentage | The rate applicable to the fixed rate payment. | Added EP254 |
| 43098 | PaymentFloatingRateIndex | String | The payment floating rate index. See SpreadOrBenchmarkCurveData(221) for suggested values. | Added EP254 |
| 43099 | PaymentFloatingRateIndexCurvePeriod | int | Time unit multiplier for the floating rate index. | Added EP254 |
| 43100 | PaymentFloatingRateIndexCurveUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the floating rate index. | Added EP254 |
| 43101 | PaymentFloatingRateSpread | PriceOffset | Spread from floating rate index. | Added EP254 |
| 43102 | PaymentFrequencyPeriod | int | Time unit multiplier for the payment frequency. | Added EP254 |
| 43103 | PaymentFrequencyUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the payment frequency. | Added EP254 |
| 43104 | PaymentRateResetFrequencyPeriod | int | Time unit multiplier for the floating rate reset frequency. | Added EP254 |
| 43105 | PaymentRateResetFrequencyUnit | PaymentStreamRateIndexCurveUnitCodeSet | Time unit associated with the floating rate reset frequency. | Added EP254 |
| 43106 | PaymentStreamOtherDayCount | String | The industry name of the day count convention not listed in PaymentStreamDayCount(40742). | Added EP254 |
| 43107 | UnderlyingPaymentStreamOtherDayCount | String | The industry name of the day count convention not listed in UnderlyingPaymentStreamDayCount(40572). | Added EP254 |
| 43108 | LegPaymentStreamOtherDayCount | String | The industry name of the day count convention not listed in LegPaymentStreamDayCount(40283). | Added EP254 |
| 43109 | PaymentStreamFormulaLength | Length | Byte length of encoded (non-ASCII characters) PaymentStreamFormula(42648) field. | Added EP257 Updated EP275 |
| 43110 | LegPaymentStreamFormulaLength | Length | Byte length of encoded (non-ASCII characters) LegPaymentStreamFormula(42486) field. | Added EP257 Updated EP275 |
| 43111 | UnderlyingPaymentStreamFormulaLength | Length | Byte length of encoded (non-ASCII characters) UnderlyingPaymentStreamFormula(42982) field. | Added EP257 Updated EP275 |
| 43112 | PaymentStreamRateIndex2 | String | The payment stream's second floating rate index. | Added EP271 |
| 43113 | PaymentStreamRateIndex2Source | PaymentStreamRateIndexSourceCodeSet | The source of the payment stream's second floating rate index. | Added EP271 |
| 43114 | PaymentStreamRateIndex2ID | String | Security identifier of the second floating rate index. | Added EP271 |
| 43115 | PaymentStreamRateIndex2IDSource | SecurityIDSourceCodeSet | Source for the second floating rate index identified in PaymentStreamRateIndex2ID(43114). | Added EP271 Updated EP294 |
| 43116 | LegPaymentStreamRateIndex2 | String | The payment stream's second floating rate index. | Added EP271 |
| 43117 | LegPaymentStreamRateIndex2Source | PaymentStreamRateIndexSourceCodeSet | The source of the payment stream's second floating rate index. | Added EP271 |
| 43118 | LegPaymentStreamRateIndex2ID | String | Security identifier of the second floating rate index. | Added EP271 |
| 43119 | LegPaymentStreamRateIndex2IDSource | SecurityIDSourceCodeSet | Source for the second floating rate index identified in LegPaymentStreamRateIndex2ID(43118). | Added EP271 Updated EP294 |
| 43120 | UnderlyingPaymentStreamRateIndex2 | String | The payment stream's second floating rate index. | Added EP271 |
| 43121 | UnderlyingPaymentStreamRateIndex2Source | PaymentStreamRateIndexSourceCodeSet | The source of the payment stream's second floating rate index. | Added EP271 |
| 43122 | UnderlyingPaymentStreamRateIndex2ID | String | Security identifier of the second floating rate index. | Added EP271 |
| 43123 | UnderlyingPaymentStreamRateIndex2IDSource | SecurityIDSourceCodeSet | Source for the second floating rate index identified in UnderlyingPaymentStreamRateIndex2ID(43122). | Added EP271 Updated EP294 |
| 50000 | BatchID | String | Unique Identifier for a batch of messages. | Added EP178 |
| 50001 | BatchTotalMessages | int | Total # of messages contained within batch. | Added EP178 |
| 50002 | BatchProcessMode | BatchProcessModeCodeSet | Indicates the processing mode for a batch of messages. | Added EP178 |
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